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 4 5 7 287
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 1 20 0 1 2 67
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 51 2 2 2 177
A consistent representation of Keynes’s long-term expectation in ?nancial market 0 0 1 34 6 7 13 49
A non-welfarist approach to inequality measurement 0 0 0 1 1 2 3 20
A non-welfarist approach to inequality measurement 0 0 0 0 2 2 2 27
A representation of Keynes's long-term expectation in financial markets 0 0 1 31 2 4 7 25
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 4 4 4 20
About Delay Aversion 0 0 0 23 1 3 4 26
About delay aversion 0 0 0 0 0 1 5 21
About delay aversion 0 0 0 0 0 0 1 6
About delay aversion 0 0 0 0 1 1 2 11
About partial probabilistic information 0 0 0 18 3 4 5 76
About partial probabilistic information 0 0 0 1 2 2 5 30
About partial probabilistic information 0 0 0 1 1 2 2 4
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 1 52 3 8 11 77
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 1 91 5 6 7 49
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 2 4 5 13
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 1 3 6 13
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 2 4 6 13
Alpha-maxmin as an aggregation of two selves 0 0 0 1 1 3 5 6
Alpha-maxmin as an aggregation of two selves 0 0 9 9 4 10 20 23
Alpha-maxmin as an aggregation of two selves 0 0 0 0 1 4 7 8
Alpha-maxmin as an aggregation of two selves 0 0 0 0 0 3 5 5
Ambiguity Aversion and Absence of Trade 0 0 0 59 1 5 6 258
Ambiguity Aversion and Trade 0 0 0 43 5 8 9 135
Ambiguity aversion and trade 0 0 0 0 4 5 5 16
Ambiguity aversion and trade 0 0 0 0 2 5 7 22
Ambiguity aversion and trade 0 0 0 0 4 6 7 18
Ambiguity reduction through new statistical data 0 0 0 0 2 4 5 13
Ambiguity reduction through new statistical data 0 0 0 0 2 2 4 11
Ambiguity through confidence functions 0 0 1 1 6 7 8 62
Ambiguity through confidence functions 0 0 0 0 3 6 8 16
Ambiguity through confidence functions 0 0 0 0 8 12 14 20
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 2 3 1,624
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 0 2 2 369
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 1 1 2 20
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 1 2 5 10
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 1 2 6
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 2 4 5 12
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 1 6 7 7
Cardinal extensions of EU model based on the Choquet integral 0 0 0 17 0 1 5 58
Cardinal extensions of EU model based on the Choquet integral 0 0 0 10 0 2 5 17
Cardinal extensions of EU model based on the Choquet integral 0 0 0 55 3 6 8 161
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 262 5 10 11 910
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 44 4 5 11 257
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 1 3 9 32
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 4 10 14 109
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 11 3 8 9 125
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 1 1 4 8
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 3 3 28
Choices under ambiguity with familiar and unfamiliar outcomes 0 0 0 100 6 8 10 344
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 2 2 9 552
Choquet representability of submodular functions 0 0 0 0 2 2 2 7
Choquet representability of submodular functions 0 0 0 0 1 1 2 12
Choquet representability of submodular functions 0 0 0 0 1 2 2 36
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 3 4 4 176
Comonotone random variables in economics: A review of some results 0 0 0 3 3 4 6 14
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 14 2 3 3 29
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 24 7 7 12 53
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 0 2 2 2 9
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 6 8 10 108
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 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 2 3 7
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 3 6
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 2 16
Decision under Uncertainty: The Classical Models 0 0 0 0 2 2 2 8
Decision under Uncertainty: The Classical Models 0 0 0 0 9 13 14 35
Decision under Uncertainty: The Classical Models 0 0 0 0 2 3 4 12
Decision under Uncertainty: the Classical Models 0 0 0 24 10 10 10 26
Decision under Uncertainty: the Classical Models 0 0 0 32 3 4 4 120
Decision under risk: The classical Expected Utility model 0 0 0 38 3 6 7 128
Decision under risk: The classical Expected Utility model 0 0 0 5 2 6 7 19
Decision under risk: The classical Expected Utility model 0 0 1 121 4 4 6 370
Decision under uncertainty: the classical models 0 0 0 139 4 5 7 644
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 1 3 4 603
Diversification, Convex Preferences and Non-Empty Core 0 0 0 102 3 6 7 507
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 19 3 5 7 94
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 18 4 5 6 47
Does the Lorenz curve really measure inequality? 0 0 0 0 2 3 5 15
Does the Lorenz curve really measure inequality? 0 0 0 0 2 3 4 25
Does the Lorenz curve really measure inequality? 0 0 0 0 2 2 2 23
Does the Lorenz curve really measure inequality? 0 0 0 0 1 3 4 18
Décision dans l'incertain: les modèles classiques 0 0 0 0 2 3 5 26
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 1 1 1 26
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 1 11
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 2 3 3 24
