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Report NEP-UPT-2018-10-15
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:
- SPRUMONT, Yves, 2018, "Belief-weighted Nash aggregation of Savage preferences," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2018-15.
- Elena Serfilippi & Michael Carter & Catherine Guirkinger, 2018, "Insurance Contracts when Individuals “Greatly Value” Certainty: Results from a Field Experiment in Burkina Faso," NBER Working Papers, National Bureau of Economic Research, Inc, number 25026, Sep.
- Fischer, Thomas & Lundtofte , Frederik, 2018, "Unequal Returns: Using the Atkinson Index to Measure Financial Risk," Working Papers, Lund University, Department of Economics, number 2018:25, Oct.
- Brian P Hanley, 2018, "A New Form of Banking -- Concept and Mathematical Model of Venture Banking," Papers, arXiv.org, number 1810.00516, Sep, revised Nov 2020.
- Jessica Martin & Anthony R'eveillac, 2018, "Analysis of the Risk-Sharing Principal-Agent problem through the Reverse-H{\"o}lder inequality," Papers, arXiv.org, number 1809.07040, Sep, revised Dec 2019.
- Jessica Martin & Anthony Réveillac, 2019, "Analysis of the Risk-Sharing Principal-Agent problem through the Reverse-Hölder inequality," Working Papers, HAL, number hal-01874707, Dec.
- Mary-Alice Doyle, 2018, "Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2018-11, Oct.
- Marcellino Gaudenzi & Michel Vellekoop, 2018, "Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences," Papers, arXiv.org, number 1809.11010, Sep.
- Saad Labyad & Mehdi Senouci, 2018, "Deriving multiple-input production and utility functions from elasticities of substitution functions ," Working Papers, HAL, number hal-01866275, Sep.
- Massimo Guidolin & Alexei G. Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1887.
- Maria J. Ruiz Martos, 2018, "Sequential Common Consequence Effect and Incentives," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 18/04, Jul.
- Nicole Bauerle & Sascha Desmettre, 2018, "Portfolio Optimization in Fractional and Rough Heston Models," Papers, arXiv.org, number 1809.10716, Sep, revised May 2019.
- Ferriani, Fabrizio & Natoli, Filippo & Veronese, Giovanni & Zeni, Federica, 2018, "Futures risk premia in the era of shale oil," MPRA Paper, University Library of Munich, Germany, number 89097, Aug.
- Serhat Basdogan & Hilde Remøy & Ruud Binnekamp, 2018, "Valuation Construction Permit Uncertainties in Real Estate Development Projects with Stochastic Decision Tree Analysis," ERES, European Real Estate Society (ERES), number eres2018_265, Jan.
- Peter Van Tassel, 2018, "Equity Volatility Term Premia," Staff Reports, Federal Reserve Bank of New York, number 867, Sep.
- Vasilev, Aleksandar, 2018, "Indeterminacy with preferences featuring multiplicative habits in consumption: lessons from Bulgaria (1999-2016)," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 182499.
- Ander Pérez Orive & Andrea Caggese, 2019, "Capital Misallocation and Secular Stagnation," Working Papers, Barcelona School of Economics, number 1056, Feb.