Access Statistics for Alain Jacques Chateauneuf

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Last month 3 months 12 months Total Last month 3 months 12 months Total
A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model 0 0 0 0 0 0 2 280
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 51 0 0 0 175
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 19 0 0 0 65
A consistent representation of Keynes’s long-term expectation in ?nancial market 0 0 0 33 0 1 2 37
A non-welfarist approach to inequality measurement 0 0 0 0 0 0 1 25
A non-welfarist approach to inequality measurement 0 0 0 1 0 0 0 17
A representation of Keynes's long-term expectation in financial markets 0 1 3 31 0 1 6 19
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 0 0 0 16
About Delay Aversion 0 0 0 23 0 0 0 22
About delay aversion 0 0 0 0 0 1 1 17
About delay aversion 0 0 0 0 0 0 0 5
About delay aversion 0 0 0 0 0 0 0 9
About partial probabilistic information 0 0 0 18 0 1 1 72
About partial probabilistic information 0 0 0 1 0 1 1 26
About partial probabilistic information 0 0 0 1 0 0 0 2
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 51 0 1 1 67
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 90 0 0 0 42
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 1 2 8
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 0 1 8
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 0 2 7
Alpha-maxmin as an aggregation of two selves 0 0 0 0 0 2 3 3
Alpha-maxmin as an aggregation of two selves 1 8 8 8 1 3 6 6
Alpha-maxmin as an aggregation of two selves 0 0 0 0 1 1 1 1
Alpha-maxmin as an aggregation of two selves 0 0 1 1 0 2 3 3
Ambiguity Aversion and Absence of Trade 0 0 0 59 0 1 1 253
Ambiguity Aversion and Trade 0 0 0 43 0 0 0 126
Ambiguity aversion and trade 0 0 0 0 0 0 1 15
Ambiguity aversion and trade 0 0 0 0 0 0 0 11
Ambiguity aversion and trade 0 0 0 0 0 0 0 11
Ambiguity reduction through new statistical data 0 0 0 0 0 2 2 9
Ambiguity reduction through new statistical data 0 0 0 0 0 0 0 8
Ambiguity through confidence functions 0 0 0 0 0 1 1 7
Ambiguity through confidence functions 0 0 0 0 0 0 0 54
Ambiguity through confidence functions 0 0 0 0 0 0 0 8
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 0 1 4 1,622
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 0 0 0 367
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 1 2 19
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 1 1 6
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 1 1 5
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 0 0
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 0 7
Cardinal extensions of EU model based on the Choquet integral 0 0 0 10 0 0 0 12
Cardinal extensions of EU model based on the Choquet integral 0 0 0 17 0 0 0 53
Cardinal extensions of EU model based on the Choquet integral 0 0 0 55 0 0 1 153
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 1 262 0 0 2 899
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 44 1 4 5 250
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 1 4 5 99
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 1 3 24
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 11 0 0 3 116
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 1 2 2 6
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 0 0 25
Choices under ambiguity with familiar and unfamiliar outcomes 0 0 0 100 0 0 1 334
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 2 5 8 548
Choquet representability of submodular functions 0 0 0 0 0 0 2 34
Choquet representability of submodular functions 0 0 0 0 0 0 0 5
Choquet representability of submodular functions 0 0 0 0 0 1 2 11
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 0 0 2 172
Comonotone random variables in economics: A review of some results 0 0 1 3 1 1 5 9
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 1 14 0 0 1 26
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 1 24 0 1 3 42
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 0 1 2 99
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 0 0 0 0 7
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 1 1 13
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 0 21
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 0 4
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 1 4
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 2 15
Decision under Uncertainty: The Classical Models 0 0 0 0 1 1 2 22
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 1 8
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 1 6
Decision under Uncertainty: the Classical Models 0 0 0 24 0 0 0 16
Decision under Uncertainty: the Classical Models 0 0 0 32 0 0 1 116
Decision under risk: The classical Expected Utility model 0 0 0 38 0 0 0 121
Decision under risk: The classical Expected Utility model 0 0 1 5 0 0 1 12
Decision under risk: The classical Expected Utility model 0 0 0 120 0 1 3 365
Decision under uncertainty: the classical models 0 0 0 139 0 0 3 637
Diversification, Convex Preferences and Non-Empty Core 0 0 0 102 0 0 0 500
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 0 1 1 600
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 19 0 0 0 87
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 18 0 0 0 41
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 0 14
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 0 21
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 0 10
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 0 21
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 1 2 22
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 0 0 9
