Report NEP-UPT-2019-09-16

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:

• Bernardo D'Auria & Jos'e Antonio Salmer'on, 2019. "Insider information and its relation with the arbitrage condition and the utility maximization problem," Papers 1909.03430, arXiv.org, revised Dec 2019.
• Jaeok Park, 2019. "Decision Making and Games with Vector Outcomes," Working papers 2019rwp-146, Yonsei University, Yonsei Economics Research Institute.
• Kerem Ugurlu, 2019. "Robust Utility Maximization with Drift and Volatility Uncertainty," Papers 1909.05335, arXiv.org.
• Jorn Sass & Dorothee Westphal, 2019. "Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence," Papers 1909.01830, arXiv.org, revised Nov 2021.
• Christopher P. Chambers & Federico Echenique & Nicolas Lambert, 2019. "Recovering Preferences from Finite Data," Papers 1909.05457, arXiv.org, revised Oct 2020.
• Aleksandr Alekseev, 2019. "Give Me a Challenge or Give Me a Raise," Working Papers 19-21, Chapman University, Economic Science Institute.
• Aase, Knut K. & Bjerksund, Petter, 2019. "The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations," Discussion Papers 2019/7, Norwegian School of Economics, Department of Business and Management Science, revised 03 Feb 2021.
• David Muller & Yurii Nesterov & Vladimir Shikhman, 2019. "Discrete choice prox-functions on the simplex," Papers 1909.05591, arXiv.org.
• Adam Gorajek, 2019. "The Well-meaning Economist," RBA Research Discussion Papers rdp2019-08, Reserve Bank of Australia.
• Michail Anthropelos & Tim J. Boonen, 2019. "Nash Equilibria in Optimal Reinsurance Bargaining," Papers 1909.01739, arXiv.org, revised Mar 2020.
• Fabian Gouret, 2019. "Empirical foundation of valence using Aldrich-McKelvey scaling," THEMA Working Papers 2019-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Shivani Taneja, 2019. "Gender Gap In Job Utility Of British Workers," Proceedings of International Academic Conferences 9010643, International Institute of Social and Economic Sciences.
• Cars Hommes & Kostas Mavromatis & Tolga Ozden & Mei Zhu, 2019. "Behavioral learning equilibria in the New Keynesian model," DNB Working Papers 654, Netherlands Central Bank, Research Department.
• Gibbs, Christopher G. & McClung, Nigel, 2019. "Does my model predict a forward guidance puzzle?," Research Discussion Papers 19, Bank of Finland.
• Tommaso Lando & Lucio Bertoli-Barsotti, 2019. "Distorted stochastic dominance: a generalized family of stochastic orders," Papers 1909.04767, arXiv.org.
• Alberto Chong & Joan J. Martínez, 2019. "Does Education Increase Risk Aversion? Evidence Using Artefactual Experiments in Peru," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1917, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
• Nathalie Gimenes & Emmanuel Guerre, 2019. "Quantile regression methods for first-price auctions," Papers 1909.05542, arXiv.org, revised Sep 2020.
• Ravi Bansal & Mariano Max Croce & Wenxi Liao & Samuel Rosen, 2019. "Uncertainty-Induced Reallocations and Growth," NBER Working Papers 26248, National Bureau of Economic Research, Inc.
• Yongyang Cai & William Brock & Anastasios Xepapadeas & Kenneth Judd, 2019. "Climate Policy under Spatial Heat Transport: Cooperative and Noncooperative Regional Outcomes," Papers 1909.04009, arXiv.org.
• Mirzaei, Farzad & Mahdavi, Sadegh & Bayat, Alireza, 2019. "Economic Operation of Unit Commitment Using Multiverse Optimization Algorithm," MPRA Paper 95894, University Library of Munich, Germany.