Existence of Arrow-Debreu equilibrium with S-shaped utility function
文献类型：期刊论文
| 作者 | Xi, Yang |
| 刊名 | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
 |
| 出版日期 | 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 |
| WOS记录号 | WOS:000254931500016 |
| 出版者 | SPRINGER HEIDELBERG |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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