Report NEP-UPT-2016-07-23

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:

• Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2015. "History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect," Swiss Finance Institute Research Paper Series 15-11, Swiss Finance Institute, revised Jul 2015.
• McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016. "Utilitarianism with and without expected utility," MPRA Paper 72578, University Library of Munich, Germany.
• Thorsten HENS & János MAYER, 2014. "Theory Matters for Financial Advice!," Swiss Finance Institute Research Paper Series 14-22, Swiss Finance Institute.
• Roee Teper, 2015. "Subjective Independence and Concave Expected Utility," Working Paper 5866, Department of Economics, University of Pittsburgh.
• Pawel Dziewulski, 2016. "Eliciting the just-noticeable difference," Economics Series Working Papers 798, University of Oxford, Department of Economics.
• Roee Teper, 2015. "Subjective Independence and Concave Expected Utility," Working Paper 5865, Department of Economics, University of Pittsburgh.
• Thorsten HENS & János MAYER, 2014. "Cumulative Prospect Theory and Mean Variance Analysis: A Rigorous Comparison," Swiss Finance Institute Research Paper Series 14-23, Swiss Finance Institute.
• Jean-Francois Mercure, 2016. "Fashion, fads and the popularity of choices: micro-foundations for diffusion consumer theory," Papers 1607.04155, arXiv.org, revised May 2018.
• Taisei KAIZOJI & Matthias LEISS & Alexander I. SAICHEV & Didier SORNETTE, 2015. "Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders," Swiss Finance Institute Research Paper Series 15-07, Swiss Finance Institute.
• Fausto Corradin & Domenico Sartore, 2016. "Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns," Working Papers 2016:18, Department of Economics, University of Venice "Ca' Foscari".
• Roee Teper, 2016. "Plans of Action," Working Paper 5859, Department of Economics, University of Pittsburgh.
• Sofia Moroni, 2016. "Dynamic Contracts Under Loss Aversion," Working Paper 5868, Department of Economics, University of Pittsburgh.
• Patrick GAGLIARDINI & Christian GOURIEROUX & Mirco RUBIN, 2014. "Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices," Swiss Finance Institute Research Paper Series 14-20, Swiss Finance Institute.
• Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers CWP27/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Hyll, Walter & Irrek, Maike, 2015. "The Impact of Risk Attitudes on Financial Investments," IWH Discussion Papers 10/2015, Halle Institute for Economic Research (IWH).
• Szekeres, Szabolcs, 2016. "Testing Gollier and Weitzman’s Solution of the “Weitzman-Gollier Puzzle”," MPRA Paper 72593, University Library of Munich, Germany.
• Brice Corgnet & Joaquin Gomez-Minambres & Roberto Hernan-Gonzalez, 2016. "Goal Setting in the Principal-Agent Model: Weak Incentives for Strong Performance," Discussion Papers 2016-09, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
• Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPÉ, 2015. "Evolutionary Behavioural Finance," Swiss Finance Institute Research Paper Series 15-16, Swiss Finance Institute.
• Federico Zincenko, 2016. "Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders," Working Paper 5855, Department of Economics, University of Pittsburgh.
• Klaus Wälde, 2016. "Emotion Research in Economics," Working Papers 1611, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Wing Fung Chong & Ying Hu & Gechun Liang & Thaleia Zariphopoulou, 2016. "An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior," Papers 1607.02289, arXiv.org, revised Apr 2017.
• Semyon MALAMUD & Evgeny PETROV, 2014. "Portfolio Delegation and Market Efficiency," Swiss Finance Institute Research Paper Series 14-09, Swiss Finance Institute.
• Jan Polach & Jiri Kukacka, 2016. "Prospect Theory in the Heterogeneous Agent Model," Working Papers IES 2016/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2016.
• Rajna Gibson BRANDON & Nikolay RYABKOV, 2014. "Long/Short Equity Hedge Funds and Systematic Ambiguity," Swiss Finance Institute Research Paper Series 14-05, Swiss Finance Institute.
• Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014. "Asset Prices with Temporary Shocks to Consumption," Swiss Finance Institute Research Paper Series 14-41, Swiss Finance Institute.
• Nicholas Kozeniauskas & Anna Orlik & Laura Veldkamp, 2016. "The Common Origin of Uncertainty Shocks," NBER Working Papers 22384, National Bureau of Economic Research, Inc.
• Semyon MALAMUD, 2015. "Noisy Arrow-Debreu Equilibria," Swiss Finance Institute Research Paper Series 15-09, Swiss Finance Institute.
• Andrea Gallice, 2016. "Bankruptcy Problems with Reference-Dependent Preferences," Working papers 038, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Arie Beresteanu, 2016. "Efficeincy Gains in Rank-ordered Multinomial Logit Models," Working Paper 5878, Department of Economics, University of Pittsburgh.
• Ş. Pelin Akyol & James Key & Kala Krishna, 2016. "Hit or Miss? Test Taking Behavior in Multiple Choice Exams," NBER Working Papers 22401, National Bureau of Economic Research, Inc.
• Zhao, Qi & Zhang, Yongfeng & Zhang, Yi & Friedman, Daniel, 2016. "Recommendation based on multiproduct utility maximization," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2016-503, WZB Berlin Social Science Center.
• Ludovic MOREAU & Johannes MUHLE-KARBE & Halil Mete SONER, 2014. "Trading with Small Price Impact," Swiss Finance Institute Research Paper Series 14-17, Swiss Finance Institute, revised Mar 2015.
• Hampus Engsner & Mathias Lindholm & Filip Lindskog, 2016. "Insurance valuation: a computable multi-period cost-of-capital approach," Papers 1607.04100, arXiv.org.