Optimal demand for contingent claims when agents have law invariant utilities (Q3084596)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal demand for contingent claims when agents have law invariant utilities |
scientific article; zbMATH DE number 5870030
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal demand for contingent claims when agents have law invariant utilities |
scientific article; zbMATH DE number 5870030 |
Statements
OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (English)
0 references
25 March 2011
0 references
contingent claims
0 references
rank-dependent expected utility
0 references
cumulative prospect theory
0 references
law invariant utilities
0 references
0 references
0 references
0.7862406969070435
0 references
0.7769420146942139
0 references
0.7551477551460266
0 references
0.7543317675590515
0 references
0.7533442378044128
0 references
