Report NEP-UPT-2024-04-29

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:

• Gandhi, Ashvin & Giuliano, Paola & Guan, Eric & Keefer, Quinn & McDonald, Chase & Pagel, Michaela & Tasoff, Joshua, 2024. "Beliefs That Entertain," IZA Discussion Papers 16877, Institute of Labor Economics (IZA).
• Mark Whitmeyer, 2024. "Can One Hear the Shape of a Decision Problem?," Papers 2403.06344, arXiv.org, revised Apr 2024.
• Florian Krach & Josef Teichmann & Hanna Wutte, 2024. "Robust Utility Optimization via a GAN Approach," Papers 2403.15243, arXiv.org.
• Takuma Kunieda & Akihisa Shibata, 2024. "Insurance against Aggregate Shocks," Discussion Paper Series 267, School of Economics, Kwansei Gakuin University.
• Yaacov Kopeliovich & Michael Pokojovy, 2024. "On Merton's Optimal Portfolio Problem under Sporadic Bankruptcy," Papers 2403.15923, arXiv.org.
• Epper, Thomas & Senn, Julien & Fehr, Ernst, 2024. "The Missing Type: Where Are the Inequality Averse (Students)?," IZA Discussion Papers 16865, Institute of Labor Economics (IZA).
• Youngjin Hong & In Kyung Kim & Kyoo il Kim, 2023. "Does it pay to be a reputable company? Insights from the instant noodles market," Working Papers 2304, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• Jinno, Masatoshi & Yasuoka, Masaya, 2024. "Effects of Relaxing Residence Status for Foreign Workers on Native Residents," MPRA Paper 120568, University Library of Munich, Germany.
• Rachel Schuh, 2024. "Miss-Allocation: The Value of Workplace Gender Composition and Occupational Segregation," Staff Reports 1092, Federal Reserve Bank of New York.
• Yuyu Chen & Paul Embrechts & Ruodu Wang, 2024. "Risk exchange under infinite-mean Pareto models," Papers 2403.20171, arXiv.org.
• Ofelia Bonesini & Antoine Jacquier & Aitor Muguruza, 2024. "Risk premium and rough volatility," Papers 2403.11897, arXiv.org.