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 0 1 2 274
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 2 2 18 1 3 5 60
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 1 1 51 0 1 3 173
A consistent representation of Keynes’s long-term expectation in ?nancial market 1 1 28 28 1 4 21 21
A non-welfarist approach to inequality measurement 0 0 0 0 0 1 6 15
A non-welfarist approach to inequality measurement 0 0 0 1 0 0 4 15
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 0 0 4 13
About Delay Aversion 0 0 0 22 0 1 3 16
About delay aversion 0 0 0 0 0 0 3 5
About delay aversion 0 0 0 0 0 0 1 9
About delay aversion 0 0 0 0 0 0 0 0
About delay aversion 0 0 0 0 0 0 1 21
About partial probabilistic information 0 0 0 18 0 2 7 70
About partial probabilistic information 0 0 0 1 0 0 1 21
About partial probabilistic information 0 0 0 0 0 0 0 0
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 1 89 0 0 2 37
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 1 50 0 0 3 60
Ambiguity Aversion and Absence of Trade 0 1 2 55 2 3 11 227
Ambiguity Aversion and Trade 0 0 0 43 1 2 5 120
Ambiguity aversion and trade 0 0 0 0 0 0 2 2
Ambiguity aversion and trade 0 0 0 0 0 1 4 10
Ambiguity aversion and trade 0 0 0 0 0 0 4 4
Ambiguity reduction through new statistical data 0 0 0 0 0 0 2 5
Ambiguity reduction through new statistical data 0 0 0 0 0 0 0 7
Ambiguity through confidence functions 0 0 0 0 0 0 1 1
Ambiguity through confidence functions 0 0 0 0 0 0 8 40
Ambiguity through confidence functions 0 0 0 0 0 0 1 1
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 2 3 5 1,611
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 1 1 5 363
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 0 1 15
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 1 1 1
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 1 1 1
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 1 3
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 0 0
Cardinal extensions of EU model based on the Choquet integral 0 1 2 52 1 3 11 140
Cardinal extensions of EU model based on the Choquet integral 0 1 1 9 0 1 2 9
Cardinal extensions of EU model based on the Choquet integral 0 0 0 16 0 0 2 43
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 1 4 41 2 3 28 178
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 1 252 4 4 22 831
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 3 5 21 59
Choice under uncertainty with the best and worst in mind: neo-additive capacities 1 1 1 5 2 2 14 46
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 1 3 8 8
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 0 3 3
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 0 7 20
Choices under ambiguity with familiar and unfamiliar outcomes 0 0 8 93 0 1 15 318
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 1 1 7 533
Choquet representability of submodular functions 0 0 0 0 0 0 3 3
Choquet representability of submodular functions 0 0 0 0 0 1 6 6
Choquet representability of submodular functions 0 0 0 0 0 0 6 28
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 0 0 7 166
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 1 1 3 92
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 1 23 1 1 2 36
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 0 1 1 2 2
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 2 13 1 1 3 19
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 0 18
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 1 1
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 1 1
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 2 11
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 1 1
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 0 0
Decision under Uncertainty: The Classical Models 0 0 0 0 0 1 1 1
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 2 13
Decision under Uncertainty: the Classical Models 0 1 2 28 0 3 6 105
Decision under Uncertainty: the Classical Models 0 0 0 21 0 0 1 11
Decision under risk: The classical Expected Utility model 0 1 3 118 0 1 9 351
Decision under risk: The classical Expected Utility model 0 1 2 36 0 1 3 116
Decision under risk: The classical Expected Utility model 0 0 0 4 0 0 1 11
Decision under uncertainty: the classical models 0 0 0 135 0 1 2 621
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 1 2 6 595
Diversification, Convex Preferences and Non-Empty Core 0 0 0 101 0 0 2 496
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 19 0 0 3 82
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 17 0 1 2 38
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 1 9
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 1 8
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 0 18
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 3 17
Décision dans l'incertain: les modèles classiques 0 0 0 0 1 2 3 3
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 3 6 16
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 3 4 4
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 6 8 20
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 3 16
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 2 2
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 3 8 11
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 0 0 0
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 0 0
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 4 16
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 2 2
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 1 1 68 2 4 13 231
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 13 1 2 7 57
From sure to strong diversification 0 0 0 8 0 2 5 34
From sure to strong diversification 0 0 0 40 0 1 6 199
From sure to strong diversification 0 0 0 0 1 1 4 8
From sure to strong diversification 0 0 0 0 0 0 2 2
From sure to strong diversification 0 0 0 0 0 0 2 3
G-continuity, impatience and G-cores of exact games 0 0 0 5 0 0 0 29
G-continuity, impatience and G-cores of exact games 0 0 0 20 0 3 6 104
G-continuity, impatience and G-cores of exact games 0 0 0 0 0 0 0 4
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 0 0
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 0 0
