's empirical findings under risk. Furthermore, no significant differences are detected across contexts as regards utility and loss …This paper reports on the results of an experimental elicitation at the individual level of all prospect theory … components (i.e., utility, loss aversion, and weighting functions) in two decision contexts: situations where alternatives are …

In economics, the prevailing framework to explain preferences under uncerta- inty is the Expected Utility theory …. Despite its widespread use, the Expected Utility theory is not free from problems. Experimental and empirical works shows that …, in real life, the choices of individuals among risky alternatives conflict with the axioms of the Expected Utility theory …

's utility functions. Moreover, we give a uniqueness result using assumptions on the risk aversion of investors. …In the standard CAPM with a riskless asset we prove existence of equilibria without assuming concavity of the investor …

nondecreasing, twice differentiable cost of production (not necessarily convex). We extend previous literature on the existence of …

transformed into an optimal control problem by the optimization theory. The existence, uniqueness and necessary condition of the …

In this paper we show how externalities between links affect the existence and uniqueness of pairwise stable (PS … utility functions on networks. It is shown that there exists at least one PS network if the profile of utility functions is …

theorems include Hadamard local wellposedness, global existence, blow-up and non-existence theorems, as well as estimates on …