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Most decision theories, including expected utility theory, rank dependent utility theory and cumulative prospect theory, assume that investors are only interested in the distribution of returns and not in the states of the economy in which…

Portfolio Management · Quantitative Finance 2014-07-03 Carole Bernard , Franck Moraux , Ludger Rueschendorf , Steven Vanduffel

This paper develops a new data-driven approach to characterizing latent worker skill and job task heterogeneity by applying an empirical tool from network theory to large-scale Brazilian administrative data on worker--job matching. We…

General Economics · Economics 2023-11-03 Jamie Fogel , Bernardo Modenesi

In this paper, I present a visual representation of the relationship between mean hourly total compensation divided by per-capita GDP, hours worked per capita, and the labor share, and show the represented labor equilibrium equation is the…

General Economics · Economics 2020-12-04 John R. Moser

Despite its paramount importance in the empirical growth literature, productivity convergence analysis has three problems that have yet to be resolved: (1) little attempt has been made to explore the hierarchical structure of industry-level…

Econometrics · Economics 2021-11-02 Guohua Feng , Jiti Gao , Bin Peng

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

A new approach to the understanding of sociological collective behaviour, based on the framework of critical phenomena in physics, is presented. The first step consists of constructing a simple mean-behaviour model and applying it to a…

Physics and Society · Physics 2022-11-15 Serge Galam , Yuval Gefen , Yonathan Shapir

This paper explores team formation when workers differ in skills and their desire to out-earn co-workers. I cast this question as a two-dimensional assignment problem with imperfectly transferable utility and show that equilibrium sorting…

Theoretical Economics · Economics 2026-03-05 Paweł Gola

We consider overdamped diffusion processes driven out of thermal equilibrium and we analyze their dynamical steady fluctuations. We discuss the thermodynamic interpretation of the joint fluctuations of occupation times and currents; they…

Statistical Mechanics · Physics 2009-11-13 Christian Maes , Karel Netocny , Bram Wynants

How much do worker skills, firm pay policies, and their interaction contribute to wage inequality? Standard approaches rely on latent fixed effects identified through worker mobility, but sparse networks inflate variance estimates,…

General Economics · Economics 2026-01-05 Aslan Bakirov , Francesco Del Prato , Paolo Zacchia

Under conditions of market equilibrium, the distribution of capital income follows a Pareto power law, with an exponent that characterizes the given equilibrium. Here, a simple taxation scheme is proposed such that the post-tax capital…

Economics · Quantitative Finance 2018-03-14 Jacques Tempere

The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…

Statistical Mechanics · Physics 2021-03-24 Tristan Holsten , Matthias Krüger

The relationships between diversity, productivity and scale determine much of the structure and robustness of complex biological and social systems. While arguments for the link between specialization and productivity are common, diversity…

Physics and Society · Physics 2014-06-24 Luís M. A. Bettencourt , Horacio Samaniego , HyeJin Youn

We investigate the shape of the Italian personal income distribution using microdata from the Survey on Household Income and Wealth, made publicly available by the Bank of Italy for the years 1977--2002. We find that the upper tail of the…

Other Condensed Matter · Physics 2009-01-31 F. Clementi , M. Gallegati

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert

When modeling a vector of risk variables, extreme scenarios are often of special interest. The peaks-over-thresholds method hinges on the notion that, asymptotically, the excesses over a vector of high thresholds follow a multivariate…

Statistics Theory · Mathematics 2024-09-23 Anas Mourahib , Anna Kiriliouk , Johan Segers

Zipf's power-law distribution is a generic empirical statistical regularity found in many complex systems. However, rather than universality with a single power-law exponent (equal to 1 for Zipf's law), there are many reported deviations…

Physics and Society · Physics 2015-03-18 Ryohei Hisano , Didier Sornette , Takayuki Mizuno

We analyze how firms should design wage contracts when workers collaborate in teams and effort costs depend on colleagues through a peer network. Performance-based compensation generates incentives that cascade through the organization,…

Theoretical Economics · Economics 2026-04-17 Marc Claveria-Mayol , Pau Milán , Nicolás Oviedo-Dávila

We deal with a generalized statistical description of nonequilibrium complex systems based on least biased distributions given some prior information. A maximum entropy principle is introduced that allows for the determination of the…

Statistical Mechanics · Physics 2009-11-13 Erik Van der Straeten , Christian Beck

Superpositions of different statistics on different time or spatial scales (in short, superstatistics) can naturally lead to an effective description by nonextensive statistical mechanics. We first discuss the role of escort distributions…

Statistical Mechanics · Physics 2009-11-10 Christian Beck

The theory of superstatistics, originally proposed for the study of complex nonequilibrium systems, has recently been extended to studies of small systems interacting with a finite environment, because such systems display interestingly…

Statistical Mechanics · Physics 2023-04-19 Constanza Farías , Sergio Davis