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• W291033750 abstract "We study correlated equilibrium for finite normal form games in which agents’ preferences are represented by the pair of functions suggested in cumulative prospect theory (CPT). Accordingly, three key aspects of CPT are incorporated: subjective probability weighting, loss aversion, and reference dependence. We show the existence of equilibrium and investigate the set of equilibria under CPT preferences. JEL Classification: C72, D81" @default.
• W291033750 created "2016-06-24" @default.
• W291033750 creator A5021814624 @default.
• W291033750 date "2013-01-01" @default.
• W291033750 modified "2023-09-27" @default.
• W291033750 title "Correlated Equilibrium for Agents with Cumulative Prospect Theory Preferences" @default.
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• W291033750 doi "https://doi.org/10.2139/ssrn.2302425" @default.
• W291033750 hasPublicationYear "2013" @default.
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