Financial market equilibria with cumulative prospect theory
type: Item
instance of: scholarly article
title: Financial market equilibria with cumulative prospect theory
zbMATH Open document ID: 1232.91241
author: Enrico G. De Giorgi
author: Thorsten Hens
author: Marc Oliver Rieger
published in: Journal of Mathematical Economics
publication date: 2011-01-21T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 5840168
zbMATH Keywords: cumulative prospect theory
zbMATH Keywords: prospect theory
zbMATH Keywords: general equilibrium model
zbMATH Keywords: non-convex preferences
zbMATH Keywords: continuum of agents
MaRDI profile type: Publication
full work available at URL: j.jmateco.2010.06.001
OpenAlex ID: W3123390168
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DOI: 10.1016/J.JMATECO.2010.06.001
description: scientific article; zbMATH DE number 5840168