Report NEP-UPT-2025-12-15

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:

• Emil Horobet, 2025. "The geometry of higher order modern portfolio theory," Papers 2511.20674, arXiv.org.
• Zachary Van Oosten & Ruodu Wang, 2025. "Aggregate then evaluate," Papers 2512.03396, arXiv.org.
• Zeyun Hu & Yang Liu, 2025. "Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network," Papers 2512.00299, arXiv.org.
• Albina Danilova & Valentin Lizhdvoy, 2025. "Risk aversion of insider and dynamic asymmetric information," Papers 2512.05011, arXiv.org.
• Alfred Galichon & Antoine Jacquet & Georgy Salakhutdinov, 2025. "Transferable Utility Matching Beyond Logit: Computation and Estimation with General Heterogeneity," Papers 2511.23116, arXiv.org.
• James C. Cox & Cary Deck & Laura Razzolini & Vjollca Sadiraj, 2025. "Poking Holes and Adding Points in Dictator Games," Experimental Economics Center Working Paper Series 2025-02, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
• Xie, Zoe Leiyu & Yu, Pei Cheng, 2025. "Temptation, Self-Control, and the Design of Optimal Unemployment Insurance," Policy Research Working Paper Series 11265, The World Bank.
• Cheng Weilun & Liang Zongxia & Wang Sheng & Xia Jianming, 2025. "Equilibrium Investment with Random Risk Aversion: (Non-)uniqueness, Optimality, and Comparative Statics," Papers 2512.00830, arXiv.org, revised Dec 2025.
• Moshe A. Milevsky & Thomas S. Salisbury & Robyn Allen, 2025. "Equitable Longevity Risk Sharing or, the raison d'\^etre for a First Nations Pension Plan," Papers 2512.00122, arXiv.org.
• Yao Wu, 2025. "Limit Order Book Dynamics in Matching Markets: Microstructure, Spread, and Execution Slippage," Papers 2511.20606, arXiv.org, revised Nov 2025.