Report NEP-UPT-2015-05-22

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:

• Christoph Czichowsky & Walter Schachermayer, 2015. "Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion," Papers 1505.02416, arXiv.org, revised Aug 2016.
• Luo, Yulei, 2015. "Robustly Strategic Consumption-Portfolio Rules with Informational Frictions," MPRA Paper 64312, University Library of Munich, Germany.
• Foellmi, Reto & Legge, Stefan & Schmid, Lukas, 2015. "Do Professionals Get It Right? Limited Attention and Risk-Taking Behavior," Economics Working Paper Series 1511, University of St. Gallen, School of Economics and Political Science.
• Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2015. "What attitudes to risk underlie distortion risk measure choices?," Working Papers 2015-05, Universitat de Barcelona, UB Riskcenter.
• Zetterdahl, Emma, 2015. "Take a Risk - Social Interaction, Gender Identity, and the Role of Family Ties in Financial Decision-Making," Umeå Economic Studies 908, Umeå University, Department of Economics.