Report NEP-UPT-2016-10-09This is the archive for NEP-UPT, a report on new working papers in the area of Utility Models & Prospect Theory. Alexander Harin issued this report. It is usually issued weekly.
The following items were announced in this report:
- Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2016. "The banking firm under ambiguity aversion," CEPIE Working Papers 01/16, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Daniel Bartl, 2016. "Exponential utility maximization under model uncertainty for unbounded endowments," Papers 1610.00999, arXiv.org, revised Jun 2017.
- Korn, Olaf & Rieger, Marc Oliver, 2016. "Hedging with regret," CFR Working Papers 16-06, University of Cologne, Centre for Financial Research (CFR).
- Item repec:hal:journl:halshs-01224145 is not listed on IDEAS anymore
- Laurence Carassus & Romain Blanchard, 2016. "Robust Optimal Investment in Discrete Time for Unbounded Utility Function," Papers 1609.09205, arXiv.org, revised Oct 2017.
- Item repec:hal:journl:halshs-01164015 is not listed on IDEAS anymore
- T. R. Hurd & Quentin H. Shao & Tuan Tran, 2016. "Optimal Portfolios of Illiquid Assets," Papers 1610.00395, arXiv.org.
- Item repec:hal:journl:halshs-01224502 is not listed on IDEAS anymore
- Item repec:hal:journl:halshs-01161880 is not listed on IDEAS anymore
- Jose Apesteguia & Miguel Ángel Ballester, 2016. "Stochastic Representative Agent," Working Papers 928, Barcelona Graduate School of Economics.
- Giesecke, Matthias & Yang, Guanzhong, 2016. "Are financial retirement incentives more effective if pension knowledge is high?," Ruhr Economic Papers 641, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Hiroki Nishimura & Efe A. Ok & John K.-H. Quah, 2016. "A Comprehensive Approach to Revealed Preference Theory," Working Papers 201614, University of California at Riverside, Department of Economics.
- Joao Pedro Jerico & Renato Vicente, 2016. "Information inefficiency in a random linear economy model," Papers 1610.01270, arXiv.org, revised Oct 2016.
- Item repec:hal:journl:halshs-01162039 is not listed on IDEAS anymore
- Aronsson, Thomas & Johansson-Stenman, Olof, 2016. "Inequality Aversion and Marginal Income Taxation," Working Papers in Economics 673, University of Gothenburg, Department of Economics.
- DeMarzo, Peter & Kaniel, Ron, 2016. "Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts," CEPR Discussion Papers 11538, C.E.P.R. Discussion Papers.
- Uzma Afzal & Giovanna d'Adda & Marcel Fafchamps & Farah Said, 2016. "Gender and Agency within the Household: Experimental Evidence from Pakistan," Framed Field Experiments 00555, The Field Experiments Website.
- Item repec:hal:journl:hal-01222209 is not listed on IDEAS anymore