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Report NEP-UPT-2018-11-12
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-UPT
The following items were announced in this report:
- Sona Kilianova & Daniel Sevcovic, 2018, "Expected Utility Maximization and Conditional Value-at-Risk Deviation-based Sharpe Ratio in Dynamic Stochastic Portfolio Optimization," Papers, arXiv.org, number 1810.11619, Oct.
- Aileen Lotz & Pierre Gosselin & Marc Wambst, 2018, "A Path Integral Approach to Business Cycle Models with Large Number of Agents," Papers, arXiv.org, number 1810.07178, Oct.
- Jorg Stoye, 2018, "Revealed Stochastic Preference: A One-Paragraph Proof and Generalization," Papers, arXiv.org, number 1810.10604, Oct, revised Feb 2019.
- Douadia, Bougherara & Laurent, Piet, 2018, "On the role of probability weighting on WTP for crop insurance with and without yield skewness," Working Papers SMART, INRAE UMR SMART, number 18-08.
- Han (H.) Bleichrodt & Paul van Bruggen, 2018, "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-079/I, Oct.
- Wiktor Budziński & Mikołaj Czajkowski, 2018, "Hybrid choice models vs. endogeneity of indicator variables: a Monte Carlo investigation," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-21.
- Lionel De Boisdeffre, 2018, "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01903510, Sep.
- Lucas M. Besters & Jan (J.C.) van Ours & Martin A. van Tuijl, 2018, "How outcome uncertainty, loss aversion and team quality affect stadium attendance in Dutch professional football," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-082/V, Nov.
- Franz Dietrich & Brian Jabarian, 2018, "Decision Under Normative Uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01903642, Sep.
- Franz Dietrich & Antonios Staras & Robert Sugden, 2018, "A Broomean model of rationality and reasoning," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01904091, Jul.
- Rafael Serrano & Camilo Castillo, 2018, "ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach," Papers, arXiv.org, number 1810.08466, Oct, revised Aug 2021.
- Annarita Colasante & Matteo M. Marini & Alberto Russo, 2018, "Incidental emotions and risk-taking: An experimental analysis," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2018/13.
- Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
- Ricardo Sabbadini, 2018, "Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_16, Oct.
- Hestermann, Nina & Le Yaouanq, Yves, 2018, "It\'s not my Fault! Self-Confidence and Experimentation," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 124, Nov.
- Mikhail Freer & Cesar Martinelli, 2018, "A Functional Approach to Revealed Preference," Working Papers, George Mason University, Interdisciplinary Center for Economic Science, number 1070, Oct.
- Constantino Hevia & Martin Sola, 2018, "Bond risk premia and restrictions on risk prices," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2018_03, Oct.
- Agustin Gutierrez & Constantino Hevia & Martin Sola, 2018, "Bond Risk Premia and the ”Return Forecasting Factor”," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2018_04, Oct.
- Magdalena Brzozowicz, 2018, "Hypothetical bias and framing effect in the valuation of private consumer goods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-23.
- Lionel De Boisdeffre, 2018, "Circumventing the Hart Puzzle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01903586, Sep.
- Smith, V. & De Pinto, A. & Robertson, R., 2018, "The Role of Risk in the Context of Climate Change, Land Use Choices and Crop Production: Evidence from Zambia," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 277315, Jul, DOI: 10.22004/ag.econ.277315.
- Stépahne Auray & Nicolas Lepage-Saucier & Purevdorj Tuvaandor, 2018, "Doubly Robust GMM Inference and Differentiated Products Demand Models," Working Papers, Center for Research in Economics and Statistics, number 2018-13, Aug.