Décision dans le risque: Mesure du risque, Aversion pour le risque, Modèle classique d'Utilité espérée, Paradoxe d'Allais, Modèles a niveaux de sécurité et de potentiel 0 0 0 0 0 0 0 25
Décision dans le risque: Mesure du risque, Aversion pour le risque, Modèle classique d'Utilité espérée, Paradoxe d'Allais, Modèles a niveaux de sécurité et de potentiel 0 0 0 0 0 0 0 10
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 1 1 5
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 0 21
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 0 0 1
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 1 1 14
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 1 1 22
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 0 1
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 0 3
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 1 2 7
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 1 1 2
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 1 1 4
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 15 0 0 2 79
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 70 0 0 1 242
From sure to strong diversification 0 0 0 0 0 0 0 5
From sure to strong diversification 0 0 0 40 0 0 1 207
From sure to strong diversification 0 0 0 0 0 1 3 21
From sure to strong diversification 0 0 0 9 0 0 0 40
From sure to strong diversification 0 0 0 0 0 2 2 8
G-continuity, impatience and G-cores of exact games 0 0 0 5 0 1 1 37
G-continuity, impatience and G-cores of exact games 0 0 1 21 0 0 3 111
G-continuity, impatience and G-cores of exact games 0 0 0 0 0 0 1 9
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 0 2
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 1 4
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 1 6
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 1 10 0 0 1 5
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 1 6
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 2 7
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 1 8
General equilibrium, risk taking and volatility 0 0 0 74 0 0 0 122
Ignorance and Competence in Choices Under Uncertainty 0 0 0 39 0 1 1 64
Ignorance and Competence in Choices Under Uncertainty 0 0 0 11 0 1 1 9
Ignorance and competence in choices under uncertainty 0 0 0 0 1 2 3 6
Ignorance and competence in choices under uncertainty 0 0 0 0 1 2 2 7
Increases In Risk and Demand for Risky Asset 0 0 0 46 0 1 2 68
Increases in risk and demand for a risky asset 0 0 0 0 0 0 2 15
Increases in risk and demand for a risky asset 0 0 0 0 0 0 1 14
Increases in risk and demand for a risky asset 0 0 0 0 0 2 3 19
Increases in risk and demand for risky asset 0 0 0 4 0 0 2 34
Increases in risk and demand for risky asset 0 0 0 84 0 0 1 299
Increases in risk and demand for risky asset 0 0 0 2 0 0 2 14
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 1 0 0 0 12
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 0 1 1 7
Infinite Supermodularity and Preferences 0 0 0 26 1 1 2 85
Infinite supermodularity and preferences 0 0 0 0 0 0 0 3
Infinite supermodularity and preferences 0 0 0 0 0 1 1 10
Infinite supermodularity and preferences 0 0 0 0 0 0 0 9
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 0 1 1 297
Local-Mobius Transforms of Monotone Capacities 0 0 0 1 0 0 0 190
Lorenz Non-Consistent Welfare and Inequality Measurement 0 0 0 100 0 0 0 326
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 0 21
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 1 12
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 0 19
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 0 6
Mackey compactness in B(S) 0 0 0 1 0 1 3 4
Mackey compactness in B(S) 0 0 0 5 0 2 3 13
Mackey compactness in B(S) 0 0 0 3 0 1 3 10
Measuring Inequality Without the Pigou-Dalton Condition 0 0 3 39 0 0 3 133
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 0 12
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 1 18
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 1 10
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 1 17
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 0 1 1 602
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 29 0 0 1 96
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 5 0 0 0 15
Monotone Continuous Multiple Priors 0 0 0 90 0 1 2 245
Monotone continuous multiple priors 0 0 0 24 0 1 1 107
Monotone continuous multiple priors 0 0 0 10 0 0 0 39
More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model 0 0 0 0 0 1 1 693
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 0 0 0 20
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 39 1 2 2 125
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 0 0 2 14
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 7 0 0 0 30
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 0 0 1 53
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 1 2
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 0 6
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 1 5
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 2
Multidimensional inequalities and generalized quantile functions 0 0 1 15 0 0 2 38
Multidimensional inequalities and generalized quantile functions 0 0 0 5 0 1 1 15
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 13
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 4
Multidimensional inequality and inframodular order 0 0 0 0 0 0 1 3
Multidimensional inequality and inframodular order 0 0 0 0 0 1 1 3
Multidimensional inequality and inframodular order 0 0 0 0 0 0 1 1
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 0 1 1 18
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 1 1 6
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 0 6
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 3 0 1 2 10
