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Report NEP-UPT-2021-07-26
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:
- Zongxia Liang & Yang Liu & Ming Ma & Rahul Pothi Vinoth, 2021, "A Unified Formula of the Optimal Portfolio for Piecewise Hyperbolic Absolute Risk Aversion Utilities," Papers, arXiv.org, number 2107.06460, Jul, revised Oct 2023.
- Jing Guo & Xue Dong He, 2021, "Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence," Papers, arXiv.org, number 2107.05163, Jul.
- Andrea Loi & Stefano Matta, 2021, "Risk aversion and uniqueness of equilibrium: a polynomial approach," Papers, arXiv.org, number 2107.01947, Jul, revised Oct 2021.
- Xiaoqing Liang & Ruodu Wang & Virginia Young, 2021, "Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle," Papers, arXiv.org, number 2107.02656, Jul, revised Feb 2022.
- Denizalp Goktas & Enrique Areyan Viqueira & Amy Greenwald, 2021, "A Consumer-Theoretic Characterization of Fisher Market Equilibria," Papers, arXiv.org, number 2107.08153, Jul, revised Jan 2022.
- Erhan Bayraktar & Christoph Czichowsky & Leonid Dolinskyi & Yan Dolinsky, 2021, "A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios," Papers, arXiv.org, number 2107.01568, Jul, revised Sep 2021.
- Kunal Pattanayak & Vikram Krishnamurthy, 2021, "Unifying Revealed Preference and Revealed Rational Inattention," Papers, arXiv.org, number 2106.14486, Jun, revised Jun 2023.
- Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2021, "Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures," Papers, arXiv.org, number 2107.01730, Jul.
- Evan Piermont, 2021, "Hypothetical Expected Utility," Papers, arXiv.org, number 2106.15979, Jun, revised Jul 2021.
- Katia Colaneri & Alessandra Cretarola & Benedetta Salterini, 2021, "Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences," Papers, arXiv.org, number 2106.13888, Jun.
- Cuong Le Van & Ngoc-Sang Pham, 2025, "Equilibrium with non-convex preferences: some insights," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03177843, Mar.
- H'el`ene Halconruy, 2021, "The insider problem in the trinomial model: a discrete-time jump process approach," Papers, arXiv.org, number 2106.15208, Jun, revised Sep 2023.
- Panagiotis Kanellopoulos & Maria Kyropoulou & Hao Zhou, 2021, "Financial Network Games," Papers, arXiv.org, number 2107.06623, Jul.
- Silvana M. Pesenti, 2021, "Reverse Sensitivity Analysis for Risk Modelling," Papers, arXiv.org, number 2107.01065, Jul, revised May 2022.
- George M. Constantinides, 2021, "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 29009, Jul.
- Peter A. Streufert, 2021, "Specifying a Game-Theoretic Extensive Form as an Abstract 5-ary Relation," Papers, arXiv.org, number 2107.10801, Jul, revised Sep 2024.
- Makarov, Dmitry, 2020, "Optimal portfolio under ambiguous ambiguity," MPRA Paper, University Library of Munich, Germany, number 108837, Jun, revised Dec 2020.
- Davis, John D. & McMaster, Robert, 2021, "A Contextualist Approach to Health Economics," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2021-06, Jul.
- Khaled Abedrabboh & Luluwah Al-Fagih, 2021, "Applications of Mechanism Design in Market-Based Demand-Side Management," Papers, arXiv.org, number 2106.14659, Jun.
- Franz Dietrich & Brian Jabarian, 2020, "Decision Under Normative Uncertainty," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 20015rr, Sep, revised Jun 2021.
- Benjamin Patrick Evans & Mikhail Prokopenko, 2021, "Bounded rationality for relaxing best response and mutual consistency: The Quantal Hierarchy model of decision-making," Papers, arXiv.org, number 2106.15844, Jun, revised Mar 2023.
- Julie L. Hotchkiss & Robert E. Moore & Fernando Rios-Avila, 2021, "Impact of the 2017 Tax Cuts and Jobs Act on Labor Supply and Welfare of Married Households," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-18, Jun, DOI: 10.29338/wp2021-18.