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

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	Existence of Arrow-Debreu equilibrium with S-shaped utility function
	Xi, Yang
	2007
发表期刊	ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN	0168-9673
卷号	23 期号:1 页码:149-154
摘要	This paper characterizes the optimal solution of subjective expected utility with S-shaped utility function, by using the prospect theory (PT). We also prove the existence of Arrow-Debreu equilibrium.
关键词	subjective expected utility S-shaped utility function prospect theory Arrow-Debreu equilibrium
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000254931500016
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3993
专题	中国科学院数学与系统科学研究院
通讯作者	Xi, Yang
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Xi, Yang. Existence of Arrow-Debreu equilibrium with S-shaped utility function[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2007,23(1):149-154.
APA	Xi, Yang.(2007).Existence of Arrow-Debreu equilibrium with S-shaped utility function.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,23(1),149-154.
MLA	Xi, Yang."Existence of Arrow-Debreu equilibrium with S-shaped utility function".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 23.1(2007):149-154.