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Report NEP-UPT-2022-03-28
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:
- David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2020, "Stochastic Impatience and the Separation of Time and Risk Preferences," Working Papers, Princeton University. Economics Department., number 2020-54, Apr.
- Faruk R. Gul & Wolfgang Pesendorfer & Mu Zhang, 2020, "Market Design and Walrasian Equilibrium," Working Papers, Princeton University. Economics Department., number 2020-38, Jun.
- Ludovic Tangpi & Xuchen Zhou, 2022, "Optimal Investment in a Large Population of Competitive and Heterogeneous Agents," Papers, arXiv.org, number 2202.11314, Feb, revised Feb 2023.
- Erhan Bayraktar & Tao Chen, 2022, "Nonparametric Adaptive Robust Control Under Model Uncertainty," Papers, arXiv.org, number 2202.10391, Feb, revised Mar 2022.
- Taiga Saito & Akihiko Takahashi, 2022, "Portfolio optimization with choice of a probability measure (forthcoming in proceedings of IEEE CIFEr 2022)," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-534, Mar.
- Vanessa MICHEL(OLTRA), 2022, "De l’homo oeconomicus empathique à l’homo sympathicus Les apports de la sympathie smithienne à la compréhension des comportements prosociaux," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2022-03.
- Andrei Savochkin & Alexander Shklyaev & Alexey Galatenko, 2022, "Dynamic Consistency and Rectangularity for the Smooth Ambiguity Model," Working Papers, New Economic School (NES), number w0288, Mar.
- Mickael Beaud & Mathieu Lefebvre & Julie Rosaz, 2023, "Other-Regarding Preferences and Giving Decision in a Risky Environment: Experimental Evidence," Post-Print, HAL, number hal-03559598, Jun, DOI: 10.1007/s10058-022-00296-5.
- Derek Messacar, 2022, "Loss-Averse Tax Manipulation and Tax-Preferred Savings," Cahiers de recherche / Working Papers, Institut sur la retraite et l'épargne / Retirement and Savings Institute, number 8.
- Benjamin Bruder & Nazar Kostyuchyk & Thierry Roncalli, 2022, "Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia," Papers, arXiv.org, number 2202.10721, Feb.
- Koichi Futagami & Daiki Maeda, 2022, "Naive Agents with Non-unitary Discounting Rate in a Monetary Economy," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-28, Mar.