Access Statistics for Alain Jacques Chateauneuf

Author contact details at EconPapers.

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 4 9 11 291
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 51 0 2 2 177
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 1 20 4 4 6 71
A consistent representation of Keynes’s long-term expectation in ?nancial market 0 0 1 34 2 8 14 51
A non-welfarist approach to inequality measurement 0 0 0 0 0 2 2 27
A non-welfarist approach to inequality measurement 0 0 0 1 1 2 4 21
A representation of Keynes's long-term expectation in financial markets 0 0 0 31 2 5 8 27
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 2 6 6 22
About Delay Aversion 0 0 0 23 0 2 4 26
About delay aversion 0 0 0 0 0 1 2 11
About delay aversion 0 0 0 0 1 1 2 7
About delay aversion 0 0 0 0 0 0 5 21
About partial probabilistic information 0 0 0 1 2 4 6 32
About partial probabilistic information 0 0 0 18 1 4 5 77
About partial probabilistic information 0 0 0 1 1 2 3 5
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 1 91 1 7 8 50
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 1 52 2 7 12 79
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 3 5 13
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 1 6 13
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 1 4 6 14
Alpha-maxmin as an aggregation of two selves 0 0 7 9 1 7 19 24
Alpha-maxmin as an aggregation of two selves 0 0 0 0 0 0 5 5
Alpha-maxmin as an aggregation of two selves 0 0 0 0 2 3 7 10
Alpha-maxmin as an aggregation of two selves 0 0 0 1 0 1 4 6
Ambiguity Aversion and Absence of Trade 0 0 0 59 3 5 8 261
Ambiguity Aversion and Trade 0 0 0 43 0 6 9 135
Ambiguity aversion and trade 0 0 0 0 0 2 7 22
Ambiguity aversion and trade 0 0 0 0 0 4 5 16
Ambiguity aversion and trade 0 0 0 0 0 5 7 18
Ambiguity reduction through new statistical data 0 0 0 0 0 3 5 13
Ambiguity reduction through new statistical data 0 0 0 0 0 2 2 11
Ambiguity through confidence functions 0 0 0 0 4 14 17 24
Ambiguity through confidence functions 0 0 1 1 0 6 8 62
Ambiguity through confidence functions 0 0 0 0 1 4 9 17
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 3 3 1,625
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 1 3 3 370
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 1 1 20
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 1 2 5 11
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 2 6
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 1 4 6 13
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 1 7 8 8
Cardinal extensions of EU model based on the Choquet integral 0 0 0 55 1 5 9 162
Cardinal extensions of EU model based on the Choquet integral 0 0 0 17 0 0 5 58
Cardinal extensions of EU model based on the Choquet integral 0 0 0 10 1 1 6 18
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 262 0 7 11 910
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 44 5 10 15 262
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 11 2 9 11 127
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 2 8 32
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 7 13 109
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 1 3 4 29
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 1 3 8
Choices under ambiguity with familiar and unfamiliar outcomes 0 0 0 100 0 6 10 344
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 2 4 9 554
Choquet representability of submodular functions 0 0 0 0 0 2 2 36
Choquet representability of submodular functions 0 0 0 0 0 2 2 7
Choquet representability of submodular functions 0 0 0 0 0 1 1 12
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 0 3 4 176
Comonotone random variables in economics: A review of some results 0 0 0 3 0 4 6 14
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 0 0 2 2 9
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 24 4 11 15 57
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 2 10 12 110
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 14 0 2 3 29
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 0 13
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 0 21
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 1 16
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 2 6
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 1 3 4 8
Decision under Uncertainty: The Classical Models 0 0 0 0 0 2 2 8
Decision under Uncertainty: The Classical Models 0 0 0 0 0 3 4 12
Decision under Uncertainty: The Classical Models 0 0 0 0 4 16 18 39
Decision under Uncertainty: the Classical Models 0 0 0 24 5 15 15 31
Decision under Uncertainty: the Classical Models 0 0 0 32 2 5 6 122
Decision under risk: The classical Expected Utility model 0 0 1 121 2 6 7 372
Decision under risk: The classical Expected Utility model 0 0 0 38 2 6 9 130
Decision under risk: The classical Expected Utility model 0 0 0 5 0 5 7 19
Decision under uncertainty: the classical models 0 0 0 139 3 8 10 647
Diversification, Convex Preferences and Non-Empty Core 0 0 0 102 0 4 7 507
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 1 2 4 604
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 18 1 5 7 48
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 19 1 6 8 95
Does the Lorenz curve really measure inequality? 0 0 0 0 1 3 3 24
Does the Lorenz curve really measure inequality? 0 0 0 0 2 4 6 20
Does the Lorenz curve really measure inequality? 0 0 0 0 1 4 6 16
Does the Lorenz curve really measure inequality? 0 0 0 0 0 3 4 25
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 0 0 9
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 2 5 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
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 1 1 26
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 3 3 24
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 3 6 10
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 1 2 3
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 2 2 16
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 3 6 7
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 2 2 5
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 0 22
FINANCIAL MARKETS WITH HEDGING COMPLEMENTS 0 0 3 3 0 4 13 13
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 3 4 10
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 1 5 7 8
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 1 5 9 12
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 15 0 7 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 0 4 12 254
