Report NEP-UPT-2019-12-16

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-UPT

The following items were announced in this report:

• Ruggeri, Kai & Alí, Sonia & Berge, Mari Louise & Bertoldo, Giulia & Cortijos-Bernabeu, Anna & Bjørndal, Ludvig Daae & Davison, Clair & Demić, Emir & Esteban Serna, Celia & Friedemann, Maja, 2020. "Not lost in translation: Successfully replicating Prospect Theory in 19 countries," OSF Preprints 2nyd6, Center for Open Science.
• Guilherme Dean Pelegrina & Leonardo Tomazeli Duarte & Michel Grabisch & João Marcos Travassos Romano, 2020. "The multilinear model in multicriteria decision making: The case of 2-additive capacities and contributions to parameter identification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02379646, HAL.
• Junjie Hu & Wolfgang Karl Hardle & Weiyu Kuo, 2019. "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," Papers 1912.05228, arXiv.org, revised Dec 2021.
• Jaelle Scheuerman & Jason L. Harman & Nicholas Mattei & K. Brent Venable, 2019. "Heuristic Strategies in Uncertain Approval Voting Environments," Papers 1912.00011, arXiv.org.
• Lee H. Endress & James A. Roumasset & Christopher A. Wada, 2019. "Do natural disasters make sustainable growth impossible?," Working Papers 2019-9, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Riccardo Camboni & Luca Corazzini & Stefano Galavotti & Paola Valbonesi, 2019. "Bidding on price and quality: An experiment on the complexity of scoring auctions," "Marco Fanno" Working Papers 0243, Dipartimento di Scienze Economiche "Marco Fanno".
• Garnadi, Agah D. & SYAHRIL,, 2018. "A Contribution on Stochastic Optimal Control to Quantitative Finance," INA-Rxiv k6s4q, Center for Open Science.
• Christoph Czichowsky & Rémi Peyre & Walter Schachermayer & Junjian Yang, 2018. "Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs," Post-Print hal-02373296, HAL.
• Höfer, Tim & von Nitzsch, Rüdiger & Madlener, Reinhard, 2019. "Using Value-Focused Thinking and Multi-Criteria Group Decision-Making to Evaluate Energy Transition Alternatives," FCN Working Papers 4/2019, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Hippolyte d'Albis & Giuseppe Attanasi & Emmanuel Thibault, 2019. "An Experimental Test of the Under-Annuitization Puzzle with Smooth Ambiguity and Charitable Giving," Working Papers halshs-02132858, HAL.
• Moro, Alessio & Valdes, Carlo, 2019. "Stuctural transformation in general equilibrium," MERIT Working Papers 2019-049, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Tao Chen & Michael Ludkovski, 2019. "A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging," Papers 1912.00244, arXiv.org, revised May 2020.
• Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018. "Asset Pricing and Asymmetric Information," MPRA Paper 87403, University Library of Munich, Germany.