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 2 4 6 10
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 1 2 2 3
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 1 2 3 16
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 1 22
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 2 2 2 5
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 2 4 6 7
FINANCIAL MARKETS WITH HEDGING COMPLEMENTS 0 0 3 3 4 5 13 13
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 4 4 8 11
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 3 4 6 7
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 3 4 10
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 15 5 10 13 92
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 70 3 7 12 254
From sure to strong diversification 0 0 0 0 0 2 3 8
From sure to strong diversification 0 0 0 0 0 0 1 21
From sure to strong diversification 0 0 0 40 0 1 2 209
From sure to strong diversification 0 0 0 9 1 1 2 42
From sure to strong diversification 0 0 0 0 2 2 5 11
G-continuity, impatience and G-cores of exact games 0 0 0 0 1 2 4 13
G-continuity, impatience and G-cores of exact games 0 0 1 22 4 5 6 117
G-continuity, impatience and G-cores of exact games 0 0 0 5 2 3 4 40
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 3 4 4 10
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 2 2 3 7
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 1 1 1 3
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 0 10 6 8 10 15
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 6 6 1 3 12 12
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 1 7 7 13
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 4 5 7 14
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 5 5 5 13
General equilibrium, risk taking and volatility 0 0 0 74 3 4 6 128
Ignorance and Competence in Choices Under Uncertainty 0 0 0 0 6 8 8 8
Ignorance and Competence in Choices Under Uncertainty 0 0 0 11 2 3 7 15
Ignorance and competence in choices under uncertainty 0 0 0 0 3 4 8 12
Ignorance and competence in choices under uncertainty 0 0 0 0 2 4 9 14
Increases In Risk and Demand for Risky Asset 0 0 0 46 2 4 5 72
Increases in risk and demand for a risky asset 0 0 0 0 1 2 2 16
Increases in risk and demand for a risky asset 0 0 0 0 1 6 7 22
Increases in risk and demand for a risky asset 0 0 0 0 1 3 5 22
Increases in risk and demand for risky asset 0 0 0 2 1 4 4 18
Increases in risk and demand for risky asset 0 0 0 4 4 6 7 41
Increases in risk and demand for risky asset 0 0 0 84 9 11 12 311
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 2 2 3 9
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 1 2 2 2 14
Infinite Supermodularity and Preferences 0 0 0 26 3 7 9 93
Infinite supermodularity and preferences 0 0 0 0 3 4 6 15
Infinite supermodularity and preferences 0 0 0 0 0 1 1 4
Infinite supermodularity and preferences 0 0 0 0 2 4 4 13
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 0 3 5 301
Local-Mobius Transforms of Monotone Capacities 0 0 0 1 3 4 6 196
Lorenz Non-Consistent Welfare and Inequality Measurement 0 0 0 100 4 5 8 334
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 2 2 3 24
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 3 4 5 24
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 1 2 3 9
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 4 5 7 19
Mackey compactness in B(S) 0 0 0 3 4 7 12 21
Mackey compactness in B(S) 0 1 1 2 3 5 6 9
Mackey compactness in B(S) 0 0 0 5 1 2 5 16
Measuring Inequality Without the Pigou-Dalton Condition 0 0 0 39 6 7 8 141
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 2 2 2 19
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 3 3 5 23
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 3 5 5 15
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 2 3 3 15
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 2 4 5 606
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 5 6 8 10 25
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 1 1 30 1 2 2 98
Monotone Continuous Multiple Priors 0 0 1 91 3 5 7 251
Monotone continuous multiple priors 0 0 0 10 2 2 2 41
Monotone continuous multiple priors 0 0 0 24 1 4 5 111
More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model 0 0 0 0 5 8 10 702
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 39 2 6 11 134
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 1 3 3 23
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 8 8 11 25
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 7 5 7 10 40
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 3 4 5 58
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 4 4 6 12
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 3 5 8 10
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 5 6 7 12
Multidimensional inequalities and generalized quantile functions 0 0 0 15 5 6 8 46
Multidimensional inequalities and generalized quantile functions 0 0 0 5 7 10 15 29
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 2
Multidimensional inequalities and generalized quantile functions 0 0 0 0 5 6 7 11
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 1 2 15
Multidimensional inequality and inframodular order 0 0 0 0 2 3 6 8
Multidimensional inequality and inframodular order 0 0 0 0 3 4 4 5
Multidimensional inequality and inframodular order 0 0 0 0 0 1 1 4
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 1 2 3 14
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 3 4 4 10
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 2 3 5 57
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 2 4 6 23
