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Report NEP-UPT-2022-10-03
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:
- Marcos Escobar-Anel & Yevhen Havrylenko & Rudi Zagst, 2022, "Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model," Papers, arXiv.org, number 2208.14152, Aug, revised Jul 2024.
- Suen, Richard M. H., 2022, "Precautionary Saving Behaviour under Ambiguity," MPRA Paper, University Library of Munich, Germany, number 114382, Aug.
- Schäfers, Sebastian, 2022, "Product Lotteries and Loss Aversion," Working papers, Faculty of Business and Economics - University of Basel, number 2022/06.
- Victor H. Aguiar & Per Hjertstrand & Roberto Serrano, 2022, "A Rationalization of the Weak Axiom of Revealed Preference," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20229.
- Sarah Auster & Yeon-Koo Che & Konrad Mierendorff, 2022, "Prolonged Learning and Hasty Stopping: The Wald Problem With Ambiguity," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_366, Sep.
- Francesc Dilmé & Daniel Garrett, 2022, "Relational Contracts: Public versus Private Savings," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 192, Aug.
- Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2022, "Wealth Shocks and Portfolio Choice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 652, Sep.
- Sara Cecchetti & Adriana Grasso & Marcello Pericoli, 2022, "An analysis of objective inflation expectations and inflation risk premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1380, Jul.
- Francesc Dilmé & Daniel Garrett, 2022, "A Dynamic Theory of Random Price Discounts," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 191, Aug.
- Geir B Asheim & Kohei Kamaga & Stéphane Zuber, 2022, "Infinite population utilitarian criteria," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03760324.