Report NEP-UPT-2013-01-26

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:

• Thomas Breuer & Imre Csiszar, 2013. "Measuring Model Risk," Papers 1301.4832, arXiv.org.
• Larry G. Epstein & Shaolin Ji, 2013. "Ambiguous volatility and asset pricing in continuous time," Papers 1301.4614, arXiv.org.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Two-moment decision model for location-scale family with background asset," MPRA Paper 43864, University Library of Munich, Germany.
• Mare Sarr & Mintewab Bezabih, 2013. "Risk Preferences and Environmental Uncertainty: Implications for Crop Diversification Decisions in Ethiopia," Working Papers 322, Economic Research Southern Africa.
• Kosse, Fabian & Pfeiffer, Friedhelm, 2013. "Quasi-hyperbolic time preferences and their intergenerational transmission," ZEW Discussion Papers 13-002, ZEW - Leibniz Centre for European Economic Research.
• Mustafa Y. Çakir, 2013. "Retirement Date Effects on Saving Behavior: The Case of Non-Separable Preferences," Working Papers 323, Economic Research Southern Africa.
• Dorje C. Brody & Lane P. Hughston, 2013. "L\'evy Information and the Aggregation of Risk Aversion," Papers 1301.2964, arXiv.org, revised Mar 2013.
• Nathalie Picard & André de Palma & Ignacio A. Inoa, 2013. "Discrete Choice Decision-Making with Multiple Decision Makers within the Household," THEMA Working Papers 2013-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Dilip Madan & Martijn Pistorius & Mitja Stadje, 2013. "On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation," Papers 1301.3531, arXiv.org, revised Apr 2017.