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Report NEP-UPT-2017-12-03
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:
- John Armstrong & Damiano Brigo, 2017, "Optimizing S-shaped utility and implications for risk management," Papers, arXiv.org, number 1711.00443, Nov, revised Jan 2018.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017, "Alternative Types of Ambiguity and their Effects on Climate Change Regulation," DEOS Working Papers, Athens University of Economics and Business, number 1706, Nov.
- Uppal, Raman & Bhamra, Harjoat Singh, 2017, "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12415, Nov.
- González Dávila, Osiel & Koundouri, Phoebe & Pantelidis, Theologos & Papandreou, Andreas, 2017, "Do agents' characteristics affect their valuation of ‘common pool’ resources? A full-preference ranking analysis for the value of sustainable river basin management," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68893, Jan.
- Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017, "Ambiguity Aversion, Modern Bayesianism and Small Worlds," DEOS Working Papers, Athens University of Economics and Business, number 1707, Nov.
- Daher, Wassim & Aydilek, Harun & Saleeby, Elias G., 2017, "Insider Trading With Different Risk Attitudes," MPRA Paper, University Library of Munich, Germany, number 81733, Sep.
- Calisto Guambe & Rodwell Kufakunesu, 2017, "Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach," Papers, arXiv.org, number 1711.01760, Nov.
- Jingtang Ma & Wenyuan Li & Harry Zheng, 2017, "Dual control Monte Carlo method for tight bounds of value function under Heston stochastic volatility model," Papers, arXiv.org, number 1710.10487, Oct.
- Qizhu Liang & Jie Xiong, 2017, "Stochastic maximum principle under probability distortion," Papers, arXiv.org, number 1710.11432, Oct, revised Aug 2018.
- Arash Fahim & Wan-Yu Tsai, 2017, "A Numerical Scheme for A Singular control problem: Investment-Consumption Under Proportional Transaction Costs," Papers, arXiv.org, number 1711.01017, Nov.
- Carlos Garriga, 2017, "Optimal Fiscal Policy in Overlapping Generations Models," Working Papers, Federal Reserve Bank of St. Louis, number 2017-32, May, DOI: 10.20955/wp.2017.032.
- Fosgerau, Mogens & Jiang, Gege, 2017, "Travel time variability and rational inattention," MPRA Paper, University Library of Munich, Germany, number 82248, Oct.
- Heufer, Jan & Hjertstrand, Per, 2017, "Homothetic Preferences Revealed," Working Paper Series, Research Institute of Industrial Economics, number 1187, Nov.
- Gimenez-Nadal, Jose Ignacio & Molina, Jose Alberto, 2017, "The Substitution Effect and the Profit Function in Consumption: expressions from the Marshallian, Hicksian, and Frischian demand functions," MPRA Paper, University Library of Munich, Germany, number 82249, Oct.
- Robert A. Pollak, 2017, "How Bargaining in Marriage drives Marriage Market Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 24000, Nov.
- Klaus Neusser, 2017, "Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1701, Aug.
- Branger, Nicole & Rodrigues, Paulo & Schlag, Christian, 2017, "Level and slope of volatility smiles in Long-Run Risk Models," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 186, DOI: 10.2139/ssrn.3064658.
- Berg Cui & Yoosoon Chang & Joon Park, 2017, "Evaluating Consumption CAPM under Heterogeneous Preferences," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-013, Nov.
- Huck, Steffen & Szech, Nora & Wenner, Lukas M., 2017, "More effort with less pay: On information avoidance, optimistic beliefs, and performance," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2015-304r2, revised 2017.
- Johann K. Brunner & Susanne Pech, 2017, "Taxing bequests and consumption in the steady state," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2017-17, Oct.
- Brown, Tashauna Andrene & Panibratov, Andrei Yu., 2016, "A Theoretical Framework for Foreign Divestment Decision: Emerging Markets," Conference Papers, Graduate School of Management, St. Petersburg State University, number 8608.
- Lea Skræp Svenningsen, 2017, "Distributive outcomes matter: Measuring social preferences for climate policy," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2017/11, Oct.
- Michele Tettamanzi, 2017, "E Many Pluribus Unum: A Behavioural Macro-Economic Agent Based Model," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def062, Nov.
- Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017, "Individual Welfare Analysis for Collective Households," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2017-44, Nov.
- Uppal, Raman & Buss, Adrian & Vilkov, Grigory, 2017, "Financial Innovation and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12416, Nov.