Report NEP-UPT-2020-12-21

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, or Bluesky.

Other reports in NEP-UPT

The following items were announced in this report:

• Oliver, Adam & Sunstein, Cass, 2019. "Does size matter? The Allais paradox and preference reversals with varying outcome magnitudes," LSE Research Online Documents on Economics 91130, London School of Economics and Political Science, LSE Library.
• Goncalo dos Reis & Vadim Platonov, 2020. "Forward utility and market adjustments in relative investment-consumption games of many players," Papers 2012.01235, arXiv.org, revised Mar 2022.
• H. Fink & S. Geissel & J. Herbinger & F. T. Seifried, 2019. "Portfolio Optimization with Optimal Expected Utility Risk Measures," Working Paper Series 2019-07, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Hanming Fang & Zenan Wu, 2020. "Consumer Vulnerability and Behavioral Biases," NBER Working Papers 28121, National Bureau of Economic Research, Inc.
• Yiding Feng & Jason Hartline & Yingkai Li, 2020. "Simple Mechanisms for Agents with Non-linear Utilities," Papers 2003.00545, arXiv.org, revised Oct 2022.
• Robert A. Becker & Juan Pablo Rincon-Zapatero, 2020. "Recursive Utility and Turnpike Theory for GMM Thompson Aggregators," CAEPR Working Papers 2020-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Franz Dietrich & Antonios Staras & Robert Sugden, 2020. "Savage's response to Allais as Broomean reasoning," PSE-Ecole d'économie de Paris (Postprint) halshs-02905466, HAL.
• Géraldine Bocquého & Julien Jacob & Marielle Brunette, 2020. "Prospect theory in experiments : behaviour in loss domain and framing effects," Working Papers hal-02987294, HAL.
• Olkhov, Victor, 2020. "Business Cycles as Collective Risk Fluctuations," MPRA Paper 104598, University Library of Munich, Germany.
• Loic BERGER & Nicolas BERGER & Valentina BOSETTI & Itzhak GILBOA & Lars Peter HANSEN & Christopher JARVIS & Massimo MARINACCI & Richard D. Smith, 2020. "Rational policymaking during a pandemic," Working Papers 2020-iRisk-01, IESEG School of Management.
• Wolfgang Breuer & Ji Cao & Marc Oliver Rieger & K. Can Soypak, 2019. "Capital Structure Decisions, Loss Aversion, and Equity Premium," Working Paper Series 2019-04, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Jose Apesteguia & Miguel Ángel Ballester, 2020. "Separating predicted randomness from residual behavior," Economics Working Papers 1757, Department of Economics and Business, Universitat Pompeu Fabra.
• Marc Oliver Rieger & Mei Wang & Daniel Hausmann, 2020. "Pre-Decisional Information Acquisition: Do We Pay TooMuch for Information?," Working Paper Series 2020-02, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Eric Budish, 2020. "Maximize Utility subject to R≤1: A Simple Price-Theory Approach to Covid-19 Lockdown and Reopening Policy," NBER Working Papers 28093, National Bureau of Economic Research, Inc.
• Ilke AYDOGAN & Loic BERGER & Valentina BOSETTI & Ning LIU, 2020. "Three Layers Of Uncertainty And The Role Of Model Misspecification," Working Papers 2020-iRisk-01, IESEG School of Management.
• James C. Cox & Vjollca Sadiraj & Susan Xu Tang, 2020. "Morally Monotonic Choice in Public Good Games," Experimental Economics Center Working Paper Series 2020-05, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
• C. Bram Cadsby & Fei Song & Nick Zubanov, 2020. "Working more for more and working more for less: Labor supply in the gain and loss domains," Working Papers 2006, University of Guelph, Department of Economics and Finance.
• Dennis Umlandt, 2020. "Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models," Working Paper Series 2020-06, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Balaska, Dimitra & Pollalis, Yannis & Dimogerontas, George & Bitsori, Zoi & Karaferis, Dimitrios & Malisiova, Vasiliki, 2020. "Cost-Utility study for operative methods in spinal surgery," MPRA Paper 104308, University Library of Munich, Germany.
• Item repec:spo:wpmain:info:hdl:2441/jpcu0knbl80rpibin9slrlrlb is not listed on IDEAS anymore

• Marc Oliver Rieger & Mei Wang & Thorsten Hens, 2020. "Universal Time Preference," Working Paper Series 2020-07, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Lee, K. & Linton, O. & Whang, Y-J., 2020. "Testing for Time Stochastic Dominance," Cambridge Working Papers in Economics 20121, Faculty of Economics, University of Cambridge.
• Ji Cao & Marc Oliver Rieger, 2019. "A Cautionary Note on Niu and Zeng (2018)," Working Paper Series 2019-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Vincent Boucher & Yann Bramoullé, 2020. "Binary Outcomes and Linear Interactions," Working Papers halshs-03031767, HAL.
• Pastore, Chiara & Schurer, Stefanie & Tymula, Agnieszka & Fuller, Nicholas & Caterson, Ian, 2020. "Economic Preferences and Obesity: Evidence from a Clinical Lab-in-Field Experiment," IZA Discussion Papers 13915, Institute of Labor Economics (IZA).