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Report NEP-UPT-2026-04-06
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:
- T. Wienand & B. Magdalou & R. Nock & P. Hufe, 2026, "Opportunity-Sensitive Social Welfare," Papers, arXiv.org, number 2603.26853, Mar.
- Joseph Marshall, 2026, "The Econometrics of Utility Transferability in Dyadic Network Formation Models," Papers, arXiv.org, number 2603.25641, Mar.
- Minkey Chang, 2026, "Portfolio Optimization under Recursive Utility via Reinforcement Learning," Papers, arXiv.org, number 2603.22880, Mar.
- M. Abdellaoui & B. Hill & E. Kemel & H. Maafi, 2025, "Learning under Ambiguity: An Experimental Investigation
[Apprentissage en présence d'incertitude ambigue]," Post-Print, HAL, number hal-05541433, Jun, DOI: 10.1016/j.jet.2025.106093. - Shunzhi Pang, 2026, "Robust Investment-Driven Insurance Pricing under Correlation Ambiguity," Papers, arXiv.org, number 2603.18969, Mar.
- Yuechen Dai & Richard Watt & Kuntal Das, 2026, "Optimal Capital Allocation Between Earth and Space Insurance: A Standard Portfolio Theory Approach," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 26/02, Apr.
- Victor H. Aguiar & Nail Kashaev, 2026, "GARP-EFM: Improving Foundation Models with Revealed Preference Structure," Papers, arXiv.org, number 2603.23993, Mar.
- Silvana M. Pesenti & Thai Nguyen, 2026, "Outperforming a Benchmark with $\alpha$-Bregman Wasserstein divergence," Papers, arXiv.org, number 2603.20580, Mar.
- A. Fernandez-Perez & A.-M. Fuertes & J. Miffre, 2026, "Does speculation in futures markets improve commodity hedging decisions?," Post-Print, HAL, number hal-05563835, Mar, DOI: 10.1287/mnsc.2024.04940.
- François Le Grand & Xavier Ragot, 2025, "Optimal Fiscal Policy with Heterogeneous Agents and Capital: Should We Increase or Decrease Public Debt and Capital Taxes?," Post-Print, HAL, number hal-05547657, Jul, DOI: 10.1086/734877.
- Yun Zhao & Alex S. L. Tse & Harry Zheng, 2026, "Reinforcement Learning for Speculative Trading under Exploratory Framework," Papers, arXiv.org, number 2604.02035, Apr.
- Aaron L. Bodoh-Creed & Brent R. Hickman & John A. List & Ian Muir & Gregory K. Sun, 2026, "Salience and (Non-)Buyer's Remorse: Optimal Nonlinear Pricing with Cognitively Constrained Consumers," NBER Working Papers, National Bureau of Economic Research, Inc, number 35003, Mar.
- Tim J. Boonen & Engel John C. Dela Vega & Len Patrick Dominic M. Garces, 2026, "Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty," Papers, arXiv.org, number 2603.25350, Mar.
- Easton Huch & Michael Keane, 2026, "Amortized Inference for Correlated Discrete Choice Models via Equivariant Neural Networks," Papers, arXiv.org, number 2603.24705, Mar, revised Apr 2026.
- Jules Arzel & Noureddine Lehdili, 2026, "Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks," Papers, arXiv.org, number 2603.29994, Mar.
- Ruiwu Liu & Yangjian Zhu, 2026, "Efficient Electric Vehicle Charging Allocation: A Two-Stage Optimization and Participation Analysis," Papers, arXiv.org, number 2603.16202, Mar.