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 3 5 7 8 17
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 4 4 7 55
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 3 4 5 10
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 4 7 9 1,164
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 2 2 2 2
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 1 5 6 7
Non-welfarist approaches to inequality measurement 0 0 0 0 2 3 6 20
Non-welfarist approaches to inequality measurement 0 0 0 0 1 2 2 15
Non-welfarist approaches to inequality measurement 0 0 0 1 0 0 2 12
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 1 8
Non-welfarist approaches to inequality measurement 0 0 0 0 7 8 8 23
Non-welfarist approaches to inequality measurement 0 0 0 0 2 2 2 11
On Future Allocations of Scarce Resources without Explicit Discounting Factors 0 0 1 16 2 3 7 30
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 1 1 5 10 12 12
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 7 7 3 4 12 12
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 1 4 4 2 5 10 10
On the confidence preferences model 0 0 0 0 1 3 4 10
On the confidence preferences model 0 0 0 0 1 1 1 4
On the confidence preferences model 0 0 0 0 2 2 2 7
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 53 4 5 6 78
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 3 5 6 20
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 4 7 13
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 5 6 8 15
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 69 2 8 9 376
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 1 3 2 2 5 19
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 10 4 6 10 69
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 18 3 3 4 9
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 3 11 15 86
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 4 7 8 35
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 23 8 12 16 73
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 2 4 4 662
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 23 0 2 4 91
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 2 4 4 16
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 2 4 5 56
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 1 4 6 13
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 2 7 8 20
Optimality of deductible for Yaari's model: a reappraisal 0 1 1 14 1 4 5 41
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 3 5 6 58
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 16 2 5 8 18
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 2 2 5 6
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 2 4 6
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 6 7 8 9
Partial probabilistic information 0 0 0 0 1 3 3 5
Partial probabilistic information 0 0 0 0 1 1 2 11
Partial probabilistic information 0 0 0 0 1 1 2 6
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 1 2 3 149
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 2 2 3 38
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 1 1 1 2 10
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 4 0 1 4 22
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 32 0 2 4 106
Pricing in Slack Market 0 0 0 0 1 1 1 380
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 5 6 9 21
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 1 0 1 3 19
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 3 6 12 22
Propensity for hedging and ambiguity aversion 0 0 0 0 3 4 7 25
Propensity for hedging and ambiguity aversion 0 0 1 3 1 10 14 21
Propensity for hedging and ambiguity aversion 0 0 0 0 3 4 5 18
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 1 1 4 8 14 14
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 0 5 7 10 12 27
Regular updating 0 0 0 0 1 3 4 12
Regular updating 0 0 0 0 5 5 6 16
Regular updating 0 0 0 28 1 3 5 77
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 2 3 5 1,002
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 4 4 5 46
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 4 7 8 11
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 3 29
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 1 5 6 13
Sharing beliefs: between agreeing and disagreeing 0 0 0 21 4 11 13 148
Sharing beliefs: between agreeing and disagreeing 0 0 0 50 3 4 7 192
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 1 1 4 11
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 2 5 5 13
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 3 19
Social tension order: A new approach to inequality reduction 0 0 0 1 1 3 6 8
Social tension order: A new approach to inequality reduction 0 0 0 0 0 1 4 4
Social tension order: A new approach to inequality reduction 0 0 0 0 2 3 3 4
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 1 2 4 15
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 1 1 3 3 44
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 3 4 6 15
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 13 2 4 5 75
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 15 3 4 4 73
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 1 2 2 10
Some Fubini theorems on sigma-algebras for non additive measures 0 1 1 76 2 3 3 386
Submodular financial markets with frictions 0 0 0 3 2 2 2 4
Submodular financial markets with frictions 0 0 0 6 2 5 6 14
The Principle of Strong Diminishing Transfer 0 0 0 25 2 4 4 128
The Principle of Strong Diminishing Transfer 0 0 0 20 1 1 2 82
The Principle of Strong Kiminishing Transfer 0 0 0 0 5 5 7 180
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 4 4 13
