Existence of Arrow-Debreu equilibrium with S-shaped utility function

DOI10.1007/s10255-006-0359-7zbMath1140.91443OpenAlexW2316892755MaRDI QIDQ871681

Yang Xi

Publication date: 20 March 2007

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-006-0359-7

zbMATH Keywords

prospect theoryArrow-Debreu equilibriumsubjective expected utilityS-shaped utility function

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (1)

Financial market equilibria with cumulative prospect theory

Cites Work

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• Prospect Theory and Asset Prices
• Prospect Theory: An Analysis of Decision under Risk
• Myopic Loss Aversion and the Equity Premium Puzzle
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
• Stochastic finance. An introduction in discrete time

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