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Report NEP-UPT-2019-03-25
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:
- Joshua Aurand & Yu-Jui Huang, 2019, "Epstein-Zin Utility Maximization on a Random Horizon," Papers, arXiv.org, number 1903.08782, Mar, revised May 2023.
- Gilles Boevi Koumou & Georges Dionne, 2019, "Coherent diversification measures in portfolio theory: An axiomatic foundation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-2, Mar.
- Hiroaki Hata & Shuenn-Jyi Sheu & Li-Hsien Sun, 2019, "Expected exponential utility maximization of insurers with a general diffusion factor model : The complete market case," Papers, arXiv.org, number 1903.08957, Mar.
- Thomas Greve & Fei Teng & Michael Pollitt & Goran Strbac, 2017, "A system operator's utility function for the frequency response market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1713, Jul.
- Simone Manganelli, 2019, "Deciding with Judgment," Papers, arXiv.org, number 1903.06980, Mar.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019, "Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-03, Mar.
- Ginés de Rus & Per-Olov Johansson, 2019, "Measuring the economic effects of transport improvements," Working Papers, FEDEA, number 2019-01, Jan.
- Dietzenbacher, Bas, 2019, "The Procedural Egalitarian Solution and Egalitarian Stable Games," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-007.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2019, "Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-05, Mar.
- Adams-Prassl, Abigail, 2019, "Mutually Consistent Revealed Preference Demand Predictions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13580, Mar.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2019, "The Total Risk Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 25653, Mar.
- Gauthier de Maere d'Aertrycke & Andreas Ehrenmann & Daniel Ralph & Yves Smeers, 2018, "Risk trading in capacity equilibrium models," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1720, Jan.
- Irenaeus Wolff, 2019, "Lucky Numbers in Simple Games," TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz, number 115.
- Huy N. Chau & Miklos Rasonyi, 2019, "Behavioural investors in conic market models," Papers, arXiv.org, number 1903.08156, Mar.
- Löfgren, Åsa & Nordblom, Katarina, 2019, "A theoretical framework explaining the mechanisms of nudging," Working Papers in Economics, University of Gothenburg, Department of Economics, number 754, Mar.
- Mario R. Pascoa & Abdelkrim Seghir, 2019, "No-trade and Refined Equilibria for Secured Loans in Infinite Horizon," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0919, Mar.
- Klemperer, Paul & Baldwin, Elizabeth, 2019, "Understanding Preferences: "Demand Types", and the Existence of Equilibrium with Indivisibilities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13586, Mar.
- Edilio Valentini & Paolo Vitale, 2019, "Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2019.03, Mar.
- Booth, Alison L. & Lee, Jungmin, 2019, "Girls' and Boys' Performance in Competitions: What We Can Learn from a Korean Quiz Show," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12182, Feb.
- Masoud Fekri & Babak Barazandeh, 2019, "Designing an Optimal Portfolio for Iran's Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks," Papers, arXiv.org, number 1903.06632, Feb.