Printed from https://ideas.repec.org/n/nep-upt/2020-08-31.html
Report NEP-UPT-2020-08-31
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:
- Franz Dietrich, 2021, "Fully Bayesian Aggregation," Post-Print, HAL, number halshs-02905409, Jan.
- Evan M. Calford, 2020, "Mixed strategies and preference for randomization in games with ambiguity averse agents," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2020-675, Aug.
- Matthew Lorig, 2020, "Bond indifference prices and indifference yield curves," Papers, arXiv.org, number 2007.09201, Jul.
- Ben-Zhang Yang & Xin-Jiang He & Song-Ping Zhu, 2020, "Mean-variance-utility portfolio selection with time and state dependent risk aversion," Papers, arXiv.org, number 2007.06510, Jul, revised Aug 2020.
- John Hartwick, 2020, "The Translog Utility Function and the Tornqvist Quantity Index," Working Paper, Economics Department, Queen's University, number 1434, Jul.
- Rongju Zhang & Nicolas Langrené & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2019, "Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method," Post-Print, HAL, number hal-02909342, DOI: 10.21314/JCF.2019.368.
- Anastasios G. Karantounias, 2020, "Doubts about the Model and Optimal Policy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-12, Jul, DOI: 10.29338/wp2020-12.
- Franz Dietrich & Antonios Staras & Robert Sugden, 2020, "Savage's response to Allais as Broomean reasoning," Post-Print, HAL, number halshs-02905466, May, DOI: 10.1080/1350178X.2020.1857424.
- Georgios Gerasimou, 2020, "Decision Conflict and Deferral in A Class of Logit Models with a Context-Dependent Outside Option," Papers, arXiv.org, number 2008.04229, Aug, revised Sep 2025.
- Dylan Possamai & Nizar Touzi, 2020, "Is there a Golden Parachute in Sannikov's principal-agent problem?," Papers, arXiv.org, number 2007.05529, Jul, revised Oct 2022.
- Szekeres, Szabolcs, 2020, "Checking the Evidence for Declining Discount Rates," MPRA Paper, University Library of Munich, Germany, number 102233, Aug.
- Drew Fudenberg & Wayne Gao & Annie Liang, 2020, "How Flexible is that Functional Form? Quantifying the Restrictiveness of Theories," Papers, arXiv.org, number 2007.09213, Jul, revised Aug 2023.