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Report NEP-UPT-2019-08-26
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:
- Misha Perepelitsa, 2019, "A model of discrete choice based on reinforcement learning under short-term memory," Papers, arXiv.org, number 1908.06133, Aug.
- Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2019, "Is Ellsberg behavior evidence of ambiguity aversion?," Graz Economics Papers, University of Graz, Department of Economics, number 2019-07, Aug.
- Fabrizio Adriani & Silvia Sonderegger, 2019, "Optimal similarity judgments in intertemporal choice (and beyond)," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2019-06, Jun.
- Ankush Agarwal & Matthew Lorig, 2019, "The implied Sharpe ratio," Papers, arXiv.org, number 1908.04837, Aug.
- Subhojit Biswas & Diganta Mukherjee, 2019, "Discrete time portfolio optimisation managing value at risk under heavy tail return distribution," Papers, arXiv.org, number 1908.03907, Aug, revised Nov 2020.
- Martin, Ian & ,, 2019, "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13857, Jul.
- Subhojit Biswas & Mrinal K. Ghosh & Diganta Mukherjee, 2019, "Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle," Papers, arXiv.org, number 1908.03905, Aug, revised Nov 2020.
- Matthew Gould & Matthew D. Rablen, 2019, "Are World Leaders Loss Averse?," CESifo Working Paper Series, CESifo, number 7763.
- Hans Carlsson & Philipp Christoph Wichardt, 2019, "Strict Incentives and Strategic Uncertainty," CESifo Working Paper Series, CESifo, number 7715.
- Jos'e Cl'audio do Nascimento, 2019, "Behavioral Biases and Nonadditive Dynamics in Risk Taking: An Experimental Investigation," Papers, arXiv.org, number 1908.01709, Aug, revised Apr 2023.
- Sanjit Dhami & Junaid Arshad & Ali al-Nowaihi, 2019, "Psychological and Social Motivations in Microfinance Contracts: Theory and Evidence," CESifo Working Paper Series, CESifo, number 7773.
- Mariana Carrera & Heather Royer & Mark Stehr & Justin Sydnor & Dmitry Taubinsky, 2019, "Who Chooses Commitment? Evidence and Welfare Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 26161, Aug.
- Fedor Sandomirskiy & Erel Segal-Halevi, 2019, "Efficient Fair Division with Minimal Sharing," Papers, arXiv.org, number 1908.01669, Aug, revised Apr 2022.
- Jonathan Benchimol & Lahcen Bounader, 2019, "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers, Bank of Israel, number 2019.07, Jul.
- Farhad Farokhi, 2019, "Temporally Discounted Differential Privacy for Evolving Datasets on an Infinite Horizon," Papers, arXiv.org, number 1908.03995, Aug, revised Jan 2020.