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 13 294
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 1 20 0 0 7 72
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 51 0 0 2 177
A consistent representation of Keynes’s long-term expectation in ?nancial market 0 0 0 34 0 0 13 53
A non-welfarist approach to inequality measurement 0 0 0 1 0 0 6 24
A non-welfarist approach to inequality measurement 0 0 0 0 0 0 5 30
A representation of Keynes's long-term expectation in financial markets 0 0 0 31 0 1 9 29
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 1 1 12 28
About Delay Aversion 0 0 0 23 0 0 7 29
About delay aversion 0 0 0 0 0 0 7 24
About delay aversion 0 0 0 0 1 2 4 14
About delay aversion 0 0 0 0 0 0 2 8
About partial probabilistic information 0 0 0 1 0 0 4 6
About partial probabilistic information 0 0 0 18 1 1 9 81
About partial probabilistic information 0 0 0 1 0 0 9 35
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 91 0 0 10 53
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 52 1 1 17 85
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 0 6 15
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 1 2 8 17
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 0 7 16
Alpha-maxmin as an aggregation of two selves 0 0 0 0 0 1 7 8
Alpha-maxmin as an aggregation of two selves 0 0 0 1 0 0 4 7
Alpha-maxmin as an aggregation of two selves 0 0 0 9 0 1 16 27
Alpha-maxmin as an aggregation of two selves 0 0 0 0 0 0 11 15
Ambiguity Aversion and Absence of Trade 0 0 0 59 2 3 14 267
Ambiguity Aversion and Trade 0 0 0 43 1 1 14 141
Ambiguity aversion and trade 0 0 0 0 0 0 11 23
Ambiguity aversion and trade 0 0 0 0 0 0 11 27
Ambiguity aversion and trade 0 0 0 0 2 2 9 20
Ambiguity reduction through new statistical data 0 0 0 0 0 0 3 12
Ambiguity reduction through new statistical data 0 0 0 0 0 0 6 14
Ambiguity through confidence functions 0 0 0 0 1 2 12 20
Ambiguity through confidence functions 0 0 0 0 2 2 22 30
Ambiguity through confidence functions 0 0 0 1 1 1 13 68
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 0 1 7 1,629
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 0 0 7 374
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 0 5 13
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 1 1 3 22
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 1 1 4 9
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 1 11 18
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 10 10
Cardinal extensions of EU model based on the Choquet integral 0 0 0 10 0 1 9 23
Cardinal extensions of EU model based on the Choquet integral 0 0 0 17 1 1 4 59
Cardinal extensions of EU model based on the Choquet integral 0 0 0 55 2 2 15 168
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 44 1 1 23 274
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 262 0 0 20 919
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 2 15 114
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 0 17 42
Choice under uncertainty with the best and worst in mind: neo-additive capacities 1 1 1 12 1 1 14 131
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 0 2 9
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 1 1 10 35
Choices under ambiguity with familiar and unfamiliar outcomes 0 0 0 100 0 1 11 347
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 1 1 8 557
Choquet representability of submodular functions 0 0 0 0 0 0 5 16
Choquet representability of submodular functions 0 0 0 0 0 0 5 10
Choquet representability of submodular functions 0 0 0 0 1 1 6 40
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 0 0 6 178
Comonotone random variables in economics: A review of some results 0 0 1 4 0 0 7 16
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 0 0 0 2 9
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 1 2 14 114
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 24 0 2 18 61
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 14 0 0 6 32
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 2 23
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 1 14
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 11 16
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 4 8
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 7 22
Decision under Uncertainty: The Classical Models 0 0 0 0 1 1 5 11
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 4 13
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 21 43
Decision under Uncertainty: the Classical Models 0 0 0 32 0 0 8 124
Decision under Uncertainty: the Classical Models 0 0 0 24 0 2 22 38
Decision under risk: The classical Expected Utility model 0 0 0 38 0 0 11 132
Decision under risk: The classical Expected Utility model 0 0 0 5 0 1 12 24
Decision under risk: The classical Expected Utility model 0 0 0 121 0 0 8 374
Decision under uncertainty: the classical models 0 0 0 139 0 0 13 651
Diversification, Convex Preferences and Non-Empty Core 0 0 0 102 0 1 11 512
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 0 0 6 606
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 19 0 0 7 96
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 18 0 0 7 49
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 8 19
Does the Lorenz curve really measure inequality? 0 0 0 0 1 1 6 28
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 6 21
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 6 27
Décision dans l'incertain: les modèles classiques 0 0 0 0 5 5 5 14
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 0 8 30
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 2 27
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 3 13
