Report NEP-UPT-2022-09-26

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:

• Mikl'os R'asonyi & Hasanjan Sayit, 2022. "Exponential utility maximization in small/large financial markets," Papers 2208.06549, arXiv.org, revised Jan 2025.
• Sproule, Robert, 2022. "On The History and The Mathematics of The Wold-Juréen (1953) Utility Function, And Its Basis For The Modeling of Giffen Behavior," EconStor Preprints 263912, ZBW - Leibniz Information Centre for Economics.
• Ferraz, Eduardo & Mantilla, César, 2022. "A trade-off from the future: How risk aversion may explain the demand for illiquid assets," Working papers 97, Red Investigadores de Economía.
• Victor H. Aguiar & Roberto Serrano, 2022. "Slutsky Matrix Symmetry: A New Behavioral Condition," University of Western Ontario, Departmental Research Report Series 20228, University of Western Ontario, Department of Economics.
• Daniel Bartl & Johannes Wiesel, 2022. "Sensitivity of multiperiod optimization problems in adapted Wasserstein distance," Papers 2208.05656, arXiv.org, revised Jun 2023.
• Jos'e A. Salmer'on & Giulia Di Nunno & Bernardo D'Auria, 2022. "Before and after default: information and optimal portfolio via anticipating calculus," Papers 2208.07163, arXiv.org, revised May 2023.
• Jean-Paul Doignon & Kota Saito, 2022. "Adjacencies on random ordering polytopes and flow polytopes," Papers 2207.06925, arXiv.org.
• Pascal St-Amour, 2022. "Valuing Life over the Life Cycle," Swiss Finance Institute Research Paper Series 22-62, Swiss Finance Institute.
• Andreas Kleiner, 2022. "Optimal Delegation in a Multidimensional World," Papers 2208.11835, arXiv.org.
• Shunta Akiyama & Mitsuaki Obara & Yasushi Kawase, 2022. "Optimal design of lottery with cumulative prospect theory," Papers 2209.00822, arXiv.org.
• Foellmi, Reto & Heim, Rino & Schmid, Lukas, 2022. "Voter Turnout in Concurrent Votes," Economics Working Paper Series 2209, University of St. Gallen, School of Economics and Political Science, revised Sep 2022.
• Ellingsen, Tore & Mohlin, Erik, 2022. "A Model of Social Duties," Working Papers 2022:14, Lund University, Department of Economics.
• Douadia Bougherara & Lana Friesen & Céline Nauges, 2022. "Risk-taking and skewness-seeking behavior in a demographically diverse population," Post-Print hal-03739823, HAL.
• Johanna Etner & Josselin Thuilliez & Hippolyte d'Albis, 2022. "Vaccination under pessimistic expectations in clinical trials and immunization campaigns," PSE Working Papers halshs-03763363, HAL.
• Imke C. Reimers & Joel Waldfogel, 2022. "The First Sale Doctrine and the Digital Challenge to Public Libraries," NBER Working Papers 30392, National Bureau of Economic Research, Inc.
• Bergeot, J.;, 2022. "Care for Elderly Parents: Do Children Cooperate?," Health, Econometrics and Data Group (HEDG) Working Papers 22/13, HEDG, c/o Department of Economics, University of York.
• Ioan Alexandru Puiu & Raphael Andreas Hauser, 2022. "A fundamental Game Theoretic model and approximate global Nash Equilibria computation for European Spot Power Markets," Papers 2208.14164, arXiv.org.
• Meena Jagadeesan & Michael I. Jordan & Nika Haghtalab, 2022. "Competition, Alignment, and Equilibria in Digital Marketplaces," Papers 2208.14423, arXiv.org, revised Jan 2023.
• Franz Ostrizek & Denis Shishkin, 2022. "Screening With Frames: Implementation in Extensive Form," CRC TR 224 Discussion Paper Series crctr224_2022_364, University of Bonn and University of Mannheim, Germany.
• Keisuke Kizaki & Taiga Saito & Akihiko Takahashi, 2022. "Multi-agent Robust Optimal Investment Problem in Incomplete Market," CIRJE F-Series CIRJE-F-1198, CIRJE, Faculty of Economics, University of Tokyo.