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Report NEP-UPT-2023-04-17
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:
- Stanca Lorenzo, 2023, "Recursive preferences, correlation aversion, and the temporal resolution of uncertainty," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 080, Apr.
- Anastasiya Tanana, 2023, "Relative performance criteria of multiplicative form in complete markets," Papers, arXiv.org, number 2303.07941, Mar.
- Nicole Bauerle & Antje Mahayni, 2023, "Optimal investment in ambiguous financial markets with learning," Papers, arXiv.org, number 2303.08521, Mar, revised Feb 2024.
- David Muller & Emerson Melo & Ruben Schlotter, 2023, "A Distributionally Robust Random Utility Model," Papers, arXiv.org, number 2303.05888, Mar.
- Nicole El Karoui & Mohamed Mrad, 2021, "Recover Dynamic Utility from Observable Process: Application to the economic equilibrium," Post-Print, HAL, number hal-01966312, Mar, DOI: 10.1137/18m1235843.
- Kislaya Prasad, 2023, "Expected Utility from a Constructive Viewpoint," Papers, arXiv.org, number 2303.08633, Mar, revised Feb 2024.
- Hugo E. Ramirez & Rafael Serrano, 2023, "Optimal investment with insurable background risk and nonlinear portfolio allocation frictions," Papers, arXiv.org, number 2303.04236, Mar.
- Anna Bogomolnaia & Hervé Moulin, 2022, "Guarantees in Fair Division: General or Monotone Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03886828, Apr, DOI: 10.1287/moor.2022.1255.
- Pierre-Carl Michaud & Pascal St. Amour, 2023, "Longevity, Health and Housing Risks Management in Retirement," NBER Working Papers, National Bureau of Economic Research, Inc, number 31038, Mar.
- Katsutoshi WAKAI, 2023, "A Factor Pricing Model under Ambiguity:A Multi-Period Framework," Discussion papers, Graduate School of Economics , Kyoto University, number e-22-012, Mar.
- David Ronayne & Roberto Veneziani & William R. Zame, 2022, "Do Decision Makers Have Subjective Probabilities? An Experimental Test," Working Papers, Queen Mary University of London, School of Economics and Finance, number 940, Jun.
- Sandro Ambuehl & Sebastian Blesse & Philipp Doerrenberg & Christoph Feldhaus & Axel Ockenfels, 2023, "Politicians’ Social Welfare Criteria – An Experiment with German Legislators," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 391.
- Jean-Pierre Drugeon & Thai Ha-Huy, 2023, "An $\alpha$-MaxMin Utility Representation for Close and Distant Future Preferences with Temporal Biases," PSE Working Papers, HAL, number hal-04010969, Oct.
- Zhengyang Jiang & Cameron Peng & Hongjun Yan, 2023, "Personality Differences and Investment Decision-Making," NBER Working Papers, National Bureau of Economic Research, Inc, number 31041, Mar.
- John Quiggin, 2023, "Seven types of ambiguity," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 662, Feb.
- Benjamin Enke & Thomas Graeber & Ryan Oprea, 2023, "Complexity and Hyperbolic Discounting," NBER Working Papers, National Bureau of Economic Research, Inc, number 31047, Mar.
- Yuechen Dai & Richard Watt, 2023, "Adverse Selection with the Boot on the Other Foot: Insurer Insolvency as a Problem in Asymmetric Information," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 23/02, Mar.
- St'ephane Gonzalez & Nikolaos Pnevmatikos, 2023, "A Story of Consistency: Bridging the Gap between Bentham and Rawls Foundations," Papers, arXiv.org, number 2303.07488, Mar, revised Oct 2023.