Report NEP-UPT-2021-04-05

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:

• Loïc Berger & Valentina Bosetti, 2020. "Characterizing ambiguity attitudes using model uncertainty," Post-Print hal-03031502, HAL.
• Gaston Clément Nyassoke Titi & Jules Sadefo-Kamdem & Louis Aimé Fono, 2021. "Optimal Renewable Resource Harvesting model using price and biomass stochastic variations: A Utility Based Approach," Working Papers hal-03169348, HAL.
• Sumru Altug & Fabrice Collard & Cem Çakmakli & Sujoy Mukerji & Han Özsöylev, 2020. "Ambiguous business cycles: a quantitative assessment," Post-Print hal-03039262, HAL.
• Christophe Bontemps & Douadia Bougherara & Celine Nauges, 2021. "Do risk preferences really matter? The case of pesticide use in agriculture," Post-Print hal-03182253, HAL.
• Carlos Alós-Ferrer & Maximilian Mihm, 2021. "Updating stochastic choice," ECON - Working Papers 381, Department of Economics - University of Zurich.
• Sapre, Nikhil, 2021. "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper 106668, University Library of Munich, Germany.
• Akifumi Kira & Kiyohito Nagano & Manabu Sugiyama & Naoyuki Kamiyama, 2021. "Optimal class assignment problem: a case study at Gunma University," Papers 2103.16879, arXiv.org.
• Cuong Le Van & Ngoc-Sang Pham, 2021. "Equilibrium with non-convex preferences: some examples," Working Papers halshs-03177843, HAL.
• Yanzhao Li & Ju'e Guo & Yongwu Li & Xu Zhang, 2021. "Optimal exit decision of venture capital under time-inconsistent preferences," Papers 2103.11557, arXiv.org.
• Philippe Le Coent & Raphaële Preget & Sophie S. Thoyer, 2021. "Farmers follow the herd : a theoretical model on social norms and payments for environmental services," Post-Print halshs-03060492, HAL.
• Mogens Fosgerau & Mads Paulsen & Thomas Kj{ae}r Rasmussen, 2021. "A perturbed utility route choice model," Papers 2103.13784, arXiv.org, revised Sep 2021.
• Philippe Bergault & Fayc{c}al Drissi & Olivier Gu'eant, 2021. "Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics," Papers 2103.13773, arXiv.org, revised Mar 2022.
• Aras, Atilla, 2021. "Solution to the Equity Premium Puzzle," OSF Preprints gj3n2, Center for Open Science.
• Nicolas Taconet & Céline Guivarch & Antonin Pottier, 2021. "Social Cost of Carbon Under Stochastic Tipping Points: when does risk play a role?," Post-Print hal-03167567, HAL.
• Hernán Vallejo, 2021. "An Economic Theory of Labor Discrimination," Documentos CEDE 19139, Universidad de los Andes, Facultad de Economía, CEDE.
• Alex Evans & Guillermo Angeris & Tarun Chitra, 2021. "Optimal Fees for Geometric Mean Market Makers," Papers 2104.00446, arXiv.org.
• Yuan Gao & Christian Kroer & Alex Peysakhovich, 2021. "Online Market Equilibrium with Application to Fair Division," Papers 2103.12936, arXiv.org, revised Oct 2021.