Financial market equilibria with cumulative prospect theory (Q617572): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.jmateco.2010.06.001
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+W3123390168
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@@ Property / cites work @@
+Arbitrage and equilibrium in unbounded exchange economies with satiation
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+Markets with a Continuum of Traders
@@ Property / cites work: Markets with a Continuum of Traders / rank @@
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+Existence of Competitive Equilibria in Markets with a Continuum of Traders
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+Prospect Theory and Asset Prices
@@ Property / cites work: Prospect Theory and Asset Prices / rank @@
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+Myopic Loss Aversion and the Equity Premium Puzzle
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+Q4121644
@@ Property / cites work: Q4121644 / rank @@
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
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+Prospect Theory: An Analysis of Decision under Risk
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+Stochastic Dominance
@@ Property / cites work: Stochastic Dominance / rank @@
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+Competitive Equilibria in Markets with a Continuum of Traders and Incomplete Preferences
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+Advances in prospect theory: cumulative representation of uncertainty
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+Arbitrage and the Existence of Competitive Equilibrium
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+Existence of Arrow-Debreu equilibrium with S-shaped utility function
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+An Equilibrium Existence Theorem without Convexity Assumptions
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