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 1 2 2 16
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 3 3 6 9
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 2 3 4 38
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 6 2 3 5 34
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 10 1 5 7 92
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 0 2 4 4 12
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 3 6 7 26
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 1 1 1 176
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 2 3 4
The risk-neutral non-additive probability with market frictions 0 0 0 0 1 2 5 7
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 11 4 4 9 64
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 1 1 1 8
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 1 4 5 12
Updating Pricing Rules 0 0 0 0 3 8 8 8
Updating pricing rules 0 0 0 0 3 11 12 14
Updating pricing rules 0 0 0 0 3 7 10 16
Updating pricing rules 0 0 0 0 1 1 1 4
Total Working Papers 0 5 47 3,128 668 1,127 1,594 22,237
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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 3 5 2 2 8 13
A Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 10 4 4 4 30
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 45 1 2 4 141
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 0 16 2 3 5 185
A solution to a conjecture of David Schmeidler 0 0 1 1 3 5 6 6
About delay aversion 0 0 0 8 1 1 4 43
Alpha-maxmin as an aggregation of two selves 0 0 1 2 2 4 8 12
Ambiguity aversion and trade 0 0 0 32 2 3 5 127
Ambiguity through confidence functions 0 0 1 91 4 9 11 284
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 2 3 4 354
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 1 1 79 4 7 11 161
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 5 5 5 142
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 1 1 3 183 3 8 23 588
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 1 4 6 155
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 0 1 3 56 4 5 10 173
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 0 49 1 4 8 170
Continuous representation of a preference relation on a connected topological space 0 0 0 51 1 2 6 159
Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 2 2 4 7
Correction to: Submodular financial markets with frictions 0 0 0 0 3 4 8 9
Decomposable capacities, distorted probabilities and concave capacities 0 0 0 29 3 5 6 91
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 2 2 4 425
Exact capacities and star-shaped distorted probabilities 0 0 0 16 2 6 9 91
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 19 1 5 17 129
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 1 93 2 6 9 353
From local to global additive representation 0 0 1 34 5 7 9 100
From sure to strong diversification 0 0 0 4 1 1 2 49
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 14 2 2 5 78
Gain–loss hedging and cumulative prospect theory 0 0 0 1 4 5 9 10
General Equilibrium With Uncertainty Loving Preferences 0 0 0 25 1 4 10 104
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 0 0 1 12 5 6 8 84
Increases in risk and demand for a risky asset 0 0 0 6 5 5 7 52
Infinite supermodularity and preferences 0 0 0 2 2 4 8 40
Lorenz non-consistent welfare and inequality measurement 0 0 0 37 3 10 11 248
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 4 7 8 207
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 1 1 14 6 8 9 76
Monotone continuous multiple priors 0 0 0 74 4 7 10 222
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 0 38 2 4 5 211
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 1 7 6 8 12 59
Multidimensional inequalities and generalized quantile functions 0 0 0 2 2 7 10 23
Multidimensional inequality and inframodular order 1 1 2 9 3 4 11 37
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 5 0 1 4 32
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 0 0 55 1 2 5 118
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 6 3 4 9 48
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 0 166 4 8 11 297
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 1 74 8 11 18 223
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 12 4 5 10 67
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 2 2 2 4
Partial probabilistic information 0 0 0 7 2 3 6 54
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 16 2 5 6 69
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 40 2 3 4 126
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 44 4 7 12 173
Propensity for hedging and ambiguity aversion 0 0 0 3 2 5 7 16
Regular updating 0 0 0 15 2 4 9 83
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 6 9 12 405
Robust α-maxmin representations 0 0 1 3 3 3 8 12
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 2 5 685
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 1 8 3 4 7 58
Social tension order: A new approach to inequality reduction 0 0 0 1 2 2 6 11
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 0 0 1 123 2 9 14 245
Some characterizations of non-additive multi-period models 0 0 2 28 1 4 8 89
Submodular financial markets with frictions 0 0 0 0 3 9 9 13
The Principle of Strong Diminishing Transfer 0 0 0 28 1 12 14 156
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 22 5 5 6 93
The risk-neutral non-additive probability with market frictions 0 0 2 2 4 6 9 12
Tribute to Jean-Yves Jaffray 0 0 0 19 2 3 6 100
Updating pricing rules 0 0 0 6 3 9 16 55
Total Journal Articles 2 5 28 2,083 183 327 542 8,737

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