Report NEP-UPT-2025-06-23

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.

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Other reports in NEP-UPT

The following items were announced in this report:

• Lucas Bordeu & Javier Castro, 2025. "Optimal Blackjack Betting Strategies Through Dynamic Programming and Expected Utility Theory," Papers 2505.00724, arXiv.org.
• Dongmei Zhu & Ashley Davey & Harry Zheng, 2025. "S-shaped Utility Maximization with VaR Constraint and Partial Information," Papers 2506.10103, arXiv.org.
• Francesco Menoncin & Elena Vigna, 2025. "Portfolio optimization in DC pension scheme with unhedgeable stochastic wage," Carlo Alberto Notebooks 740 JEL Classification: C, Collegio Carlo Alberto.
• Giovanni Mastrobuoni & Emily Owens, 2025. "Strategic Cops and Robbers?," Carlo Alberto Notebooks 741 JEL Classification: K, Collegio Carlo Alberto.
• PaweÅ‚ Doligalski & Piotr Dworczak & Mohammad Akbarpour & Scott Duke Kominers*, 2025. "Optimal Redistribution via Income Taxation and Market Design," Bristol Economics Discussion Papers 25/787, School of Economics, University of Bristol, UK.
• Echenique, Federico & Núñez, Matías, 2025. "Price and Choose," Department of Economics, Working Paper Series qt5dw4g7k5, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
• Roberto Gomez Cram & Howard Kung & Hanno Lustig & David Zeke, 2025. "Fiscal Redistribution Risk in Treasury Markets," NBER Working Papers 33769, National Bureau of Economic Research, Inc.
• Bushra Shehnam Ashraf & Thomas S. Salisbury, 2025. "Bifurcation in optimal retirement," Papers 2506.02155, arXiv.org.
• Arnon Archankul & Jacco J. J. Thijssen, 2025. "Singular Control in Inventory Management with Smooth Ambiguity," Papers 2505.07761, arXiv.org.
• Hans Buehler & Blanka Horvath & Yannick Limmer & Thorsten Schmidt, 2025. "Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling," Papers 2506.07299, arXiv.org.