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Report NEP-UPT-2024-11-11
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:
- Keigo Inukai & Yuta Shimodaira & Kohei Shiozawa, 2022, "Revisiting CES utility functions for distributional preferences: Do people face the equality–efficiency trade-off?," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1195r, Oct, revised Sep 2024.
- Mika Akesaka & Ryo Mikami & Yoshiyasu Ono, 2024, "Insatiable Wealth Preference: Evidence from Japanese Household Survey," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1241rr, Apr, revised Oct 2024.
- Wing Fung Chong & Gechun Liang, 2024, "Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach," Papers, arXiv.org, number 2410.01378, Oct, revised Sep 2025.
- Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram de Rock & Frederic Vermeulen, 2024, "Spouses with benefits: on match quality and consumption inside households," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 24-14, Sep.
- Tizié Bene & Yann Bramoullé & Frédéric Deroïan, 2024, "Formal insurance and altruism networks," Post-Print, HAL, number hal-04717990, Oct, DOI: 10.1016/j.jdeveco.2024.103335.
- Gaurab Aryal & Isabelle Perrigne & Quang Vuong & Haiqing Xu, 2024, "Econometrics of Insurance with Multidimensional Types," Papers, arXiv.org, number 2410.08416, Oct.
- Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2024, "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," NBER Working Papers, National Bureau of Economic Research, Inc, number 33058, Oct.
- Masashi Sekine, 2024, "Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach," Papers, arXiv.org, number 2410.01352, Oct, revised Apr 2025.
- Heifetz, Stephen, 2024, "CFIUS and the cost of risk aversion," Columbia FDI Perspectives, Columbia University, Columbia Center on Sustainable Investment (CCSI), number 392.
- Motte, Edouard & Hainaut, Donatien, 2024, "Efficient hedging of life insurance portfolio for loss-averse insurers," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024013, Apr.