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Arrow-Debreu equilibria for rank-dependent utilities with heterogeneous probability weighting 期刊论文
MATHEMATICAL FINANCE, 2019, 卷号: 29, 期号: 3, 页码: 898-927
作者:  Jin, Hanqing;  Xia, Jianming;  Zhou, Xun Yu
收藏  |  浏览/下载:188/0  |  提交时间:2020/01/10
Arrow-Debreu equilibrium  comonotone Pareto optimum  price equilibrium with transfers  probability weighting  rank-dependent utility  state-price density  G11  
ARROW-DEBREU EQUILIBRIA FOR RANK-DEPENDENT UTILITIES 期刊论文
MATHEMATICAL FINANCE, 2016, 卷号: 26, 期号: 3, 页码: 558-588
作者:  Xia, Jianming;  Zhou, Xun Yu
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
rank-dependent utility  probability weighting  Arrow-Debreu equilibrium  state-price density  
Existence of Arrow-Debreu equilibrium with S-shaped utility function 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2007, 卷号: 23, 期号: 1, 页码: 149-154
作者:  Xi, Yang
收藏  |  浏览/下载:102/0  |  提交时间:2018/07/30
subjective expected utility  S-shaped utility function  prospect theory  Arrow-Debreu equilibrium  
existenceofarrowdebreuequilibriumwithsshapedutilityfunction 期刊论文
actamathematicaeapplicataesinica, 2007, 卷号: 023, 期号: 001, 页码: 149
作者:  Yang Xi
收藏  |  浏览/下载:101/0  |  提交时间:2020/01/10