Report NEP-UPT-2019-09-30

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:

• Donald J. Brown, 2019. "Affective Portfolio Analysis: Risk, Ambiguity and (IR)rationality," Cowles Foundation Discussion Papers 2202, Cowles Foundation for Research in Economics, Yale University.
• Bouchra Benyelles & Eser Arisoy, 2019. "Implication of Regret on Mutual Fund Managers' Risk-Shifting Decision," Post-Print hal-02283993, HAL.
• Bouchra Benyelles & Eser Arisoy, 2019. "Implication of Regret on Mutual Fund Managers' Risk-Shifting Decision," Post-Print hal-02283899, HAL.
• Ha-Huy, Thai, 2019. "Savage's theorem with atoms," MPRA Paper 96108, University Library of Munich, Germany.
• Shenhao Wang & Baichuan Mo & Jinhua Zhao, 2019. "Deep Neural Networks for Choice Analysis: Architectural Design with Alternative-Specific Utility Functions," Papers 1909.07481, arXiv.org, revised Apr 2021.
• Nikolov, Plamen, 2019. "Time Delay and Investment Decisions: Evidence from an Experiment in Tanzania," IZA Discussion Papers 12626, Institute of Labor Economics (IZA).
• Kaas, R & Goovaerts, M, 2019. "Necessary and sufficient conditions for stochastic dominance," University of Amsterdam, Actuarial Science and Econometrics Archive 293089, University of Amsterdam, Faculty of Economics and Business.
• Ricardo Sabbadini, 2019. "Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt," Working Papers Series 500, Central Bank of Brazil, Research Department.
• Sushant Acharya & Edouard Challe & Keshav Dogra, 2019. "Optimal Monetary Policy in HANK Economies," 2019 Meeting Papers 381, Society for Economic Dynamics.
• Bouchra Benyelles & Eser Arisoy, 2018. "Implication of Regret on Mutual Funds Managers Risk-Shifting Decision," Post-Print hal-02283886, HAL.
• Guangyu PEI, 2019. "Uncertainty, Pessimism and Economic Fluctuations," 2019 Meeting Papers 1494, Society for Economic Dynamics.
• Lei Fang & Anne Hannusch & Pedro Silos, 2019. "Back to Becker: Producing Consumption with Time and Goods," 2019 Meeting Papers 1386, Society for Economic Dynamics.
• Christian R. Proaño & Benjamin Lojak, 2019. "Animal spirits, risk premia and monetary policy at the zero lower bound," CAMA Working Papers 2019-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2019. "The value of knowing the market price of risk," Papers 1909.07837, arXiv.org, revised Sep 2019.
• Michael Woodford, 2019. "Modeling Imprecision in Perception, Valuation and Choice," NBER Working Papers 26258, National Bureau of Economic Research, Inc.
• Mihir Bhattacharya & Saptarshi Mukherjee & Ruhi Sonal, 2019. "Attention and Framing," Working Papers 1027, Ashoka University, Department of Economics.
• Fabien Perez & Guillaume Hollard & Radu Vranceanu & Delphine Dubart, 2019. "How Serious is the Measurement-Error Problem in a Popular Risk-Aversion Task?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02291224, HAL.
• Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2019. "Response of the Macroeconomy to Uncertainty Shocks:the Risk Premium Channel," 2019 Meeting Papers 1567, Society for Economic Dynamics.
• Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini, 2019. "Risk Premia and Lévy Jumps: Theory and Evidence," Swiss Finance Institute Research Paper Series 19-49, Swiss Finance Institute.
• Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers 19116, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• T. Erber & M. J. Frank, 2019. "Arrow, Hausdorff, and Ambiguities in the Choice of Preferred States in Complex Systems," Papers 1909.07771, arXiv.org.