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

DOI10.1007/S10255-006-0359-7MaRDI QIDQ871681zbMATH OpenOpenAlexFDO

Authors 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

subjective expected utilityprospect theoryArrow-Debreu equilibriumS-shaped utility function

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Cites work

• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
• Myopic Loss Aversion and the Equity Premium Puzzle
• Prospect Theory: An Analysis of Decision under Risk
• Prospect theory and asset prices
• Stochastic finance. An introduction in discrete time

Cited in

(3)

• Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable
• Financial market equilibria with cumulative prospect theory
• The S-shaped utility function

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