Report NEP-UPT-2019-10-21

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.

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Other reports in NEP-UPT

The following items were announced in this report:

• Stark, Oded & Budzinski, Wiktor & Jakubek, Marcin, 2019. "Pure Rank Preferences and Variation in Risk-Taking Behavior," IZA Discussion Papers 12637, Institute of Labor Economics (IZA).
• Stark, Oded & Budzinski, Wiktor & Jakubek, Marcin, 2019. "Pure rank preferences and variation in risk-taking behavior," University of Tübingen Working Papers in Business and Economics 123, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Alain Marciano & Alessandro Melcarne & Giovanni Battista Ramello, 2020. "Justice without romance. The history of the economic analyses of judges behavior -1960-1993," Post-Print hal-02306821, HAL.
• Ljudmila A. Bordag, 2019. "Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset," Papers 1910.07417, arXiv.org, revised May 2020.
• Ben-Zhang Yang & Xiaoping Lu & Guiyuan Ma & Song-Ping Zhu, 2019. "Robust portfolio optimization with multi-factor stochastic volatility," Papers 1910.06872, arXiv.org, revised Jun 2020.
• Matteo Brachetta & Claudia Ceci, 2019. "A BSDE-based approach for the optimal reinsurance problem under partial information," Papers 1910.05999, arXiv.org, revised May 2020.
• Marques, Jorge & Pascoal, Rui, 2018. "Mathematical Economics - Marginal analysis in the consumer behavior theory," MPRA Paper 96442, University Library of Munich, Germany.
• Tim Leung & Yang Zhou, 2019. "Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework," Papers 1910.06432, arXiv.org.
• Skreta, Vasiliki & Doval, Laura, 2019. "Optimal mechanism for the sale of a durable good," CEPR Discussion Papers 13967, C.E.P.R. Discussion Papers.
• Andrew Papanicolaou & Shiva Chandra, 2019. "Singular Perturbation Expansion for Utility Maximization with Order-$\epsilon$ Quadratic Transaction Costs," Papers 1910.06463, arXiv.org, revised Mar 2023.
• Jos'e Cl'audio do Nascimento, 2019. "Rational hyperbolic discounting," Papers 1910.05209, arXiv.org, revised Feb 2020.
• Antonio Cutanda & Juan A. Sanchis Llopis, 2019. "Intertemporal substitution for consumption and leisure: empirical evidence for Spain," Working Papers 1909, Department of Applied Economics II, Universidad de Valencia.
• Hitoshi Shigeoka, 2019. "Long-Term Consequences of Growing up in a Recession on Risk Preferences," NBER Working Papers 26352, National Bureau of Economic Research, Inc.
• Valentin Haddad & David A. Sraer, 2019. "The Banking View of Bond Risk Premia," NBER Working Papers 26369, National Bureau of Economic Research, Inc.
• Bell, Clive & Gersbach, Hans & Komarov, Evgenij, 2019. "Untimely Destruction: Pestilence, War and Accumulation in the Long Run," IZA Discussion Papers 12680, Institute of Labor Economics (IZA).
• Muringai, Violet & Fan, Xiaoli & Goddard, Ellen, 2019. "Canadian Consumer Acceptance of Gene-Edited Versus Genetically Modified Potatoes: A Choice Experiment Approach," Working Papers 294164, Agriculture and Agri-Food Canada.