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