Report NEP-UPT-2016-07-23

This is the archive for NEP-UPT, a report on new working papers in the area of Utility Models and Prospect Theory. Alexander Harin issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-UPT

The following items were announced in this report:

• Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2015, "History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-11, Feb, revised Jul 2015.
• McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016, "Utilitarianism with and without expected utility," MPRA Paper, University Library of Munich, Germany, number 72578, Jul.
• Thorsten HENS & János MAYER, 2014, "Theory Matters for Financial Advice!," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-22, Mar.
• Roee Teper, 2015, "Subjective Independence and Concave Expected Utility," Working Paper, Department of Economics, University of Pittsburgh, number 5866, Jan.
• Pawel Dziewulski, 2016, "Eliciting the just-noticeable difference," Economics Series Working Papers, University of Oxford, Department of Economics, number 798, Jul.
• Roee Teper, 2015, "Subjective Independence and Concave Expected Utility," Working Paper, Department of Economics, University of Pittsburgh, number 5865, Jan.
• Thorsten HENS & János MAYER, 2014, "Cumulative Prospect Theory and Mean Variance Analysis: A Rigorous Comparison," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-23, Mar.
• Jean-Francois Mercure, 2016, "Fashion, fads and the popularity of choices: micro-foundations for diffusion consumer theory," Papers, arXiv.org, number 1607.04155, Jul, revised May 2018.
• Taisei KAIZOJI & Matthias LEISS & Alexander I. SAICHEV & Didier SORNETTE, 2015, "Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-07, Feb.
• Fausto Corradin & Domenico Sartore, 2016, "Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:18.
• Roee Teper, 2016, "Plans of Action," Working Paper, Department of Economics, University of Pittsburgh, number 5859, Jan.
• Sofia Moroni, 2016, "Dynamic Contracts Under Loss Aversion," Working Paper, Department of Economics, University of Pittsburgh, number 5868, Jan.
• Patrick GAGLIARDINI & Christian GOURIEROUX & Mirco RUBIN, 2014, "Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-20, Mar.
• Yuichi Kitamura & Jorg Stoye, 2016, "Nonparametric analysis of random utility models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/16, Jun.
• Hyll, Walter & Irrek, Maike, 2015, "The Impact of Risk Attitudes on Financial Investments," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2015.
• Szekeres, Szabolcs, 2016, "Testing Gollier and Weitzman’s Solution of the “Weitzman-Gollier Puzzle”," MPRA Paper, University Library of Munich, Germany, number 72593, Jul.
• Brice Corgnet & Joaquin Gomez-Minambres & Roberto Hernan-Gonzalez, 2016, "Goal Setting in the Principal-Agent Model: Weak Incentives for Strong Performance," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2016-09, Sep.
• Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPÉ, 2015, "Evolutionary Behavioural Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-16, Jun.
• Federico Zincenko, 2016, "Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders," Working Paper, Department of Economics, University of Pittsburgh, number 5855, Jan.
• Klaus Wälde, 2016, "Emotion Research in Economics," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1611, Jun.
• Wing Fung Chong & Ying Hu & Gechun Liang & Thaleia Zariphopoulou, 2016, "An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior," Papers, arXiv.org, number 1607.02289, Jul, revised Apr 2017.
• Semyon MALAMUD & Evgeny PETROV, 2014, "Portfolio Delegation and Market Efficiency," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-09, Feb.
• Jan Polach & Jiri Kukacka, 2016, "Prospect Theory in the Heterogeneous Agent Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/14, Jul, revised Jul 2016.
• Rajna Gibson BRANDON & Nikolay RYABKOV, 2014, "Long/Short Equity Hedge Funds and Systematic Ambiguity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-05, Jan.
• Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014, "Asset Prices with Temporary Shocks to Consumption," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-41, Aug.
• Nicholas Kozeniauskas & Anna Orlik & Laura Veldkamp, 2016, "The Common Origin of Uncertainty Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22384, Jul.
• Semyon MALAMUD, 2015, "Noisy Arrow-Debreu Equilibria," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-09, Feb.
• Andrea Gallice, 2016, "Bankruptcy Problems with Reference-Dependent Preferences," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 038, Jul.
• Arie Beresteanu, 2016, "Efficeincy Gains in Rank-ordered Multinomial Logit Models," Working Paper, Department of Economics, University of Pittsburgh, number 5878, Jan.
• Ş. Pelin Akyol & James Key & Kala Krishna, 2016, "Hit or Miss? Test Taking Behavior in Multiple Choice Exams," NBER Working Papers, National Bureau of Economic Research, Inc, number 22401, Jul.
• Zhao, Qi & Zhang, Yongfeng & Zhang, Yi & Friedman, Daniel, 2016, "Recommendation based on multiproduct utility maximization," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics, WZB Berlin Social Science Center, number SP II 2016-503.
• Ludovic MOREAU & Johannes MUHLE-KARBE & Halil Mete SONER, 2014, "Trading with Small Price Impact," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-17, Feb, revised Mar 2015.
• Hampus Engsner & Mathias Lindholm & Filip Lindskog, 2016, "Insurance valuation: a computable multi-period cost-of-capital approach," Papers, arXiv.org, number 1607.04100, Jul.

Report NEP-UPT-2016-07-23

This is the archive for NEP-UPT, a report on new working papers in the area of Utility Models and Prospect Theory. Alexander Harin issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-UPT

The following items were announced in this report: