Access Statistics for Alain Jacques Chateauneuf

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Working Paper File Downloads Abstract Views
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 1 1 6 272
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 16 0 2 5 55
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 50 1 3 3 170
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 0 1 1 9
About Delay Aversion 0 0 0 22 0 3 4 13
About delay aversion 0 0 0 0 0 6 11 20
About partial probabilistic information 0 0 0 18 0 2 4 63
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 49 0 1 4 57
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 88 0 1 1 35
Ambiguity Aversion and Absence of Trade 0 0 0 53 0 6 13 216
Ambiguity Aversion and Trade 0 1 1 43 0 3 10 115
Ambiguity aversion and trade 0 0 0 0 1 1 1 6
Ambiguity reduction through new statistical data 0 0 0 0 0 1 1 3
Ambiguity through confidence functions 0 0 0 0 1 7 21 32
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 0 2 4 1,606
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 1 4 7 358
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 2 5 14
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 1 1 2
Cardinal extensions of EU model based on the Choquet integral 1 2 2 50 2 5 5 129
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 37 0 2 9 150
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 1 2 251 0 3 25 809
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 4 0 1 10 32
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 1 11 38
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 2 2 13
Choices under ambiguity with familiar and unfamiliar outcomes 2 4 6 85 2 8 12 303
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 2 4 6 526
Choquet representability of submodular functions 0 0 0 0 1 2 7 22
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 0 0 1 159
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 1 1 1 22 1 3 6 34
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 0 1 5 89
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 1 1 1 9
Decision under Uncertainty: The Classical Models 0 0 0 0 0 3 5 11
Decision under risk: The classical Expected Utility model 0 0 0 115 0 2 5 342
Decision under uncertainty: the classical models 0 0 0 135 0 1 2 619
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 0 0 4 589
Diversification, Convex Preferences and Non-Empty Core 0 0 0 101 1 5 8 494
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 1 4 5 13
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 1 12
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 1 67 1 1 8 218
From sure to strong diversification 0 0 0 0 1 2 2 4
From sure to strong diversification 0 0 0 40 2 2 3 193
G-continuity, impatience and G-cores of exact games 0 0 0 20 0 1 6 98
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 2 4
General equilibrium, risk taking and volatility 0 1 3 74 0 4 8 110
Ignorance and Competence in Choices Under Uncertainty 0 0 0 10 0 2 2 4
Ignorance and Competence in Choices Under Uncertainty 0 0 0 38 1 5 9 53
Ignorance and competence in choices under uncertainty 0 0 0 0 2 8 15 26
Increases In Risk and Demand for Risky Asset 0 0 0 44 0 2 4 52
Increases in risk and demand for a risky asset 0 0 0 0 1 2 3 14
Increases in risk and demand for risky asset 0 0 0 84 0 0 0 284
Infinite Supermodularity and Preferences 1 2 3 25 2 3 10 67
Infinite supermodularity and preferences 0 0 0 0 1 3 5 7
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 1 2 3 293
Local-Mobius Transforms of Monotone Capacities 0 0 0 1 0 2 2 183
Lorenz Non-Consistent Welfare and Inequality Measurement 0 1 1 99 0 5 7 304
Measuring Inequality Without the Pigou-Dalton Condition 0 1 2 29 0 5 14 112
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 0 0 0 590
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 25 0 0 1 79
Monotone Continuous Multiple Priors 0 0 0 88 1 2 6 234
Monotone continuous multiple priors 0 0 0 24 1 6 13 85
More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model 0 0 0 0 0 1 3 682
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 35 0 1 3 96
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 0 2 8 34
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 2 3 7 39
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 1 2 9 23
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 0 2 5 8
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 3 7 20 1,084
On the confidence preferences model 0 0 0 0 1 1 2 4
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 52 0 3 7 63
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 1 4
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 1 2 3 13
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 68 0 2 5 354
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 0 1 6 56
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 23 0 4 6 42
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 0 2 5 646
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 19 0 1 10 73
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 4 9 35
