Financial market equilibria with cumulative prospect theory
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Publication:617572
DOI10.1016/J.JMATECO.2010.06.001zbMath1232.91241OpenAlexW3123390168MaRDI QIDQ617572
Marc Oliver Rieger, Thorsten Hens, Enrico G. De Giorgi
Publication date: 21 January 2011
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.06.001
prospect theorygeneral equilibrium modelcumulative prospect theorynon-convex preferencescontinuum of agents
Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)
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