Financial market equilibria with cumulative prospect theory

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

zbMATH Keywords

prospect theorygeneral equilibrium modelcumulative prospect theorynon-convex preferencescontinuum of agents

Mathematics Subject Classification ID

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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Cites Work

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• Existence of Competitive Equilibria in Markets with a Continuum of Traders
• Competitive Equilibria in Markets with a Continuum of Traders and Incomplete Preferences
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME

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