Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting

DOI10.1111/mafi.12200zbMath1431.91221OpenAlexW2895083446WikidataQ129143151 ScholiaQ129143151MaRDI QIDQ5241567

Hanqing Jin, Xun Yu Zhou, Jian-ming Xia

Publication date: 31 October 2019

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://ora.ox.ac.uk/objects/uuid:af4ec2a5-28a1-4b33-8808-804d47113e58

zbMATH Keywords

Arrow-Debreu equilibriumrank-dependent utilityprobability weightingPareto optimumstate-price densityprice equilibrium with transfers

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54)

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