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 1 4 25
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 6 11
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 0 4 18
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 0 6 7
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 1 1 3 25
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 2 2 5 8
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 5 8
FINANCIAL MARKETS WITH HEDGING COMPLEMENTS 0 0 0 3 0 1 16 20
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 0 10 16
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 0 4 11
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 1 8 11
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 70 1 1 11 257
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 15 4 4 19 98
From sure to strong diversification 0 0 0 40 1 2 10 217
From sure to strong diversification 0 0 0 0 1 1 4 25
From sure to strong diversification 0 0 0 9 1 1 5 45
From sure to strong diversification 0 0 0 0 0 0 6 14
From sure to strong diversification 0 0 0 0 1 1 7 13
G-continuity, impatience and G-cores of exact games 0 0 0 5 0 1 7 44
G-continuity, impatience and G-cores of exact games 0 0 0 0 1 1 7 17
G-continuity, impatience and G-cores of exact games 0 0 1 22 0 0 14 125
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 1 1 3 5
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 1 6 10
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 1 7 13
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 0 10 1 2 16 23
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 0 6 0 1 9 17
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 1 1 11 19
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 9 15
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 7 15
General equilibrium, risk taking and volatility 0 0 0 74 0 1 11 133
Ignorance and Competence in Choices Under Uncertainty 0 0 0 0 0 0 16 16
Ignorance and Competence in Choices Under Uncertainty 0 0 0 11 0 0 5 16
Ignorance and competence in choices under uncertainty 0 0 0 0 0 0 7 15
Ignorance and competence in choices under uncertainty 0 0 0 0 0 1 9 17
Increases In Risk and Demand for Risky Asset 0 0 0 46 0 0 6 74
Increases in risk and demand for a risky asset 0 0 0 0 0 1 5 24
Increases in risk and demand for a risky asset 0 0 0 0 0 0 2 16
Increases in risk and demand for a risky asset 0 0 0 0 1 2 10 25
Increases in risk and demand for risky asset 0 0 0 84 1 2 17 316
Increases in risk and demand for risky asset 0 0 0 4 0 0 10 44
Increases in risk and demand for risky asset 0 0 0 2 0 0 4 18
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 1 0 1 9 21
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 0 1 6 13
Infinite Supermodularity and Preferences 0 0 0 26 0 0 9 95
Infinite supermodularity and preferences 0 0 0 0 0 0 2 5
Infinite supermodularity and preferences 0 0 0 0 1 2 10 20
Infinite supermodularity and preferences 0 0 0 0 0 1 7 16
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 0 0 9 306
Local-Mobius Transforms of Monotone Capacities 0 0 0 1 0 1 7 198
Lorenz Non-Consistent Welfare and Inequality Measurement 0 0 0 100 0 0 12 339
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 4 26
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 1 1 11 31
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 4 10
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 6 19
Mackey compactness in B(S) 0 0 0 3 0 1 15 26
Mackey compactness in B(S) 0 0 1 2 1 1 9 13
Mackey compactness in B(S) 0 0 0 5 0 0 4 18
Measuring Inequality Without the Pigou-Dalton Condition 0 0 0 39 0 0 13 147
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 7 27
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 5 15
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 1 2 5 22
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 5 17
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 0 0 8 610
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 1 30 0 1 10 106
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 5 0 1 17 33
Monotone Continuous Multiple Priors 0 0 1 91 0 0 13 258
Monotone continuous multiple priors 0 0 0 10 0 1 7 46
Monotone continuous multiple priors 0 0 0 24 0 1 7 114
More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model 0 0 0 0 1 4 19 713
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 1 3 9 29
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 39 6 6 16 141
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 2 2 10 63
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 7 0 1 11 44
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 5 5 19 34
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 1 1 9 14
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 1 1 9 15
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 8 16
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 3 16
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 2 4
Multidimensional inequalities and generalized quantile functions 0 0 0 15 0 0 7 47
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 12 17
Multidimensional inequalities and generalized quantile functions 0 0 0 5 0 1 17 36
Multidimensional inequality and inframodular order 0 0 0 0 0 0 7 8
Multidimensional inequality and inframodular order 0 0 0 0 0 0 2 5
Multidimensional inequality and inframodular order 0 0 0 0 0 0 5 10
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 7 13
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 3 0 0 9 19
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 0 0 6 57
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 1 6 18
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 0 0 6 25
