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

	Existence of Arrow-Debreu equilibrium with S-shaped utility function
	Xi, Yang
刊名	ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
	2007
卷号	23 期号:1 页码:149-154
关键词	subjective expected utility S-shaped utility function prospect theory Arrow-Debreu equilibrium
ISSN号	0168-9673
英文摘要	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.
语种	英语
出版者	SPRINGER HEIDELBERG
WOS记录号	WOS:000254931500016
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/3992]
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.