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 0 1 2 53
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 0 0 1 48
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 1 1 12
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 0 0 0 1,155
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 0 0 0
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 0 1 1
Non-welfarist approaches to inequality measurement 0 0 0 0 0 1 2 15
Non-welfarist approaches to inequality measurement 0 0 0 1 0 0 1 10
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 1 9
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 0 15
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 1 7
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 1 13
On Future Allocations of Scarce Resources without Explicit Discounting Factors 0 0 4 15 1 2 8 25
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 1 7 7 7 1 6 6 6
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 3 3 3 1 3 3 3
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 0 0 0 0 0 0
On the confidence preferences model 0 0 0 0 0 0 0 3
On the confidence preferences model 0 0 0 0 0 1 1 7
On the confidence preferences model 0 0 0 0 0 0 0 5
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 53 0 0 0 72
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 1 14
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 1 2 8
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 1 6
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 69 0 0 2 367
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 10 1 4 4 63
On the precautionary motive for savings and prudence, in an EU and a NEU framework 1 1 1 3 1 1 2 15
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 0 1 1 28
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 18 0 0 0 5
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 0 0 1 71
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 23 0 1 1 58
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 0 0 2 658
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 0 0 0 12
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 2 23 0 0 2 87
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 1 2 8
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 1 12
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 0 51
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 13 0 0 1 36
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 0 1 1 53
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 16 0 0 0 10
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 1 1
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 1 2 3
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 1 1
Partial probabilistic information 0 0 0 0 0 1 2 10
Partial probabilistic information 0 0 0 0 0 0 0 2
Partial probabilistic information 0 0 0 0 0 1 2 5
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 0 1 2 147
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 1 0 0 1 8
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 0 0 2 35
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 4 0 0 0 18
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 32 0 0 0 102
Pricing in Slack Market 0 0 0 0 0 0 1 379
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 3 5 13
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 1 0 1 2 17
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 2 2 14
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 5 18
Propensity for hedging and ambiguity aversion 0 0 0 2 0 0 0 7
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 0 13
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 0 5 0 0 3 15
Regular updating 0 0 0 0 0 1 1 11
Regular updating 0 0 0 0 0 0 0 8
Regular updating 0 0 0 28 0 0 0 72
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 0 0 997
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 0 0 3
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 1 1 42
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 0 7
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 1 1 2 27
Sharing beliefs: between agreeing and disagreeing 0 0 0 21 0 0 1 135
Sharing beliefs: between agreeing and disagreeing 0 0 0 50 0 1 3 186
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 1 1 17
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 0 7
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 0 8
Social tension order: A new approach to inequality reduction 0 0 0 1 0 1 1 3
Social tension order: A new approach to inequality reduction 0 0 0 0 0 0 0 1
Social tension order: A new approach to inequality reduction 0 0 0 0 0 0 0 0
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 1 2 10
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 1 5 12
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 1 1 0 0 4 41
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 15 0 0 0 69
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 13 1 1 2 71
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 0 0 8
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 0 0 8
Some Fubini theorems on sigma-algebras for non additive measures 0 0 0 75 0 0 0 383
Submodular financial markets with frictions 0 0 1 6 0 0 4 8
Submodular financial markets with frictions 0 0 0 3 0 0 0 2
The Principle of Strong Diminishing Transfer 0 0 0 20 0 0 0 80
The Principle of Strong Diminishing Transfer 0 0 0 25 0 0 1 124
The Principle of Strong Kiminishing Transfer 0 0 0 0 0 0 3 173
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 1 9
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 1 14
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 1 2 4
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 6 0 0 0 29
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 0 0 0 1 8