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 0 0 9 62
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 7 13
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 0 1 14 1,170
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 0 6 6
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 1 1 8 9
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 10 25
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 4 11
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 3 12
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 3 20
Non-welfarist approaches to inequality measurement 0 0 0 1 0 0 1 12
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 4 17
On Future Allocations of Scarce Resources without Explicit Discounting Factors 0 0 0 16 0 0 5 31
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 0 1 0 0 16 18
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 2 5 0 0 8 13
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 0 7 1 1 9 15
On the confidence preferences model 0 0 0 0 0 0 6 13
On the confidence preferences model 0 0 0 0 1 1 4 7
On the confidence preferences model 0 0 0 0 0 1 6 11
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 53 1 2 10 83
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 2 14 22
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 1 9 15
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 5 20
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 10 0 1 8 71
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 69 10 10 24 392
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 3 0 0 5 21
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 0 0 14 42
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 23 0 0 23 82
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 18 0 0 7 12
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 0 0 16 89
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 0 0 8 666
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 23 0 0 5 93
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 0 0 15 27
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 8 60
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 21 33
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 8 16
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 16 0 0 13 23
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 1 1 8 61
Optimality of deductible for Yaari's model: a reappraisal 0 0 1 14 7 7 15 52
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 5 9
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 9 11
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 1 1 7 10
Partial probabilistic information 0 0 0 0 0 0 3 8
Partial probabilistic information 0 0 0 0 0 0 6 8
Partial probabilistic information 0 0 0 0 0 0 4 14
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 0 1 4 151
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 1 1 1 7 16
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 0 0 6 41
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 32 0 1 7 110
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 4 0 0 5 23
Pricing in Slack Market 0 0 0 0 0 0 1 380
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 1 0 0 4 22
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 0 9 23
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 0 11 25
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 8 26
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 5 18
Propensity for hedging and ambiguity aversion 0 0 0 3 0 0 14 23
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 0 5 0 0 18 34
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 1 2 0 1 22 25
Regular updating 0 0 0 0 0 0 5 14
Regular updating 0 0 0 28 0 0 4 77
Regular updating 0 0 0 0 0 1 7 18
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 0 8 1,005
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 1 1 12 15
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 0 6 48
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 2 9 16
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 3 31
Sharing beliefs: between agreeing and disagreeing 0 0 0 50 0 0 6 193
Sharing beliefs: between agreeing and disagreeing 0 0 0 21 0 0 13 149
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 7 15
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 4 22
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 6 14
Social tension order: A new approach to inequality reduction 0 0 0 0 2 2 10 11
Social tension order: A new approach to inequality reduction 0 0 0 0 0 0 4 7
Social tension order: A new approach to inequality reduction 0 0 1 2 0 1 10 14
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 0 7 18
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 0 7 20
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 1 1 2 6 47
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 15 0 0 10 79
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 0 6 14
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 1 8 16
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 13 0 0 12 83
Some Fubini theorems on sigma-algebras for non additive measures 0 0 1 76 0 0 7 390
Submodular financial markets with frictions 0 0 0 6 0 1 11 20
Submodular financial markets with frictions 0 0 0 3 1 1 8 10
The Principle of Strong Diminishing Transfer 0 0 0 25 0 1 9 133
The Principle of Strong Diminishing Transfer 0 0 0 20 8 8 13 93
The Principle of Strong Kiminishing Transfer 0 0 0 0 1 1 15 189
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 6 20
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 1 7 16
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 9 13
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 6 1 2 12 42
