Report NEP-UPT-2023-08-28

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:

• Laurence Carassus & Massinissa Ferhoune, 2023. "Discrete time optimal investment under model uncertainty," Papers 2307.11919, arXiv.org, revised Feb 2024.
• Ananya Parashar, 2023. "Mean Field Games for Optimal Investment Under Relative Performance Criteria," Papers 2307.10540, arXiv.org, revised Oct 2023.
• Steve Phelps & Rebecca Ranson, 2023. "Of Models and Tin Men: A Behavioural Economics Study of Principal-Agent Problems in AI Alignment using Large-Language Models," Papers 2307.11137, arXiv.org, revised Sep 2023.
• Daniele De Luca, 2023. "Power relations in Game Theory," Papers 2307.14170, arXiv.org.
• Marcos Escobar-Anel & Yiyao Jiao, 2023. "Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis," Papers 2307.12161, arXiv.org.
• V'elez Jim'enez & Rom'an Alberto & Lecuanda Ontiveros & Jos'e Manuel & Edgar Possani, 2023. "Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League," Papers 2307.13807, arXiv.org.
• Ligon, Ethan, 2023. "Risk sharing tests and covariate shocks," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2zr503fq, Department of Agricultural & Resource Economics, UC Berkeley.
• Florian Perusset & Michael Rockinger, 2023. "Do Structured Products Improve Portfolio Performance? A Backtesting Exercise," Swiss Finance Institute Research Paper Series 23-47, Swiss Finance Institute.
• Hamed Amini & Maxim Bichuch & Zachary Feinstein, 2023. "Decentralized Prediction Markets and Sports Books," Papers 2307.08768, arXiv.org, revised Jan 2025.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje & Jang, Youngsoo, 2023. "Mortality Regressivity and Pension Design," MPRA Paper 117936, University Library of Munich, Germany.
• Kopsacheilis, Orestis & Goerg, Sebastian J., 2023. "Order Effects in Eliciting Preferences," IZA Discussion Papers 16343, Institute of Labor Economics (IZA).
• Frank Kleibergen & Lingwei Kong, 2023. "Identification Robust Inference for the Risk Premium in Term Structure Models," Papers 2307.12628, arXiv.org.