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Report NEP-UPT-2022-05-02
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:
- Nail Kashaev & Victor H. Aguiar, 2022, "Nonparametric Analysis of Dynamic Random Utility Models," Papers, arXiv.org, number 2204.07220, Apr.
- Glötzl, Erhard, 2022, "General Constrained Dynamic (GCD) models with intertemporal utility functions," MPRA Paper, University Library of Munich, Germany, number 112387, Mar.
- Yuhki Hosoya, 2022, "Non-Smooth Integrability Theory," Papers, arXiv.org, number 2203.04770, Mar, revised Mar 2024.
- Yevhen Havrylenko & Maria Hinken & Rudi Zagst, 2022, "Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer," Papers, arXiv.org, number 2203.04053, Mar, revised Oct 2023.
- Xin Zhang, 2022, "Distributional Robust Portfolio Construction based on Investor Aversion," Papers, arXiv.org, number 2203.13999, Mar, revised May 2022.
- Daniel Agness & Travis Baseler & Sylvain Chassang & Pascaline Dupas & Erik Snowberg, 2022, "Valuing the Time of the Self-Employed," CESifo Working Paper Series, CESifo, number 9567.
- Glötzl, Erhard, 2022, "Macroeconomic General Constrained Dynamic models (GCD models)," MPRA Paper, University Library of Munich, Germany, number 112385, Mar.
- Gerard Cornelis van der Meijden & Cees A. Withagen & Hassan Benchekroun, 2022, "An Oligopoly-Fringe Model with HARA Preferences," CESifo Working Paper Series, CESifo, number 9585.
- Shota Ichihashi & Byung-Cheol Kim, 2022, "Addictive Platforms," Staff Working Papers, Bank of Canada, number 22-16, Apr, DOI: 10.34989/swp-2022-16.
- Kombarov, Sayan, 2021, "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper, University Library of Munich, Germany, number 112474, Aug.