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 0 0 2 177
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 0 0 5 40
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 0 0 14 34
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 10 0 2 12 98
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 0 1 1 9 17
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 0 5 7
The risk-neutral non-additive probability with market frictions 0 0 0 0 1 1 7 10
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 1 1 5 12
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 0 0 7 15
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 11 0 1 13 71
Updating Pricing Rules 0 0 0 0 1 1 14 14
Updating pricing rules 0 0 0 0 0 0 12 14
Updating pricing rules 0 0 0 0 0 1 9 18
Updating pricing rules 0 0 0 0 0 0 2 5
Total Working Papers 1 1 13 3,133 114 191 2,426 23,380
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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 5 0 1 4 14
A Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 10 1 1 9 35
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 45 0 2 7 145
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 0 16 0 1 14 194
A solution to a conjecture of David Schmeidler 1 1 2 2 2 2 11 11
About delay aversion 0 0 0 8 2 2 7 49
Alpha-maxmin as an aggregation of two selves 0 0 0 2 0 1 14 21
Ambiguity aversion and trade 0 0 1 33 0 1 9 132
Ambiguity through confidence functions 0 0 0 91 1 1 15 290
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 2 3 9 360
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 0 1 79 0 0 14 167
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 0 2 21 158
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 1 1 2 184 2 6 28 605
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 0 0 10 160
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 0 0 2 57 1 2 12 179
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 0 49 0 0 13 177
Continuous representation of a preference relation on a connected topological space 0 0 0 51 0 0 4 161
Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 1 1 3 8
Correction to: Submodular financial markets with frictions 0 0 0 0 0 0 11 15
Decomposable capacities, distorted probabilities and concave capacities 0 0 0 29 25 25 34 119
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 0 0 7 429
Exact capacities and star-shaped distorted probabilities 0 0 0 16 0 0 7 91
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 19 0 0 13 133
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 0 93 1 2 13 359
From local to global additive representation 0 1 1 35 0 1 12 105
From sure to strong diversification 0 0 0 4 0 0 2 50
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 14 0 0 6 82
Gain–loss hedging and cumulative prospect theory 0 0 1 2 1 1 13 17
General Equilibrium With Uncertainty Loving Preferences 0 0 0 25 5 6 15 113
General introduction to this special issue on Choquet integral and applications 0 0 0 13 0 0 3 48
Ignorance and competence in choices under uncertainty 0 0 0 12 0 0 9 87
Increases in risk and demand for a risky asset 0 0 0 6 1 2 8 54
Infinite supermodularity and preferences 0 0 0 2 0 1 12 46
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 0 0 15 215
Lorenz non-consistent welfare and inequality measurement 0 0 0 37 8 8 23 261
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 1 14 0 1 15 82
Monotone continuous multiple priors 0 0 0 74 0 1 12 226
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 0 38 0 0 11 217
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 7 1 1 13 63
Multidimensional inequalities and generalized quantile functions 0 0 0 2 0 1 14 29
Multidimensional inequality and inframodular order 0 0 1 9 0 1 9 41
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 5 0 0 2 32
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 1 1 56 1 3 8 124
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 6 7 9 17 58
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 0 166 0 1 14 300
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 74 1 2 19 229
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 12 0 0 11 73
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 1 1 0 0 6 8
Partial probabilistic information 0 0 0 7 0 0 8 58
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 16 6 6 14 78
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 40 0 0 7 130
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 44 0 0 12 177
Propensity for hedging and ambiguity aversion 0 0 0 3 0 1 7 18
Regular updating 0 0 0 15 0 1 11 88
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 0 0 10 406
Robust α-maxmin representations 0 1 1 4 0 1 10 18
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 1 4 10 691
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 8 0 1 10 62
Social tension order: A new approach to inequality reduction 0 0 0 1 0 0 7 16
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 0 0 1 124 0 0 19 254
Some characterizations of non-additive multi-period models 0 0 0 28 0 0 7 91
Submodular financial markets with frictions 0 0 0 0 0 0 22 26
The Principle of Strong Diminishing Transfer 0 0 0 28 0 1 17 160
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 22 0 1 12 100
The risk-neutral non-additive probability with market frictions 0 0 0 2 0 0 10 16
Tribute to Jean-Yves Jaffray 0 0 0 19 0 0 8 104
Updating pricing rules 0 0 0 6 0 1 16 62
Total Journal Articles 2 5 17 2,093 70 109 775 9,127

Chapter File Downloads Abstract Views
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Infinite Supermodularity and Preferences 0 0 0 3 0 0 12 26
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