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 0 1 2 35
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 10 0 0 1 85
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 0 0 1 175
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 0 0 1 19
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 0 0 1
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 0 1 2
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 1 1 0 0 1 7
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 11 0 0 0 55
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 0 0 0 7
Updating pricing rules 0 0 0 0 0 0 0 2
Updating pricing rules 0 0 0 0 0 0 0 3
Updating pricing rules 0 0 0 0 1 1 2 7
Total Working Papers 3 20 43 3,140 21 135 333 20,841
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Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS 0 0 1 2 1 3 7 8
A Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 1 10 0 0 2 26
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 45 0 0 1 137
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 0 16 0 0 1 180
A solution to a conjecture of David Schmeidler 0 0 0 0 0 0 0 0
About delay aversion 0 0 0 8 0 0 1 39
Alpha-maxmin as an aggregation of two selves 0 0 1 1 0 2 6 6
Ambiguity aversion and trade 0 0 0 32 0 0 0 122
Ambiguity through confidence functions 0 0 2 90 0 0 4 273
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 0 0 3 350
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 0 0 78 0 2 3 152
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 0 0 3 137
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 1 1 2 181 4 7 15 572
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 0 0 0 149
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 0 1 1 54 0 1 2 164
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 0 49 0 0 1 162
Continuous representation of a preference relation on a connected topological space 0 0 0 51 0 1 1 154
Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 1 1 3 4
Correction to: Submodular financial markets with frictions 0 0 0 0 0 0 0 1
Decomposable capacities, distorted probabilities and concave capacities 0 0 0 29 0 0 0 85
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 0 1 2 422
Exact capacities and star-shaped distorted probabilities 0 0 0 16 0 0 0 82
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 19 1 6 7 118
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 1 1 1 93 1 1 4 345
From local to global additive representation 0 0 0 33 0 1 3 92
From sure to strong diversification 0 0 0 4 0 0 1 47
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 14 0 1 2 74
Gain–loss hedging and cumulative prospect theory 0 0 1 1 0 1 2 2
General Equilibrium With Uncertainty Loving Preferences 0 0 0 25 2 3 5 97
General introduction to this special issue on Choquet integral and applications 0 0 0 13 0 0 0 45
Ignorance and competence in choices under uncertainty 1 1 1 12 1 1 3 77
Increases in risk and demand for a risky asset 0 0 0 6 0 0 2 45
Infinite supermodularity and preferences 0 0 0 2 0 1 1 33
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 0 0 1 199
Lorenz non-consistent welfare and inequality measurement 0 0 0 37 0 0 2 237
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 13 0 0 1 67
Monotone continuous multiple priors 0 0 0 74 0 2 3 214
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 1 38 0 0 3 206
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 6 0 0 0 47
Multidimensional inequalities and generalized quantile functions 0 0 0 2 1 1 3 14
Multidimensional inequality and inframodular order 0 0 1 7 0 1 2 27
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 1 5 0 0 1 28
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 0 1 55 0 1 3 114
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 6 0 0 2 39
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 1 166 0 0 4 286
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 1 1 1 74 1 1 3 206
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 2 12 2 3 5 60
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 1 2
Partial probabilistic information 0 0 0 7 0 1 3 49
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 16 0 1 2 64
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 40 0 0 1 122
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 44 0 2 3 163
Propensity for hedging and ambiguity aversion 0 0 0 3 0 1 2 10
Regular updating 0 0 0 15 0 0 1 74
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 0 1 3 394
Robust α-maxmin representations 1 1 3 3 1 2 6 6
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 0 1 680
Sharing beliefs and the absence of betting in the Choquet expected utility model 1 1 1 8 1 1 1 52
Social tension order: A new approach to inequality reduction 0 0 0 1 0 1 3 6
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 1 1 4 123 1 3 10 234
Some characterizations of non-additive multi-period models 0 2 5 28 0 2 5 83
Submodular financial markets with frictions 0 0 0 0 0 0 1 4
The Principle of Strong Diminishing Transfer 0 0 0 28 0 0 2 142
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 22 0 0 0 87
The risk-neutral non-additive probability with market frictions 1 1 1 1 2 2 3 5
Tribute to Jean-Yves Jaffray 0 0 0 19 0 0 0 94
Updating pricing rules 0 0 0 6 1 2 4 41
Total Journal Articles 8 11 33 2,066 21 61 170 8,256

Chapter File Downloads Abstract Views
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Infinite Supermodularity and Preferences 1 1 2 3 1 1 2 14
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LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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Statistics updated 2025-05-12