Report NEP-UPT-2012-02-15

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:

• Jongwook Kim & Gabjin Oh, 2012. "Heavy-tail driven by memory," Papers 1201.5690, arXiv.org, revised May 2013.
• Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012. "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series 2012-04, Board of Governors of the Federal Reserve System (U.S.).
• Anita Mehta, 2012. "Predatory trading and risk minimisation: how to (b)eat the competition," Papers 1202.1374, arXiv.org.
• Zorana Grbac & Antonis Papapantoleon, 2012. "A tractable LIBOR model with default risk," Papers 1202.0587, arXiv.org, revised Oct 2012.