Report NEP-UPT-2014-05-09

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:

• Chenghu Ma & Wing-Keung Wong, 2013. "Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Item repec:wyi:journl:002086 is not listed on IDEAS anymore

• Éric André, 2014. "Crisp Fair Gambles," AMSE Working Papers 1410, Aix-Marseille School of Economics, France, revised 15 Mar 2014.
• Chenghu Ma & Jiankang Zhang, 2013. "Aggregation in Incomplete Market with General Utility Functions," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
• Qian Han, 2013. "A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Zuo Quan Xu & Fahuai Yi, 2014. "An Optimal Consumption-Investment Model with Constraint on Consumption," Papers 1404.7698, arXiv.org.
• Chenghu Ma, 2013. "MPS Risk Aversion and MV Analysis in Continuous Time with Lévy Jumps," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Chenghu Ma, 2013. "Uncertainty Aversion and A Theory of Incomplete Contract," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Chenghu Ma, 2013. "Preferences, Levy Jumps and Option Pricing," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Phelim P. Boyle & Chenghu Ma, 2013. "Mean-Preserving-Spread Risk Aversion and The CAPM," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.