Report NEP-UPT-2014-01-17

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:

• Luo, Yulei & Young, Eric, 2013. "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper 52904, University Library of Munich, Germany.
• Kraft, Holger & Seifried, Frank Thomas, 2013. "Stochastic differential utility as the continuous-time limit of recursive utility," SAFE Working Paper Series 17, Leibniz Institute for Financial Research SAFE.
• Donkers, A.C.D. & Lourenço, C.J.S. & Dellaert, B.G.C. & Goldstein, D.G., 2013. "Using Preferred Outcome Distributions to Estimate Value and Probability Weighting Functions in Decisions under Risk," ERIM Report Series Research in Management ERS-2013-005-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
• Noé Biheng & Jean-Marc Bonnisseau, 2013. "Regular economies with ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00922782, HAL.
• Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Econometric Institute Research Papers EI 2013-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Michael FinusAlistair Ulph & Alistair Ulph, 2013. "International Environmental Agreements with Uncertainty, Learning and Risk Aversion," Economics Discussion Paper Series 1329, Economics, The University of Manchester.
• Ascheberg, Marius & Branger, Nicole & Kraft, Holger, 2013. "When do jumps matter for portfolio optimization?," SAFE Working Paper Series 16, Leibniz Institute for Financial Research SAFE.
• Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2014. "Liquidity Preference And Knightian Uncertainty," CARF F-Series CARF-F-337, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Sujoy Mukerji & Robin Cubitt & Gijs van de Kuilen, 2014. "Discriminating between Models of Ambiguity Attitude: A Qualitative Test," Economics Series Working Papers 692, University of Oxford, Department of Economics.
• Lin, Qian & Riedel, Frank, 2014. "Optimal consumption and portfolio choice with ambiguity," Center for Mathematical Economics Working Papers 497, Center for Mathematical Economics, Bielefeld University.
• Kiss, Hubert Janos & Rodriguez-Lara, Ismael & Rosa-García, Alfonso, 2014. "Do Women Panic More Than Men? An Experimental Study on Financial Decision," MPRA Paper 52912, University Library of Munich, Germany.
• Elisa Pagani, 2013. "Tricks for maximizing collective utility functions," Working Papers 02/2013, University of Verona, Department of Economics.
• Branger, Nicole & Grüning, Patrick & Kraft, Holger & Meinerding, Christoph, 2013. "Asset pricing under uncertainty about shock propagation," SAFE Working Paper Series 34, Leibniz Institute for Financial Research SAFE.
• Camille Cornand & Frank Heinemann, 2014. "Measuring Agents' Reaction to Private and Public Information in Games with Strategic Complementarities," Working Papers halshs-00925018, HAL.
• Kraft, Holger & Munk, Claus & Seifried, Frank Thomas & Wagner, Sebastian, 2013. "Consumption habits and humps," SAFE Working Paper Series 15, Leibniz Institute for Financial Research SAFE.
• Michael Kumhof & Romain Ranciere & Pablo Winant, 2013. "Inequality, Leverage and Crises; The Case of Endogenous Default," IMF Working Papers 13/249, International Monetary Fund.
• Ketter, W. & Collins, J. & Reddy, P. & de Weerdt, M.M., 2013. "The 2013 Power Trading Agent Competition," ERIM Report Series Research in Management ERS-2013-006-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• John Karl Scholz & Ananth Seshadri, 2013. "Health Insurance and Retirement Decisions," Working Papers wp292, University of Michigan, Michigan Retirement Research Center.
• Hottenrott, Hanna & Lawson, Cornelia, 2013. "Fishing for complementarities: Competitive research funding and research productivity," DICE Discussion Papers 129, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Blum, Matthias & Hanley, Nicholas & McLaughlin, Eoin, 2013. "Genuine savings and future well-being in Germany, 1850-2000," Stirling Economics Discussion Papers 2013-13, University of Stirling, Division of Economics.