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Report NEP-UPT-2019-12-16
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:
- Ruggeri, Kai & Alí, Sonia & Berge, Mari Louise & Bertoldo, Giulia & Cortijos-Bernabeu, Anna & Bjørndal, Ludvig Daae & Davison, Clair & Demić, Emir & Esteban Serna, Celia & Friedemann, Maja, 2020, "Not lost in translation: Successfully replicating Prospect Theory in 19 countries," OSF Preprints, Center for Open Science, number 2nyd6, May, DOI: 10.31219/osf.io/2nyd6.
- Guilherme Dean Pelegrina & Leonardo Tomazeli Duarte & Michel Grabisch & João Marcos Travassos Romano, 2020, "The multilinear model in multicriteria decision making: The case of 2-additive capacities and contributions to parameter identification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-02379646, DOI: 10.1016/j.ejor.2019.10.005.
- Junjie Hu & Wolfgang Karl Hardle & Weiyu Kuo, 2019, "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," Papers, arXiv.org, number 1912.05228, Dec, revised Dec 2021.
- Jaelle Scheuerman & Jason L. Harman & Nicholas Mattei & K. Brent Venable, 2019, "Heuristic Strategies in Uncertain Approval Voting Environments," Papers, arXiv.org, number 1912.00011, Nov.
- Lee H. Endress & James A. Roumasset & Christopher A. Wada, 2019, "Do natural disasters make sustainable growth impossible?," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2019-9, Dec.
- Riccardo Camboni & Luca Corazzini & Stefano Galavotti & Paola Valbonesi, 2019, "Bidding on price and quality: An experiment on the complexity of scoring auctions," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0243, Dec.
- Garnadi, Agah D. & SYAHRIL,, 2018, "A Contribution on Stochastic Optimal Control to Quantitative Finance," INA-Rxiv, Center for Open Science, number k6s4q, Jun, DOI: 10.31219/osf.io/k6s4q.
- Christoph Czichowsky & Rémi Peyre & Walter Schachermayer & Junjian Yang, 2018, "Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs," Post-Print, HAL, number hal-02373296, DOI: 10.1007/s00780-017-0351-5.
- Tim Höfer & Rüdiger von Nitzsch & Reinhard Madlener, 2019, "Using Value-Focused Thinking and Multi-Criteria Group Decision-Making to Evaluate Energy Transition Alternatives," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 4/2019, Apr.
- Hippolyte d'Albis & Giuseppe Attanasi & Emmanuel Thibault, 2019, "An Experimental Test of the Under-Annuitization Puzzle with Smooth Ambiguity and Charitable Giving," Working Papers, HAL, number halshs-02132858, May.
- Moro, Alessio & Valdes, Carlo, 2019, "Stuctural transformation in general equilibrium," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2019-049, Dec.
- Tao Chen & Michael Ludkovski, 2019, "A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging," Papers, arXiv.org, number 1912.00244, Nov, revised May 2020.
- Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018, "Asset Pricing and Asymmetric Information," MPRA Paper, University Library of Munich, Germany, number 87403, Jun.