Report NEP-UPT-2020-08-31

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:

• Franz Dietrich, 2021. "Fully Bayesian Aggregation," Post-Print halshs-02905409, HAL.
• Evan M. Calford, 2020. "Mixed strategies and preference for randomization in games with ambiguity averse agents," ANU Working Papers in Economics and Econometrics 2020-675, Australian National University, College of Business and Economics, School of Economics.
• Matthew Lorig, 2020. "Bond indifference prices and indifference yield curves," Papers 2007.09201, arXiv.org.
• Ben-Zhang Yang & Xin-Jiang He & Song-Ping Zhu, 2020. "Mean-variance-utility portfolio selection with time and state dependent risk aversion," Papers 2007.06510, arXiv.org, revised Aug 2020.
• John Hartwick, 2020. "The Translog Utility Function and the Tornqvist Quantity Index," Working Paper 1434, Economics Department, Queen's University.
• Rongju Zhang & Nicolas Langrené & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2019. "Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method," Post-Print hal-02909342, HAL.
• Anastasios G. Karantounias, 2020. "Doubts about the Model and Optimal Policy," FRB Atlanta Working Paper 2020-12, Federal Reserve Bank of Atlanta.
• Franz Dietrich & Antonios Staras & Robert Sugden, 2020. "Savage's response to Allais as Broomean reasoning," Post-Print halshs-02905466, HAL.
• Georgios Gerasimou, 2020. "Decision Conflict, Logit, and the Outside Option," Papers 2008.04229, arXiv.org, revised Nov 2024.
• Dylan Possamai & Nizar Touzi, 2020. "Is there a Golden Parachute in Sannikov's principal-agent problem?," Papers 2007.05529, arXiv.org, revised Oct 2022.
• Szekeres, Szabolcs, 2020. "Checking the Evidence for Declining Discount Rates," MPRA Paper 102233, University Library of Munich, Germany.
• Drew Fudenberg & Wayne Gao & Annie Liang, 2020. "How Flexible is that Functional Form? Quantifying the Restrictiveness of Theories," Papers 2007.09213, arXiv.org, revised Aug 2023.