Report NEP-UPT-2020-02-10

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.

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Other reports in NEP-UPT

The following items were announced in this report:

• Zhihua Li & Songfa Zhong, 2020. "Reference Dependence in Intertemporal Preference," Discussion Papers 20-01, Department of Economics, University of Birmingham.
• Heiko Karle & Dirk Engelmann & Martin Peitz, 2020. "Student Performance and Loss Aversion," CRC TR 224 Discussion Paper Series crctr224_2020_150, University of Bonn and University of Mannheim, Germany.
• Alexia Gaudeul & Paolo Crosetto, 2019. "Fast then slow: A choice process explanation for the attraction effect," Working Papers hal-02408719, HAL.
• Franz Dietrich, 2020. "The Rational Group," Working Papers halshs-02431868, HAL.
• Yafei Han & Francisco Camara Pereira & Moshe Ben-Akiva & Christopher Zegras, 2020. "A Neural-embedded Choice Model: TasteNet-MNL Modeling Taste Heterogeneity with Flexibility and Interpretability," Papers 2002.00922, arXiv.org, revised Jul 2022.
• Ulm, Eric, 2020. "Analytic Valuation of GMDB Options with Utility Based Asset Allocation," Working Paper Series 8566, Victoria University of Wellington, School of Economics and Finance.
• Philippe De Donder & Marie-Louise Leroux, 2019. "Long Term Care Insurance with State-Dependent Preferences," CESifo Working Paper Series 8017, CESifo.
• 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," Post-Print halshs-02379646, HAL.
• Tomasz Kosmala & Randall Martyr & John Moriarty, 2020. "Markov risk mappings and risk-sensitive optimal prediction," Papers 2001.06895, arXiv.org, revised Sep 2022.
• Schlag, Christian & Thimme, Julian & Weber, Rüdiger, 2020. "Implied Volatility Duration: A measure for the timing of uncertainty resolution," SAFE Working Paper Series 265, Leibniz Institute for Financial Research SAFE.
• Roy Cerqueti & Luca De Benedictis & Valerio Leone Sciabolazza, 2020. "Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals," Papers 2001.02959, arXiv.org.
• H. Sohn & Didier Sornette, 2020. "Rational Belief Bubbles," Swiss Finance Institute Research Paper Series 20-05, Swiss Finance Institute.
• Abootaleb Shirvani & Frank J. Fabozzi, 2020. "Choosing the Right Return Distribution and the Excess Volatility Puzzle," Papers 2001.08865, arXiv.org.
• Françoise Forges & Jérôme Renault, 2020. "Strategic information transmission with sender's approval," Working Papers hal-02440627, HAL.
• Gibbs, Christopher G. & McClung, Nigel, 2019. "Does my model predict a forward guidance puzzle?," Research Discussion Papers 19/2019, Bank of Finland.
• Hof, Franz X. & Prettner, Klaus, 2020. "Relative consumption, relative wealth, and long-run growth: When and why is the standard analysis prone to erroneous conclusions?," ECON WPS - Working Papers in Economic Theory and Policy 01/2020, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
• Akshay Bhat, 2019. "Bounded Rationality, Motivation & Private Information And Its Implications On Contracts," Working papers 2019-32-07, Voice of Research.
• Richard Arena & Katia Caldari, 2019. "Léon Walras and Alfred Marshall : microeconomic rational choice or human and social nature?," Working Papers halshs-02400844, HAL.
• Benjamin Enke & Frederik Schwerter & Florian Zimmermann, 2020. "Associative Memory and Belief Formation," CRC TR 224 Discussion Paper Series crctr224_2020_148, University of Bonn and University of Mannheim, Germany.
• Mario García-Molina & Iván Leonardo Urrea, 2020. "Cómo resolver un modelo de expectativas racionales," Documentos de Trabajo, Escuela de Economía 17799, Universidad Nacional de Colombia, FCE, CID.
• Zigraiova, Diana & Havranek, Tomas & Novak, Jiri, 2020. "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," EconStor Preprints 213578, ZBW - Leibniz Information Centre for Economics.