Report NEP-UPT-2018-07-16

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.

Other reports in NEP-UPT

The following items were announced in this report:

• Echenique, Federico & Imai, Taisuke & Saito, Kota, 2018. "Approximate Expected Utility Rationalization," Rationality and Competition Discussion Paper Series 103, CRC TRR 190 Rationality and Competition.
• Attanasi, Giuseppe Marco & D'Albis, Hippolyte & Thibault, Emmanuel, 2018. "An Experimental Test of the Under-Annuitization Puzzle with Smooth Ambiguity and Charitable Giving," TSE Working Papers 18-932, Toulouse School of Economics (TSE).
• TAKAMIZAWA, Hideyuki & 高見澤, 秀幸, 2018. "An Equilibrium Model of Term Structures of Bonds and Equities," Working Paper Series G-1-19, Hitotsubashi University Center for Financial Research.
• Kerem Ugurlu, 2018. "Dynamic optimal contract under parameter uncertainty with risk averse agent and principal," Papers 1806.01495, arXiv.org.
• Ronald Schettkat, 2018. "Revision or Revolution? A Note on Behavioral vs. Neoclassical Economics," Schumpeter Discussion Papers sdp18005, Universitätsbibliothek Wuppertal, University Library.
• Noemí Herranz-Zarzoso & Gerardo Sabater-Grande, 2018. "Framing and repetition effects on risky choices: A behavioral approach," Working Papers 2018/04, Economics Department, Universitat Jaume I, Castellón (Spain).
• Tom D. Holden & Paul Levine & Jonathan Swarbrick, 2018. "Reconciling Jaimovich-Rebelo Preferences, Habit in Consumption and Labor Supply," Staff Working Papers 18-26, Bank of Canada.
• Argenziano, Rossella & Gilboa, Itzhak, 2017. "Psychophysical Foundations of the Cobb-Douglas Utility Function," HEC Research Papers Series 1269, HEC Paris.
• Wunsch, Conny & Strobl, Renate, 2018. "Risky Choices and Solidarity: Why Experimental Design Matters," CEPR Discussion Papers 12995, C.E.P.R. Discussion Papers.
• Senda Ounaies & Jean-Marc Bonnisseau & Souhail Chebbi, 2017. "Equilibrium of a production economy with noncompact attainable allocation set," Post-Print halshs-01382539, HAL.
• Simon Schopohl, 2017. "Communication Games with Optional Verification," Post-Print halshs-01490688, HAL.
• Vladimir Novak & Tim Willems, 2018. "A Note on Optimal Experimentation under Risk Aversion," CERGE-EI Working Papers wp618, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Zbigniew Palmowski & {L}ukasz Stettner & Anna Sulima, 2018. "Optimal portfolio selection in an It\^o-Markov additive market," Papers 1806.03496, arXiv.org.
• Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017. "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Post-Print halshs-01529663, HAL.
• Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2019. "Rational expectations and stochastic systems," Post-Print halshs-01673338, HAL.
• Colonnello, Stefano & Curatola, Giuliano & Gioffré, Alessandro, 2018. "Pricing sin stocks: Ethical preference vs. risk aversion," SAFE Working Paper Series 216, Leibniz Institute for Financial Research SAFE.
• Anne Amar-Sabbah & Pierre Batteau, 2018. "CEO Compensation: Agency Theory is Irrelevant but not the Neoclassical Game-Theoretic Framework," Working Papers halshs-01818600, HAL.
• Wunsch, Conny & Strobl, Renate, 2018. "Does Voluntary Risk Taking Affect Solidarity? Experimental Evidence from Kenya," CEPR Discussion Papers 12996, C.E.P.R. Discussion Papers.
• Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young, 2018. "Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates," Papers 1806.07499, arXiv.org, revised Mar 2019.
• Aaberge, Rolf & Colombino, Ugo, 2018. "Structural Labour Supply Models and Microsimulation," IZA Discussion Papers 11562, Institute of Labor Economics (IZA).
• Ilke Aydogan & Lo?c Berger & Valentina Bosetti & Ning Liu, 2018. "Three Layers of Uncertainty: an Experiment," Working Papers 2018.24, Fondazione Eni Enrico Mattei.
• Weiwei Tasch & Daniel Houser, 2018. "Social Preferences and Social Curiosity," Working Papers 1067, George Mason University, Interdisciplinary Center for Economic Science.
• Kremena Bachmann & Thorsten Hens & Remo Stössel, 2017. "Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?," Swiss Finance Institute Research Paper Series 17-51, Swiss Finance Institute.
• Lijun Bo & Agostino Capponi, 2018. "Portfolio Choice with Market-Credit Risk Dependencies," Papers 1806.07175, arXiv.org.
• Elisabeth Pröhl, 2017. "Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk," Swiss Finance Institute Research Paper Series 17-63, Swiss Finance Institute, revised Jan 2018.
• Tomohiko Konno & Yannis M. Ioannides, 2018. "The Exact Solution of Spatial Logit Response Games," Discussion Papers Series, Department of Economics, Tufts University 0827, Department of Economics, Tufts University.
• Kremena Bachmann & Thorsten Hens, 2017. "Earnings Management and Managerial Compensation," Swiss Finance Institute Research Paper Series 17-77, Swiss Finance Institute.
• Cormac O'Dea & David Sturrock, 2018. "Subjective expectations of survival and economic behaviour," IFS Working Papers W18/14, Institute for Fiscal Studies.
• Álvaro Riascos & Juan David Martín & Natalia Serna, 2017. "Welfare Effects of Switching Barriers Through Permanence Clauses: Evidence from the Mobiles Market in Colombia," Documentos de Trabajo 16418, Quantil.
• Hill, Brian, 2017. "Confidence in Beliefs and Rational Decision Making," HEC Research Papers Series 1258, HEC Paris, revised 20 Apr 2018.
• Zhao, Feng & Gao, Jianwei & Gu, Yundong, 2018. "Almost first-degree stochastic dominance for transformations and its application in insurance strategy," Economics Discussion Papers 2018-46, Kiel Institute for the World Economy (IfW Kiel).