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

DOI10.1007/S10255-006-0359-7zbMATH Open1140.91443OpenAlexW2316892755MaRDI QIDQ871681FDOQ871681

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Prospect theory and asset prices

Cited In (3)

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

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