Report NEP-UPT-2011-04-09

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:

• kevin dowd & john cotter, 2011. "Spectral Risk Measures and the Choice of Risk Aversion Function," Papers 1103.5668, arXiv.org.
• John Cotter & Jim Hanly, 2011. "Time Varying Risk Aversion: An Application to Energy Hedging," Papers 1103.5968, arXiv.org.
• Emmanuelle Gabillon, 2011. "A Theory of Regret and Information," Cahiers du GREThA (2007-2019) 2011-15, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• John Cotter & Jim Hanly, 2011. "A Utility Based Approach to Energy Hedging," Papers 1103.5973, arXiv.org.
• Item repec:dgr:kubcen:2011018 is not listed on IDEAS anymore

• Eike B. Kroll & Judith N. Trarbach & Bodo Vogt, 2011. "Determining risk preferences for pain," FEMM Working Papers 110006, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Item repec:dgr:kubcen:2011031 is not listed on IDEAS anymore

• Kevin Dowd & John Cotter & Ghulam Sorwar, 2011. "Spectral Risk Measures: Properties and Limitations," Papers 1103.5674, arXiv.org.
• Kevin Dowd & John Cotter, 2011. "Exponential Spectral Risk Measures," Papers 1103.5409, arXiv.org.
• James C. Cox & Vjollca Sadiraj & Ulrich Schmidt, 2011. "Paradoxes and Mechanisms for Choice under Risk," Experimental Economics Center Working Paper Series 2011-07, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, revised Mar 2014.
• Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Flåm, Sjur Didrik, 2011. "Pooling, Pricing and Trading of Risks," Working Papers in Economics 09/06, University of Bergen, Department of Economics.
• Carolin E. Pflueger & Luis M. Viceira, 2011. "Inflation-Indexed Bonds and the Expectations Hypothesis," NBER Working Papers 16903, National Bureau of Economic Research, Inc.
• Johannes Temme, 2011. "Power Utility Maximization in Discrete-Time and Continuous-Time Exponential Levy Models," Papers 1103.5575, arXiv.org, revised Apr 2012.
• John Cotter & Kevin Dowd, 2011. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Papers 1103.5653, arXiv.org.
• Gabrielle Demange, 2011. "Majority relation and median representative ordering," PSE Working Papers halshs-00581310, HAL.
• Item repec:hal:wpaper:hal-00580624 is not listed on IDEAS anymore

• Matthias Uhl, 2011. "Challenging the Intrapersonal Empathy Gap An Experiment with Self-Commitment Power," Jena Economics Research Papers 2011-019, Friedrich-Schiller-University Jena.
• John Cotter & Kevin Dowd, 2011. "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Papers 1103.5408, arXiv.org.
• Kevin Dowd & John Cotter, 2011. "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," Papers 1103.5665, arXiv.org.
• John Cotter & Kevin Dowd & Wyn Morgan, 2011. "Extreme Measures of Agricultural Financial Risk," Papers 1103.5962, arXiv.org.