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Report NEP-UPT-2023-08-28
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:
- Laurence Carassus & Massinissa Ferhoune, 2023, "Discrete time optimal investment under model uncertainty," Papers, arXiv.org, number 2307.11919, Jul, revised Feb 2024.
- Ananya Parashar, 2023, "Mean Field Games for Optimal Investment Under Relative Performance Criteria," Papers, arXiv.org, number 2307.10540, Jul, revised Oct 2023.
- Steve Phelps & Rebecca Ranson, 2023, "Of Models and Tin Men: A Behavioural Economics Study of Principal-Agent Problems in AI Alignment using Large-Language Models," Papers, arXiv.org, number 2307.11137, Jul, revised Sep 2023.
- Daniele De Luca, 2023, "Power relations in Game Theory," Papers, arXiv.org, number 2307.14170, Jul.
- Marcos Escobar-Anel & Yiyao Jiao, 2023, "Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis," Papers, arXiv.org, number 2307.12161, Jul.
- V'elez Jim'enez & Rom'an Alberto & Lecuanda Ontiveros & Jos'e Manuel & Edgar Possani, 2023, "Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League," Papers, arXiv.org, number 2307.13807, Jul.
- Ligon, Ethan, 2025, "Risk sharing tests and covariate shocks: Drought, Floods, and Pests in Uganda," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt2zr503fq, Aug.
- Florian Perusset & Michael Rockinger, 2023, "Do Structured Products Improve Portfolio Performance? A Backtesting Exercise," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-47, Jun.
- Hamed Amini & Maxim Bichuch & Zachary Feinstein, 2023, "Decentralized Prediction Markets and Sports Books," Papers, arXiv.org, number 2307.08768, Jul, revised Jan 2025.
- Pashchenko, Svetlana & Porapakkarm, Ponpoje & Jang, Youngsoo, 2023, "Mortality Regressivity and Pension Design," MPRA Paper, University Library of Munich, Germany, number 117936, Jul.
- Kopsacheilis, Orestis & Goerg, Sebastian J., 2023, "Order Effects in Eliciting Preferences," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16343, Jul.
- Frank Kleibergen & Lingwei Kong, 2023, "Identification Robust Inference for the Risk Premium in Term Structure Models," Papers, arXiv.org, number 2307.12628, Jul.