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Report NEP-UPT-2026-08-24
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:
- Yi-Hsuan Lin, 2026, "On the (Non-)Uniqueness of Random Non-Expected Utility," Papers, arXiv.org, number 2607.15790, Jul.
- Symeon Vaidanis & Marios Kountouris, 2026, "Neilson's Weak vs. Strong Loss Aversion: A Characterization and a Generalized CPT-Utility Function," Papers, arXiv.org, number 2607.22085, Jul.
- Battaglini, Marco & Palfrey, Thomas R, 2024, "Welfare in the Volunteer’s Dilemma," CEPR Discussion Papers, Centre for Economic Policy Research, number 19544, Sep.
- Christian Oliver Ewald, 2026, "Risk Aversion in the Small and in the Large: Beyond Arrow-Pratt A Wiener Chaos Hierarchy of Dynamic Risk Premia," Papers, arXiv.org, number 2607.23161, Jul.
- Sascha Desmettre & Philipp C. Hornung, 2026, "Robust Control for Marked Point Processes under Transition-Rate Uncertainty," Papers, arXiv.org, number 2607.16935, Jul.
- Masashi Sekine, 2026, "Mean-field equilibrium price formation under single-default risk," Papers, arXiv.org, number 2607.17502, Jul.
- Hao Liu & Yang Liu & Zhenyu Shen, 2026, "Behavioral Participating Insurance: Optimal Investment under Probability Distortion and Aspiration Constraints," Papers, arXiv.org, number 2608.15743, Aug.
- Krueger, Dirk & Uhlig, Harald & Li, Fulin, 2024, "Neoclassical Growth Transition Dynamics with One-Sided Commitment," CEPR Discussion Papers, Centre for Economic Policy Research, number 19471, Sep.
- Evan M. Calford, 2026, "Ambiguity-dominance in games," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2026-707, May.
- Ambler, Kate & Bakhtiar, M. Mehrab & DeBrauw, Alan & Uddin, Mohammad Riad, 2026, "Risk Aversion and Credit Access: Solving Financial Exclusion through Contract Innovation," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404341, DOI: 10.22004/ag.econ.404341.
- Nader Karimi & Foad Shokrollahi & Masoumeh Shahmoradi, 2026, "Optimal Surplus Management for Insurers under Stochastic Interest Rates and Jump-Driven Liabilities," Papers, arXiv.org, number 2607.21687, Jul.
- G. Charles-Cadogan, 2026, "Reference Dependence and the Structure of the WTA/WTP Gap," Papers, arXiv.org, number 2607.27239, Jul.
- M. Ali Khan & Arthur Paul Pedersen & Maxwell B. Stinchcombe, 2026, "All Games Have Equilibria," Papers, arXiv.org, number 2607.15452, Jul, revised Aug 2026.
- Bazley, William & Cuculiza, Carina & Korniotis, George, 2024, "Discrimination and Preference Primitives," CEPR Discussion Papers, Centre for Economic Policy Research, number 19514, Sep.
- Barba, Francesca R. & Drichoutis, Andreas & Palma, Marco A. & Cerroni, Simone, 2026, "Higher-Order Risk Preferences and Risk-Management Behavior: Evidence from Italian Winegrowers," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404409, DOI: 10.22004/ag.econ.404409.
- Bazley, William & Jannati, Sima & Korniotis, George, 2024, "Grit, Preferences, and Investor Behavior," CEPR Discussion Papers, Centre for Economic Policy Research, number 19513, Sep.
- Tim J. Boonen & Wing Fung Chong & Kenneth Tsz Hin Ng & Tak Wa Ng, 2026, "Nash Peer-to-Peer Insurance Bargaining under Price Fairness and Coalitional Stability," Papers, arXiv.org, number 2608.09859, Aug.
- Tsetse, Wisdom Makafui & Chung, Chanjin & Lambert, Dayton, 2026, "A Direct Test of Adverse Selection in the Cattle Procurement Market," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404543, DOI: 10.22004/ag.econ.404543.
- Bruno Bouchard & Lucas Gnecco Heredia & Ludovic Moreau & Kim-Anh Pham, 2026, "Optimal Control with Expectation Constraint in a Smooth Boundary Case," Papers, arXiv.org, number 2607.24114, Jul.
- Mikhail Perepelitsa, 2026, "Proof-of-Stake Dynamics: The Elusive Price Anchor and Endogenous Volatility Harvesting," Papers, arXiv.org, number 2607.16622, Jul.
- Hiroaki Odahara, 2026, "Reversing Reserve Logic: Optimal Holdback in Local Allocation under Scalable Entry," Papers, arXiv.org, number 2607.27817, Jul.
- Li, Xiaolei & Hu, Wuyang & Yu, Chenghui & Zhao, Minjuan, 2026, "Misinterpreting Expiration Date Label and Food Waste: A Bundled Utility Maximization Framework," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404378, DOI: 10.22004/ag.econ.404378.
- Dmitry Dagaev & Elina Ibragimova & Ekaterina Lodneva, 2026, "Risk-Taking in High-Stakes Competition: Evidence from Olympic Indoor Volleyball," Working Papers, New Economic School (NES), number w0298, Aug.
- Cash Looi & Ruben Loaiza-Maya & Didier Nibbering, 2026, "A Multinomial Probit Model for Asymmetric Choice Responses," Papers, arXiv.org, number 2608.10336, Aug.
- Biais, Bruno & Mariotti, Thomas & Moinas, Sophie & Pouget, Sebastien, 2024, "Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation," CEPR Discussion Papers, Centre for Economic Policy Research, number 19420, Sep.