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 2 2
General equilibrium, risk taking and volatility 0 0 0 74 0 0 2 112
Ignorance and Competence in Choices Under Uncertainty 0 0 0 10 0 0 0 4
Ignorance and Competence in Choices Under Uncertainty 0 0 0 38 0 0 5 58
Ignorance and competence in choices under uncertainty 0 0 0 0 0 1 1 1
Ignorance and competence in choices under uncertainty 0 0 0 0 0 0 1 1
Ignorance and competence in choices under uncertainty 0 0 0 0 0 1 6 32
Increases In Risk and Demand for Risky Asset 0 1 1 45 0 1 5 57
Increases in risk and demand for a risky asset 0 0 0 0 0 0 3 3
Increases in risk and demand for a risky asset 0 0 0 0 0 1 2 2
Increases in risk and demand for a risky asset 0 0 0 0 0 0 1 13
Increases in risk and demand for a risky asset 0 0 0 0 0 0 2 16
Increases in risk and demand for risky asset 0 0 0 2 0 1 3 5
Increases in risk and demand for risky asset 0 0 0 4 1 1 2 27
Increases in risk and demand for risky asset 0 0 0 84 0 1 7 291
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 0 0 1 4
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 1 0 0 1 7
Infinite Supermodularity and Preferences 0 0 0 25 0 0 3 70
Infinite supermodularity and preferences 0 0 0 0 0 0 4 4
Infinite supermodularity and preferences 0 0 0 0 0 0 1 8
Infinite supermodularity and preferences 0 0 0 0 0 1 1 1
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 1 1 1 294
Local-Mobius Transforms of Monotone Capacities 0 0 0 1 0 0 1 184
Lorenz Non-Consistent Welfare and Inequality Measurement 0 0 1 100 1 2 15 319
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 1 2 7 18
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 5 5
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 1 1 5 8
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 2 2 7 15
Measuring Inequality Without the Pigou-Dalton Condition 1 1 1 30 2 5 5 117
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 1 1 14
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 1 2 10
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 0 5
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 1 1 2 15
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 1 1 3 593
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 1 1 26 0 1 7 86
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 5 0 1 3 14
Monotone Continuous Multiple Priors 0 0 0 88 0 0 3 237
Monotone continuous multiple priors 0 0 0 10 0 2 4 34
Monotone continuous multiple priors 0 0 0 24 1 1 10 95
More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model 0 0 0 0 1 3 6 688
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 3 38 1 2 16 112
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 1 2 6 19
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 1 2 7 0 2 9 24
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 0 0 6 6
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 0 1 12 46
Multidimensional inequalities and generalized quantile functions 0 0 2 14 0 1 5 32
Multidimensional inequalities and generalized quantile functions 0 0 0 1 0 1 4 4
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 1 1 12 35
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 2 6 6
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 0 0 3 46
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 0 0 5 13
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 2 2
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 1 2 5 44
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 3 0 0 4 8
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 5 7
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 2 7 25 1,109
Non-welfarist approaches to inequality measurement 0 0 0 0 0 1 4 4
Non-welfarist approaches to inequality measurement 0 0 0 0 0 1 4 6
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 4 10
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 3 10
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 5 12
Non-welfarist approaches to inequality measurement 0 0 0 1 0 0 3 5
On the confidence preferences model 0 0 0 0 0 0 2 2
On the confidence preferences model 0 0 0 0 0 0 2 6
On the confidence preferences model 0 0 0 0 0 0 4 4
On the confidence preferences model 0 0 0 0 0 0 1 1
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 52 0 0 2 65
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 2 15
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 3 7
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 3 3
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 0 0
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 3 10
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 2 0 0 1 13
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 10 1 1 4 55
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 1 69 0 3 8 362
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 0 1 7 63
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 0 0 6 20
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 23 1 1 8 50
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 1 18 0 1 4 4
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 1 1 2 648
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 19 1 2 4 77
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 0 0 4 8
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 1 8 43
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 2 3
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 3 3
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 0 0 5 45
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 15 1 1 5 6
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 10 0 0 5 28
Partial probabilistic information 0 0 0 0 0 0 2 2
Partial probabilistic information 0 0 0 0 0 0 1 5
Partial probabilistic information 0 0 0 0 0 0 0 0
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 0 0 3 144
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 0 0 4 4
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 0 1 8 22
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 4 0 0 0 14
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 32 0 0 3 99
Pricing in Slack Market 0 0 0 0 0 0 0 375
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 2 7 7
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 1 2 5 5
