Report NEP-UPT-2024-11-11

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:

• Keigo Inukai & Yuta Shimodaira & Kohei Shiozawa, 2022. "Revisiting CES utility functions for distributional preferences: Do people face the equality–efficiency trade-off?," ISER Discussion Paper 1195r, Institute of Social and Economic Research, Osaka University, revised Sep 2024.
• Mika Akesaka & Ryo Mikami & Yoshiyasu Ono, 2024. "Insatiable Wealth Preference: Evidence from Japanese Household Survey," ISER Discussion Paper 1241rr, Institute of Social and Economic Research, Osaka University, revised Oct 2024.
• Wing Fung Chong & Gechun Liang, 2024. "Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach," Papers 2410.01378, arXiv.org.
• Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram de Rock & Frederic Vermeulen, 2024. "Spouses with benefits: on match quality and consumption inside households," CEBI working paper series 24-14, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Tizié Bene & Yann Bramoullé & Frédéric Deroïan, 2024. "Formal insurance and altruism networks," Post-Print hal-04717990, HAL.
• Gaurab Aryal & Isabelle Perrigne & Quang Vuong & Haiqing Xu, 2024. "Econometrics of Insurance with Multidimensional Types," Papers 2410.08416, arXiv.org.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2024. "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," NBER Working Papers 33058, National Bureau of Economic Research, Inc.
• Masashi Sekine, 2024. "Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach," Papers 2410.01352, arXiv.org.
• Heifetz, Stephen, 2024. "CFIUS and the cost of risk aversion," Columbia FDI Perspectives 392, Columbia University, Columbia Center on Sustainable Investment (CCSI).
• Motte, Edouard & Hainaut, Donatien, 2024. "Efficient hedging of life insurance portfolio for loss-averse insurers," LIDAM Discussion Papers ISBA 2024013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).