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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-UPT
The following items were announced in this report:
- Ben Abramowitz, 2025, "Capital Games and Growth Equilibria," Papers, arXiv.org, number 2510.00472, Sep, revised Jan 2026.
- Yeshwanth Cherapanamjeri & Constantinos Daskalakis & Gabriele Farina & Sobhan Mohammadpour, 2025, "Learning Correlated Reward Models: Statistical Barriers and Opportunities," Papers, arXiv.org, number 2510.15839, Oct.
- Yan Dolinsky, 2025, "Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact," Papers, arXiv.org, number 2509.25472, Sep.
- 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, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2025-41.
- Xueying Huang & Peng Luo & Dejian Tian, 2025, "Maximum principle for robust utility optimization via Tsallis relative entropy," Papers, arXiv.org, number 2509.20888, Sep.
- Komatsubara, Takashi, 2025, "The Effects of Sports Activities on Time Preferences and Risk Aversion," MPRA Paper, University Library of Munich, Germany, number 126001, Sep.
- Daniel Cunha Oliveira & Grover Guzman & Nick Firoozye, 2025, "(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies," Papers, arXiv.org, number 2510.12725, Oct.
- Andrew Li & R. Ravi & Karan Singh & Zihong Yi & Weizhong Zhang, 2025, "How to Sell High-Dimensional Data Optimally," Papers, arXiv.org, number 2510.15214, Oct, revised Mar 2026.
- Alejandro Francetich & Burkhard C. Schipper, 2025, "Discrete Screening," Working Papers, University of California, Davis, Department of Economics, number 375, Oct.
- Gregorio Curello & Ludvig Sinander & Mark Whitmeyer, 2025, "Outside options and risk attitude," Papers, arXiv.org, number 2509.14732, Sep.
- Masaaki Fujii, 2025, "Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1261, Oct.
- Ernst Fehr & Julien Senn & Thomas Epper & Aljosha Henkel, 2025, "How do monetary incentives affect the measurement of social preferences?," ECON - Working Papers, Department of Economics - University of Zurich, number 482, Oct.
- Shuping Shi & Jun Yu & Chen Zhang, 2025, "Realized Volatility Forecasting: Continuous versus Discrete Time Models," Working Papers, University of Macau, Faculty of Business Administration, number 202537, Oct.
- Peng Xu, 2025, "Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective," Papers, arXiv.org, number 2509.22896, Sep.
- Fernández-Huertas Moraga, Jesús, 2025, "The Second Spanish Immigration Boom," IZA Discussion Papers, IZA Network @ LISER, number 18185, Oct.