Report NEP-UPT-2025-10-27

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:

• Ben Abramowitz, 2025. "Capital Games and Growth Equilibria," Papers 2510.00472, arXiv.org.
• Yeshwanth Cherapanamjeri & Constantinos Daskalakis & Gabriele Farina & Sobhan Mohammadpour, 2025. "Learning Correlated Reward Models: Statistical Barriers and Opportunities," Papers 2510.15839, arXiv.org.
• Yan Dolinsky, 2025. "Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact," Papers 2509.25472, arXiv.org.
• Marielle Brunette & Stéphane Couture & Patrice Loisel, 2025. "Decisions under ambiguities and value of information: An experiment on forest management in the context of climate change," Working Papers of BETA 2025-41, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Xueying Huang & Peng Luo & Dejian Tian, 2025. "Maximum principle for robust utility optimization via Tsallis relative entropy," Papers 2509.20888, arXiv.org.
• Komatsubara, Takashi, 2025. "The Effects of Sports Activities on Time Preferences and Risk Aversion," MPRA Paper 126001, University Library of Munich, Germany.
• Daniel Cunha Oliveira & Grover Guzman & Nick Firoozye, 2025. "(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies," Papers 2510.12725, arXiv.org.
• Andrew Li & R. Ravi & Karan Singh & Zihong Yi & Weizhong Zhang, 2025. "How to Sell High-Dimensional Data Optimally," Papers 2510.15214, arXiv.org.
• Alejandro Francetich & Burkhard C. Schipper, 2025. "Discrete Screening," Working Papers 375, University of California, Davis, Department of Economics.
• Gregorio Curello & Ludvig Sinander & Mark Whitmeyer, 2025. "Outside options and risk attitude," Papers 2509.14732, arXiv.org.
• Masaaki Fujii, 2025. "Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents," CIRJE F-Series CIRJE-F-1261, CIRJE, Faculty of Economics, University of Tokyo.
• Ernst Fehr & Julien Senn & Thomas Epper & Aljosha Henkel, 2025. "How do monetary incentives affect the measurement of social preferences?," ECON - Working Papers 482, Department of Economics - University of Zurich.
• Shuping Shi & Jun Yu & Chen Zhang, 2025. "Realized Volatility Forecasting: Continuous versus Discrete Time Models," Working Papers 202537, University of Macau, Faculty of Business Administration.
• Peng Xu, 2025. "Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective," Papers 2509.22896, arXiv.org.
• Fernández-Huertas Moraga, Jesús, 2025. "The Second Spanish Immigration Boom," IZA Discussion Papers 18185, Institute of Labor Economics (IZA).