Report NEP-UPT-2019-09-23

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:

• D'Auria, Bernardo & Salmerón Garrido, José Antonio, 2019. "Insider information and its relation with the arbitrage condition and the utility maximization problem," DES - Working Papers. Statistics and Econometrics. WS 28805, Universidad Carlos III de Madrid. Departamento de Estadística.
• Heller, Yuval & Schreiber, Amnon, 2019. "Short-Term Investments and Indices of Risk," MPRA Paper 95791, University Library of Munich, Germany.
• Burkhard C. Schipper, 2019. "The Evolutionary Stability of Optimism, Pessimism, and Complete Ignorance," Working Papers 334, University of California, Davis, Department of Economics.
• Anwesha Banerjee & Nicolas Gravel, 2019. "Contribution to a Public Good under Subjective Uncertainty," AMSE Working Papers 1923, Aix-Marseille School of Economics, France.
• Joseph Haslag, 2019. "On Processing Central Bank Communications: Can We Account for Fed Watching?," 2019 Meeting Papers 415, Society for Economic Dynamics.
• Benoît, Jean-Pierre & Dubra, Juan & Romagnoli, Giorgia, 2019. "Belief elicitation when more than money matters," MPRA Paper 95550, University Library of Munich, Germany.
• Berliant, Marcus & Thakur, Sounak, 2019. "Commitment and matching in the marriage market," MPRA Paper 96001, University Library of Munich, Germany.
• Ali Shourideh, 2019. "Optimal Policy and Limited Attention," 2019 Meeting Papers 1335, Society for Economic Dynamics.
• Li, Fanghui & Wang, Gaowang, 2019. "The Demand for Status and Optimal Capital Taxation," MPRA Paper 96076, University Library of Munich, Germany.
• Stefan Nagel & Zhengyang Xu, 2019. "Asset Pricing with Fading Memory," 2019 Meeting Papers 71, Society for Economic Dynamics.
• Alet Roux & Zhikang Xu, 2019. "Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs," Papers 1909.06260, arXiv.org, revised May 2021.
• Encarnacion Algaba & Rene van den Brink, 2019. "The Shapley Value and Games with Hierarchies," Tinbergen Institute Discussion Papers 19-064/II, Tinbergen Institute.
• Matthieu Gilson, 2019. "Empirical evidence on time-varying risk attitudes," ULB Institutional Repository 2013/292556, ULB -- Universite Libre de Bruxelles.
• Toshikuni Sato, 2019. "Threshold Measurement Model for Perceived Service Quality," DSSR Discussion Papers 100, Graduate School of Economics and Management, Tohoku University.
• Carsten Lausberg & Francois Viruly, 2019. "Gut feeling or reason--How do property developers decide? An international research project on rational and intuitive behaviour in the field of property development," ERES eres2019_202, European Real Estate Society (ERES).
• Kossuth, Lajos & Powdthavee, Nattavudh & Harris, Donna & Chater, Nick, 2019. "Does It Pay to Bet on Your Favourite to Win? Evidence on Experienced Utility from the 2018 FIFA World Cup Experiment," IZA Discussion Papers 12589, Institute of Labor Economics (IZA).
• Jamie Hentall MacCuish, 2019. "Rational Inattention and Oversensitivity of Retirement to the State Pension Age," 2019 Meeting Papers 336, Society for Economic Dynamics.
• Pierre-André Chiappori & José Alberto Molina, 2019. "The intra-spousal balance of power within the family: cross-cultural evidence," Boston College Working Papers in Economics 983, Boston College Department of Economics.
• Manuela Geranio & Valter Lazzari, 2019. "Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets," BAFFI CAREFIN Working Papers 19114, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Nobuhide Okahata, 2019. "An Alternative Solution Method for Continuous-Time Heterogeneous Agent Models with Aggregate Shocks," 2019 Meeting Papers 1470, Society for Economic Dynamics.
• Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
• Monika Bolek & Rafal Wolski, 2019. "Irrationality of Investment Funds Managers in the Light of Available Information – Case of Poland," Proceedings of the 12th International RAIS Conference, April 3-4, 2019 4WB, Research Association for Interdisciplinary Studies.
• Robert Calvert Jump & Cars Hommes & Paul Levine, 2018. "Learning, Heterogeneity, and Complexity in the New Keynesian Model," Working Papers 20181807, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.