Report NEP-UPT-2017-02-12

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.

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Other reports in NEP-UPT

The following items were announced in this report:

• Özgür Evren, 2017. "Cautious and Globally Ambiguity Averse," Working Papers w0236, Center for Economic and Financial Research (CEFIR).
• Glenn W. Harrison & J. Todd Swarthout, 2016. "Cumulative Prospect Theory in the Laboratory: A Reconsideration," Experimental Economics Center Working Paper Series 2016-04, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
• Philipp Renner & Karl Schmedders, 2012. "A Polynomial Optimization Approach to Principal-Agent Problems," Swiss Finance Institute Research Paper Series 12-35, Swiss Finance Institute.
• Miklos Rasonyi, 2017. "On utility maximization without passing by the dual problem," Papers 1702.00982, arXiv.org, revised Mar 2018.
• Fosgerau, Mogens & Melo, Emerson & Shum, Matt, 2017. "Discrete Choice and Rational Inattention: a General Equivalence Result�," MPRA Paper 76605, University Library of Munich, Germany.
• Antoine Bommier & Bruno Lanz, 2017. "Empirical Identification of Time Preferences: Theory and An Illustration Using Convex Time Budgets," IRENE Working Papers 17-02, IRENE Institute of Economic Research.
• Christophe Courbage & Henri Loubergé & Béatrice Rey, 2016. "On the Shape of Non-Monetary Measures for Risks," Swiss Finance Institute Research Paper Series 16-77, Swiss Finance Institute.
• Daniel Müller, 2017. "The anatomy of distributional preferences with group identity," Working Papers 2017-02, Faculty of Economics and Statistics, Universität Innsbruck, revised Mar 2017.
• Nina Anchugina, 2017. "One-Switch Discount Functions," Papers 1702.02254, arXiv.org.
• Jan Kallsen & Johannes Muhle-Karbe, 2012. "Option Pricing and Hedging with Small Transaction Costs," Swiss Finance Institute Research Paper Series 12-30, Swiss Finance Institute.
• Halil Mete Soner & Nizar Touzi, 2012. "Homogenization and Asymptotics for Small Transaction Costs," Swiss Finance Institute Research Paper Series 12-13, Swiss Finance Institute.
• Biener, Christian & Landmann, Andreas & Santana, Maria Isabel, 2017. "Contract Nonperformance Risk and Uncertainty in Insurance Markets," Working Papers on Finance 1701, University of St. Gallen, School of Finance, revised Apr 2019.
• Parkpoom Pichhannaronk & Apichart Daloonpate & Santi Sanglestsawai Author-Email : -, 2017. "Farmers' Preference On Conditions In Manufacturing Pineapple Sale Contract In Rayong Province," Working Papers 201701, Kasetsart University, Department of Agricultural and Resource Economics.
• Romuald Elie & Ludovic Moreau & Dylan Possamai, 2017. "On a class of path-dependent singular stochastic control problems," Papers 1701.08861, arXiv.org, revised Feb 2018.
• Masaaki Fukasawa & Mitja Stadje, 2017. "Perfect hedging under endogenous permanent market impacts," Papers 1702.01385, arXiv.org.
• Kasper Larsen & Halil Mete Soner & Gordan v{Z}itkovi'c, 2017. "Conditional Davis Pricing," Papers 1702.02087, arXiv.org, revised Aug 2018.
• James C. Cox & John A. List & Michael Price & Vjollca Sadiraj & Anya Samek, 2016. "Moral Costs and Rational Choice: Theory and Experimental Evidence," Experimental Economics Center Working Paper Series 2016-02, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, revised Aug 2019.
• Arni, Patrick & Liu, Xingfei, 2016. "On or Off – Are Treatment Effects of Policy Changes Symmetric? Evidence from Unemployment Insurance Reform with Incomplete Information," VfS Annual Conference 2016 (Augsburg): Demographic Change 145519, Verein für Socialpolitik / German Economic Association.
• Gökhan Buturaky & Özgür Evren, 2016. "Choice Overload and Asymmetric Regret," Working Papers w0235, Center for Economic and Financial Research (CEFIR).
• Giovanni Barone-Adesi & Loriano Mancini & Hersh Shefrin, 2012. "Sentiment, Risk Aversion, and Time Preference," Swiss Finance Institute Research Paper Series 12-21, Swiss Finance Institute.
• Nina Anchugina & Matthew Ryan & Arkadii Slinko, 2017. "Hyperbolic Discounting of the Far-Distant Future," Papers 1702.01362, arXiv.org.
• Segovia, Michelle S. & Palma, Marco A. & Chavez, Daniel E., 2017. "Testing the Consistency of Preferences in Discrete Choice Experiments: An Eye Tracking Study," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252858, Southern Agricultural Economics Association.
• Lamb Wubin & Naixin Ren, 2017. "Decision structure of risky choice," Papers 1701.08567, arXiv.org, revised Mar 2017.
• Damien Ackerer & Thibault Vatter, 2016. "Dependent Defaults and Losses with Factor Copula Models," Swiss Finance Institute Research Paper Series 16-59, Swiss Finance Institute.
• COSAERT Sam, 2017. "What types are there?," LISER Working Paper Series 2017-01, Luxembourg Institute of Socio-Economic Research (LISER).
• Danzer, Natalia & Danzer, Alexander M. & Fehr, Ernst, 2016. "The Behavioral and Psychological Consequences of a Nuclear Catastrophe: The Case of Chernobyl," VfS Annual Conference 2016 (Augsburg): Demographic Change 145944, Verein für Socialpolitik / German Economic Association.
• BOSMANS, Kristof & DECANCQ, Koen & OOGHE, Erwin, 2016. "Who’s afraid of aggregating money metrics?," LIDAM Discussion Papers CORE 2016035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Robert Hahn & Robert D. Metcalfe & David Novgorodsky & Michael K. Price, 2016. "The Behavioralist as Policy Designer: The Need to Test Multiple Treatments to Meet Multiple Targets," Experimental Economics Center Working Paper Series 2016-05, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
• Gautam, Tej K. & Paudel, Krishna P. & Guidry, Kurt M., 2017. "Willingness To Pay For Irrigation Water In Louisiana," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252821, Southern Agricultural Economics Association.
• Armstrong, Mark & Chen, Yongmin, 2017. "Discount Pricing," MPRA Paper 76681, University Library of Munich, Germany.