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 0 7 20
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 2 3 5 5
Regular updating 0 0 0 0 0 0 5 6
Regular updating 0 0 0 0 0 0 2 2
Regular updating 0 0 0 28 0 0 5 68
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 1 1 15 991
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 1 1 1
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 1 4 29
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 1 5 5
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 0 19
Sharing beliefs: between agreeing and disagreeing 0 0 0 20 0 0 2 128
Sharing beliefs: between agreeing and disagreeing 0 0 1 47 0 0 3 174
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 1 2 2
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 1 6 28
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 1 1 3 3
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 12 1 2 4 63
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 0 1 2
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 1 2 2
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 15 0 0 0 64
Some Fubini theorems on sigma-algebras for non additive measures 0 0 0 74 1 1 6 376
The Principle of Strong Diminishing Transfer 0 0 0 23 1 1 1 111
The Principle of Strong Diminishing Transfer 0 0 0 20 1 3 4 71
The Principle of Strong Kiminishing Transfer 0 0 0 0 1 1 1 167
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 1 1
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 2 8
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 3 3
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 0 0 0 0 1
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 0 0 1 31
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 0 1 5 172
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 10 1 1 2 74
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 6 0 0 0 25
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 2 3 4 12
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 1 1 0 1 3 3
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 0 0 0 2 3
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 10 0 2 4 45
Total Working Papers 3 17 78 2,918 73 199 956 19,015

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Characterization of the Hurwicz Criterium under Uncertainty 1 1 2 2 1 2 7 7
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 44 1 1 2 134
A simple axiomatization and constructive representation proof for choquet expected utility 1 2 2 16 1 2 4 172
About delay aversion 0 0 0 8 0 0 2 33
Ambiguity aversion and trade 0 0 0 30 0 0 3 116
Ambiguity through confidence functions 0 0 4 81 1 1 12 236
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 1 1 1 147 2 4 4 343
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 1 2 76 0 1 3 136
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 2 3 5 131
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 1 2 11 155 6 12 47 435
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 0 1 5 145
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 0 0 0 52 0 1 6 148
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 1 1 46 0 2 5 148
Continuous representation of a preference relation on a connected topological space 0 1 1 46 0 1 2 143
Decomposable capacities, distorted probabilities and concave capacities 0 0 2 28 0 1 6 79
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 0 1 8 417
Exact capacities and star-shaped distorted probabilities 0 0 0 14 0 0 4 77
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 13 1 5 10 99
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 0 90 1 2 5 331
From local to global additive representation 0 0 0 28 0 0 0 77
From sure to strong diversification 0 0 0 3 1 1 3 41
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 12 1 3 6 64
General Equilibrium With Uncertainty Loving Preferences 3 3 8 22 3 6 24 70
General introduction to this special issue on Choquet integral and applications 0 0 1 11 0 0 2 41
Ignorance and competence in choices under uncertainty 0 0 0 10 0 0 6 69
Increases in risk and demand for a risky asset 0 0 0 5 1 1 2 35
Infinite supermodularity and preferences 0 0 0 2 0 0 5 31
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 2 2 7 196
Lorenz non-consistent welfare and inequality measurement 0 0 1 37 1 2 11 230
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 13 0 0 1 62
Monotone continuous multiple priors 0 0 0 72 1 1 7 203
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 1 36 1 2 5 191
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 6 0 1 9 33
Multidimensional inequality and inframodular order 0 0 0 0 0 3 3 3
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 1 4 1 1 5 25
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 0 0 51 0 0 0 103
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 3 0 1 3 29
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 3 154 1 1 6 265
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 1 72 2 2 8 186
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 6 0 0 8 43
Partial probabilistic information 0 0 0 7 1 1 2 43
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 15 0 0 1 60
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 39 1 1 5 116
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 43 1 2 7 151
Regular updating 0 0 1 14 0 0 6 65
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 0 1 5 378
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 1 3 12 672
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 7 0 0 2 48
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 0 0 1 101 1 1 8 194
Some characterizations of non-additive multi-period models 0 0 0 23 0 0 2 75
The Principle of Strong Diminishing Transfer 0 0 0 27 1 2 7 134
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 19 0 0 2 79
Tribute to Jean-Yves Jaffray 0 0 0 19 0 2 4 91
Updating pricing rules 1 1 2 4 1 2 12 22
Total Journal Articles 8 13 46 1,889 38 82 336 7,455

Chapter File Downloads Abstract Views
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Infinite Supermodularity and Preferences 0 0 0 0 0 2 4 8
Total Chapters 0 0 0 0 0 2 4 8

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Statistics updated 2021-01-03