Nonconvex Equilibrium Prices in Prediction Markets

DOI10.1287/DECA.2014.0306zbMath1398.91282OpenAlexW1974450040MaRDI QIDQ4691988

Ashwin K. Seshadri

Publication date: 24 October 2018

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/deca.2014.0306

zbMATH Keywords

stochastic dominanceprobability forecastingprediction marketsmarket risk premiumnonconvex prices

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

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• Advances in prospect theory: cumulative representation of uncertainty
• Loss aversion equilibrium
• Prospect Theory: An Analysis of Decision under Risk
• The Probability Weighting Function

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