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Report NEP-UPT-2023-05-15
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:
- Yunhong Li & Zuo Quan Xu & Xun Yu Zhou, 2023, "Robust utility maximization with intractable claims," Papers, arXiv.org, number 2304.06938, Apr, revised Jul 2023.
- Christopher P. Chambers & Georgios Gerasimou, 2023, "Non-diversified portfolios with subjective expected utility," Papers, arXiv.org, number 2304.08059, Apr, revised Oct 2024.
- Yingting Miao & Qiang Zhang, 2023, "Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility," Papers, arXiv.org, number 2304.07672, Apr.
- Mohajan, Devajit & Mohajan, Haradhan, 2023, "Sensitivity Analysis for Utility Maximization: A Study on Lagrange Multipliers and Commodity Coupons," MPRA Paper, University Library of Munich, Germany, number 117077, Jan, revised 06 Jan 2023.
- Tomas E. Caravello & John Driffill & Turalay Kenc & Martin Sola, 2023, "Risk Aversion and Changes in Regime," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 237, Apr.
- Item repec:hal:wpaper:hal-04018735 is not listed on IDEAS anymore
- Junlong Feng & Sokbae Lee, 2023, "Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds," Papers, arXiv.org, number 2304.01921, Apr, revised Nov 2024.
- Masaaki Fujii & Masashi Sekine, 2023, "Mean-field equilibrium price formation with exponential utility," Papers, arXiv.org, number 2304.07108, Apr, revised Jan 2025.
- Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023, "Recursive Preferences and Ambiguity Attitudes," Papers, arXiv.org, number 2304.06830, Apr, revised Jan 2026.
- Matthew Kovach & Gerelt Tserenjigmid, 2023, "The Focal Quantal Response Equilibrium," Papers, arXiv.org, number 2304.00438, Apr.
- Hannah Zillessen, 2022, "Uncertainty, Citizenship & Migrant Saving Choices," Economics Series Working Papers, University of Oxford, Department of Economics, number 1008, Nov.
- Lepinteur, Anthony & Borga, Liyousew G. & Clark, Andrew E. & Vögele, Claus & D'Ambrosio, Conchita, 2023, "Risk Aversion and COVID-19 Vaccine Hesitancy," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16084, Apr.
- Yuling Yan & Weijie J. Su & Jianqing Fan, 2023, "Isotonic Mechanism for Exponential Family Estimation in Machine Learning Peer Review," Papers, arXiv.org, number 2304.11160, Apr, revised Feb 2025.
- Nicolás Salamanca & Buly A. Cardak & Edwin Ip & Joe Vecci, 2023, "Time-stability of risk preferences: A new approach with evidence from developed and developing countries," Discussion Papers, University of Exeter, Department of Economics, number 2305, Apr.
- John Duffy & Janet Hua Jiang & Huan Xie, 2023, "Pricing Indefinitely Lived Assets: Experimental Evidence," Staff Working Papers, Bank of Canada, number 23-25, Apr, DOI: 10.34989/swp-2023-25.
- Nicholas Ingwersen & Elizabeth Frankenberg & Duncan Thomas, 2023, "Evolution of Risk Aversion over Five Years after a Major Natural Disaster," NBER Working Papers, National Bureau of Economic Research, Inc, number 31102, Apr.
- Masaaki Fujii & Masashi Sekine, 2023, "Mean-field Equilibrium Price Formation with Exponential Utility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1210, Apr.
- Ali Lazrak & Jianfeng Zhang, 2023, "Unlocking Democratic Efficiency: How Coordinated Outcome-Contingent Promises Shape Decisions," Papers, arXiv.org, number 2304.08008, Apr, revised May 2025.