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ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES - MaRDI portal

ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189)

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scientific article; zbMATH DE number 6603659
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ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
scientific article; zbMATH DE number 6603659

    Statements

    title
    ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (English)
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    publication date
    15 July 2016
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    zbMATH Keywords
    rank-dependent utility
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    probability weighting
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    Arrow-Debreu equilibrium
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    state-price density
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    author
    Jian-ming Xia
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    Xun Yu Zhou
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    cites work
    Stochastic Finance
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    Identifiers

    DOI
    10.1111/mafi.12070
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    zbMATH DE Number
    6603659
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    OpenAlex ID
    W3124112991
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