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Report NEP-UPT-2019-10-21
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:
- Stark, Oded & Budzinski, Wiktor & Jakubek, Marcin, 2019, "Pure Rank Preferences and Variation in Risk-Taking Behavior," IZA Discussion Papers, IZA Network @ LISER, number 12637, Sep.
- Stark, Oded & Budzinski, Wiktor & Jakubek, Marcin, 2019, "Pure rank preferences and variation in risk-taking behavior," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 123, DOI: 10.15496/publikation-34265.
- Alain Marciano & Alessandro Melcarne & Giovanni Battista Ramello, 2020, "Justice without romance. The history of the economic analyses of judges behavior -1960-1993," Post-Print, HAL, number hal-02306821, DOI: 10.1017/S105383721900052X.
- Ljudmila A. Bordag, 2019, "Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset," Papers, arXiv.org, number 1910.07417, Oct, revised May 2020.
- Ben-Zhang Yang & Xiaoping Lu & Guiyuan Ma & Song-Ping Zhu, 2019, "Robust portfolio optimization with multi-factor stochastic volatility," Papers, arXiv.org, number 1910.06872, Oct, revised Jun 2020.
- Matteo Brachetta & Claudia Ceci, 2019, "A BSDE-based approach for the optimal reinsurance problem under partial information," Papers, arXiv.org, number 1910.05999, Oct, revised May 2020.
- Marques, Jorge & Pascoal, Rui, 2018, "Mathematical Economics - Marginal analysis in the consumer behavior theory," MPRA Paper, University Library of Munich, Germany, number 96442.
- Tim Leung & Yang Zhou, 2019, "Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework," Papers, arXiv.org, number 1910.06432, Oct.
- Skreta, Vasiliki & Doval, Laura, 2019, "Optimal mechanism for the sale of a durable good," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13967, Aug.
- Andrew Papanicolaou & Shiva Chandra, 2019, "Singular Perturbation Expansion for Utility Maximization with Order-$\epsilon$ Quadratic Transaction Costs," Papers, arXiv.org, number 1910.06463, Oct, revised Mar 2023.
- Jos'e Cl'audio do Nascimento, 2019, "Rational hyperbolic discounting," Papers, arXiv.org, number 1910.05209, Oct, revised Feb 2020.
- Antonio Cutanda & Juan A. Sanchis Llopis, 2019, "Intertemporal substitution for consumption and leisure: empirical evidence for Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1909, Oct.
- Hitoshi Shigeoka, 2019, "Long-Term Consequences of Growing up in a Recession on Risk Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 26352, Oct.
- Valentin Haddad & David A. Sraer, 2019, "The Banking View of Bond Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 26369, Oct.
- Bell, Clive & Gersbach, Hans & Komarov, Evgenij, 2019, "Untimely Destruction: Pestilence, War and Accumulation in the Long Run," IZA Discussion Papers, IZA Network @ LISER, number 12680, Oct.
- Muringai, Violet & Fan, Xiaoli & Goddard, Ellen, 2019, "Canadian Consumer Acceptance of Gene-Edited Versus Genetically Modified Potatoes: A Choice Experiment Approach," Working Papers, Agriculture and Agri-Food Canada, number 294164, Sep, DOI: 10.22004/ag.econ.294164.