Report NEP-UPT-2023-04-17

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:

• Stanca Lorenzo, 2023. "Recursive preferences, correlation aversion, and the temporal resolution of uncertainty," Working papers 080, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Anastasiya Tanana, 2023. "Relative performance criteria of multiplicative form in complete markets," Papers 2303.07941, arXiv.org.
• Nicole Bauerle & Antje Mahayni, 2023. "Optimal investment in ambiguous financial markets with learning," Papers 2303.08521, arXiv.org, revised Feb 2024.
• David Muller & Emerson Melo & Ruben Schlotter, 2023. "A Distributionally Robust Random Utility Model," Papers 2303.05888, arXiv.org.
• Nicole El Karoui & Mohamed Mrad, 2021. "Recover Dynamic Utility from Observable Process: Application to the economic equilibrium," Post-Print hal-01966312, HAL.
• Kislaya Prasad, 2023. "Expected Utility from a Constructive Viewpoint," Papers 2303.08633, arXiv.org, revised Feb 2024.
• Hugo E. Ramirez & Rafael Serrano, 2023. "Optimal investment with insurable background risk and nonlinear portfolio allocation frictions," Papers 2303.04236, arXiv.org.
• Anna Bogomolnaia & Hervé Moulin, 2022. "Guarantees in Fair Division: General or Monotone Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03886828, HAL.
• Pierre-Carl Michaud & Pascal St. Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," NBER Working Papers 31038, National Bureau of Economic Research, Inc.
• Katsutoshi WAKAI, 2023. "A Factor Pricing Model under Ambiguity:A Multi-Period Framework," Discussion papers e-22-012, Graduate School of Economics , Kyoto University.
• David Ronayne & Roberto Veneziani & William R. Zame, 2022. "Do Decision Makers Have Subjective Probabilities? An Experimental Test," Working Papers 940, Queen Mary University of London, School of Economics and Finance.
• Sandro Ambuehl & Sebastian Blesse & Philipp Doerrenberg & Christoph Feldhaus & Axel Ockenfels, 2023. "Politicians’ Social Welfare Criteria – An Experiment with German Legislators," ifo Working Paper Series 391, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Jean-Pierre Drugeon & Thai Ha-Huy, 2023. "An $\alpha$-MaxMin Utility Representation for Close and Distant Future Preferences with Temporal Biases," PSE Working Papers hal-04010969, HAL.
• Zhengyang Jiang & Cameron Peng & Hongjun Yan, 2023. "Personality Differences and Investment Decision-Making," NBER Working Papers 31041, National Bureau of Economic Research, Inc.
• John Quiggin, 2023. "Seven types of ambiguity," Discussion Papers Series 662, School of Economics, University of Queensland, Australia.
• Benjamin Enke & Thomas Graeber & Ryan Oprea, 2023. "Complexity and Hyperbolic Discounting," NBER Working Papers 31047, National Bureau of Economic Research, Inc.
• Yuechen Dai & Richard Watt, 2023. "Adverse Selection with the Boot on the Other Foot: Insurer Insolvency as a Problem in Asymmetric Information," Working Papers in Economics 23/02, University of Canterbury, Department of Economics and Finance.
• St'ephane Gonzalez & Nikolaos Pnevmatikos, 2023. "A Story of Consistency: Bridging the Gap between Bentham and Rawls Foundations," Papers 2303.07488, arXiv.org, revised Oct 2023.