Report NEP-UPT-2025-11-10

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:

• Gerrit Meyerheim, 2025. "Rare Disasters, Tail Aversion, and Asset Pricing Puzzles," CESifo Working Paper Series 12231, CESifo.
• Gabriel Montes-Rojas & Fernando Toledo & Nicol'as Bertholet & Kevin Corfield, 2025. "Implicit quantile preferences of the Fed and the Taylor rule," Papers 2510.24362, arXiv.org.
• Wilfried Kuissi-Kamdem, 2025. "Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk," Papers 2511.02158, arXiv.org, revised Dec 2025.
• Bailey, Ralph W. & Kozlovskaya, Maria & Ray, Indrajit, 2025. "A Difficulty in Characterising Mixed Nash Equilibria in a Strategic Market Game," Cardiff Economics Working Papers E2025/21, Cardiff University, Cardiff Business School, Economics Section.
• Andrea Modena & Luca Regis & Giorgio Rizzini, 2025. "The Equilibrium Effects of Mortality Risk," CRC TR 224 Discussion Paper Series crctr224_2025_709, University of Bonn and University of Mannheim, Germany.
• Hurmeranta, Risto & Lyytikäinen, Teemu, 2025. "Nominal Loss Aversion in the Housing Market and Household Mobility," Working Papers 178, VATT Institute for Economic Research.
• Maarten P. Scholl & Mahmoud Mahfouz & Anisoara Calinescu & J. Doyne Farmer, 2025. "Learning to Manage Investment Portfolios beyond Simple Utility Functions," Papers 2510.26165, arXiv.org.
• Yukihiko Funaki & Yukio Koriyama & Satoshi Nakada, 2025. "A Characterization of Egalitarian and Proportional Sharing Principles: An Efficient Extension Operator Approach," Papers 2510.24388, arXiv.org, revised Dec 2025.
• Pietro Dall’Ara, 2025. "Persuading an Inattentive and Privately Informed Receiver," CSEF Working Papers 766, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Kimiko Terai, 2025. "The Sovereign Bond Issuance and Tax Competition for Portfolio Investment," Keio-IES Discussion Paper Series DP2025-024, Institute for Economics Studies, Keio University.
• Amir Ashour Novirdoust & Pia Hoffmann-Willers & Julian Keutz, 2025. "Optimal bidding of uncertain renewable electricity in sequential markets - Implications of risk aversion and imperfect competition," EWI Working Papers 2025-10, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Evan M. Calford & Anujit Chakraborty, 2025. "Validated RIS: A within subject test of incentive compatibility in the random (lottery) incentive scheme," ANU Working Papers in Economics and Econometrics 2025-705, Australian National University, College of Business and Economics, School of Economics.
• Peng Liu & Alexander Schied, 2025. "Lambda Value-at-Risk under ambiguity and risk sharing," Papers 2511.00717, arXiv.org.
• Kaibalyapati Mishra, 2025. "Information-Credible Stability in Matching with Incomplete Information," Papers 2510.22750, arXiv.org.
• Ayush Sawarni & Sahasrajit Sarmasarkar & Vasilis Syrgkanis, 2025. "Preference Learning with Response Time: Robust Losses and Guarantees," Papers 2505.22820, arXiv.org, revised Oct 2025.
• Scoppa, Vincenzo & Spanò, Idola Francesca, 2025. "Do Women Ask for Less? Evidence from Reservation Wages in Italy," IZA Discussion Papers 18230, Institute of Labor Economics (IZA).
• Pablo Brañas-Garza & Antonio M. Espín & Diego Jorrat, 2025. "£1(£5) or Nothing in Dictator Games: Unexpected Differences," Working Papers 376, Red Nacional de Investigadores en Economía (RedNIE).
• Banerjee, Swapnendu & Chakraborty, Somenath, 2025. "Individual versus Team Production with Social Preferences," MPRA Paper 125933, University Library of Munich, Germany.
• Gabriel D. Patr'on & Di Zhang & Lavinia M. P. Ghilardi & Evelin Blom & Maldon Goodridge & Erik Solis & Hamidreza Jahangir & Jorge Angarita & Nandhini Ganesan & Kevin West & Nilay Shah & Calvin Tsay, 2025. "Risk-constrained stochastic scheduling of multi-market energy storage systems," Papers 2510.27528, arXiv.org.
• Ce Li & Qianfan Zhang & Weiqiang Zheng, 2025. "From Best Responses to Learning: Investment Efficiency in Dynamic Environment," Papers 2511.01157, arXiv.org.
• Natalia Fabra & Gerard Llobet, 2025. "Designing Contracts for the Energy Transition," Working Papers wp2025_2521, CEMFI.