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 0 2 5 40
Partial probabilistic information 0 0 0 0 2 3 3 4
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 0 1 2 141
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 2 2 3 14
Preference modelling on totally ordered sets by the Sugeno integral 0 0 1 32 1 1 2 96
Pricing in Slack Market 0 0 0 0 0 2 4 375
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 1 3 13
Regular updating 0 0 0 28 0 1 3 63
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 6 12 25 976
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 6 13 25
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 2 4 19
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 2 3 9 22
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 0 0 1
Some Fubini theorems on sigma-algebras for non additive measures 0 0 0 74 0 0 2 370
The Principle of Strong Kiminishing Transfer 0 0 0 0 0 0 1 166
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 1 6
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 0 0 2 167
The no-trade interval of Dow and Werlang: some clarifications 0 0 1 10 0 0 2 72
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 10 1 2 7 41
Total Working Papers 5 14 24 2,337 52 228 555 16,320
35 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 44 0 1 1 132
A simple axiomatization and constructive representation proof for choquet expected utility 1 1 1 14 1 2 10 168
About delay aversion 1 1 2 8 1 2 5 31
Ambiguity aversion and trade 0 0 0 30 0 2 6 113
Ambiguity through confidence functions 5 5 7 77 5 7 20 224
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 1 146 0 2 7 339
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 0 0 74 0 2 3 133
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 1 29 0 2 3 126
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 0 1 9 144 0 5 23 388
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 0 0 4 140
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 1 1 1 52 2 4 6 142
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 0 45 0 0 2 143
Continuous representation of a preference relation on a connected topological space 0 0 2 45 1 2 6 141
Decomposable capacities, distorted probabilities and concave capacities 1 1 1 26 2 2 2 73
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 1 1 2 409
Exact capacities and star-shaped distorted probabilities 0 0 0 14 0 2 4 73
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 1 3 13 0 7 40 89
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 0 90 1 1 2 326
From local to global additive representation 0 0 0 28 0 1 2 77
From sure to strong diversification 0 0 0 3 0 1 2 38
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 4 12 0 1 7 58
General Equilibrium With Uncertainty Loving Preferences 0 2 10 14 1 7 32 46
General introduction to this special issue on Choquet integral and applications 0 0 0 10 0 1 1 39
Ignorance and competence in choices under uncertainty 0 0 0 10 0 3 5 63
Increases in risk and demand for a risky asset 0 0 0 5 0 2 3 33
Infinite supermodularity and preferences 0 0 0 2 2 3 6 26
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 0 3 7 189
Lorenz non-consistent welfare and inequality measurement 0 0 0 36 0 4 10 219
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 13 0 1 3 61
Monotone continuous multiple priors 0 0 0 72 2 3 9 196
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 0 35 1 1 4 186
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 1 1 6 0 2 10 24
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 1 3 0 2 6 20
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 0 0 51 0 1 1 103
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 1 3 1 2 6 26
On the use of capacities in modeling uncertainty aversion and risk aversion 0 1 6 151 0 1 8 259
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 1 71 0 3 12 178
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 2 6 0 2 12 35
Partial probabilistic information 2 2 2 7 3 4 4 41
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 15 1 1 4 59
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 1 39 1 2 6 111
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 43 1 3 5 144
Regular updating 0 1 1 13 0 2 7 59
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 1 3 10 373
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 3 5 10 660
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 1 7 0 0 3 46
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 1 1 2 100 1 4 16 186
Some characterizations of non-additive multi-period models 0 0 0 23 1 2 3 73
The Principle of Strong Diminishing Transfer 0 0 0 27 2 6 11 127
The no-trade interval of Dow and Werlang: Some clarifications 0 1 1 19 0 1 4 77
Tribute to Jean-Yves Jaffray 0 0 0 19 0 4 6 87
Updating pricing rules 0 2 2 2 1 8 10 10
Total Journal Articles 12 22 64 1,843 36 133 391 7,119


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Infinite Supermodularity and Preferences 0 0 0 0 1 3 4 4
Total Chapters 0 0 0 0 1 3 4 4


Statistics updated 2020-01-03