From sure to strong diversification 0 0 0 0 0 2 3 8
From sure to strong diversification 0 0 0 9 1 2 3 43
From sure to strong diversification 0 0 0 0 0 2 3 11
From sure to strong diversification 0 0 0 0 1 1 1 22
From sure to strong diversification 0 0 0 40 6 6 8 215
G-continuity, impatience and G-cores of exact games 0 0 0 5 0 3 3 40
G-continuity, impatience and G-cores of exact games 0 0 1 22 4 9 10 121
G-continuity, impatience and G-cores of exact games 0 0 0 0 0 2 4 13
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 2 3 7
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 4 4 10
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 1 1 3
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 6 6 2 3 14 14
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 0 10 4 11 14 19
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 1 6 8 15
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 4 7 13
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 5 5 13
General equilibrium, risk taking and volatility 0 0 0 74 0 3 6 128
Ignorance and Competence in Choices Under Uncertainty 0 0 0 11 0 3 7 15
Ignorance and Competence in Choices Under Uncertainty 0 0 0 0 3 11 11 11
Ignorance and competence in choices under uncertainty 0 0 0 0 0 3 9 14
Ignorance and competence in choices under uncertainty 0 0 0 0 0 4 7 12
Increases In Risk and Demand for Risky Asset 0 0 0 46 0 3 5 72
Increases in risk and demand for a risky asset 0 0 0 0 0 2 2 16
Increases in risk and demand for a risky asset 0 0 0 0 1 4 8 23
Increases in risk and demand for a risky asset 0 0 0 0 0 1 3 22
Increases in risk and demand for risky asset 0 0 0 84 0 10 12 311
Increases in risk and demand for risky asset 0 0 0 4 1 7 8 42
Increases in risk and demand for risky asset 0 0 0 2 0 3 4 18
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 1 0 2 2 14
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 0 2 2 9
Infinite Supermodularity and Preferences 0 0 0 26 1 7 10 94
Infinite supermodularity and preferences 0 0 0 0 0 2 4 13
Infinite supermodularity and preferences 0 0 0 0 1 4 6 16
Infinite supermodularity and preferences 0 0 0 0 0 0 1 4
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 0 2 4 301
Local-Mobius Transforms of Monotone Capacities 0 0 0 1 0 3 6 196
Lorenz Non-Consistent Welfare and Inequality Measurement 0 0 0 100 0 5 8 334
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 1 3 4 10
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 4 5 24
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 4 7 19
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 1 3 4 25
Mackey compactness in B(S) 0 0 0 5 0 1 4 16
Mackey compactness in B(S) 0 0 0 3 3 8 15 24
Mackey compactness in B(S) 0 0 1 2 3 6 9 12
Measuring Inequality Without the Pigou-Dalton Condition 0 0 0 39 0 6 8 141
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 3 3 15
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 3 5 23
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 2 2 19
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 4 5 15
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 1 4 5 607
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 1 30 4 5 6 102
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 5 4 12 14 29
Monotone Continuous Multiple Priors 0 0 1 91 0 5 7 251
Monotone continuous multiple priors 0 0 0 10 0 2 2 41
Monotone continuous multiple priors 0 0 0 24 0 3 5 111
More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model 0 0 0 0 0 7 9 702
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 1 3 4 24
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 39 0 2 11 134
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 2 10 13 27
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 0 3 5 58
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 7 0 6 10 40
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 1 7 8 13
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 4 6 12
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 5 8 10
Multidimensional inequalities and generalized quantile functions 0 0 0 5 3 12 17 32
Multidimensional inequalities and generalized quantile functions 0 0 0 0 1 1 1 3
Multidimensional inequalities and generalized quantile functions 0 0 0 0 1 1 3 16
Multidimensional inequalities and generalized quantile functions 0 0 0 0 5 10 12 16
Multidimensional inequalities and generalized quantile functions 0 0 0 15 0 6 8 46
Multidimensional inequality and inframodular order 0 0 0 0 1 3 6 9
Multidimensional inequality and inframodular order 0 0 0 0 0 1 1 4
Multidimensional inequality and inframodular order 0 0 0 0 2 6 6 7
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 3 0 6 7 17
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 4 4 10
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 1 3 3 15
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 0 3 5 23
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 1 5 8 56
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 1 4 5 11
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 1 4 5 58
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 0 6 9 1,164
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 2 2 2
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 2 6 7
Non-welfarist approaches to inequality measurement 0 0 0 0 0 2 2 11
Non-welfarist approaches to inequality measurement 0 0 0 0 0 2 5 20
Non-welfarist approaches to inequality measurement 0 0 0 0 0 8 8 23
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 1 8
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 1 2 15
On Future Allocations of Scarce Resources without Explicit Discounting Factors 0 0 1 16 0 3 6 30
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 1 1 5 5 1 5 11 11
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 4 7 1 5 10 13
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 1 1 3 10 15 15
On the confidence preferences model 0 0 0 0 0 1 1 4
On the confidence preferences model 0 0 0 0 0 1 3 10
On the confidence preferences model 0 0 0 0 0 2 2 7
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 53 0 5 6 78
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 1 7 13
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 4 6 20
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 5 11 12 20
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 1 3 0 2 5 19
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 69 1 7 10 377
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 10 1 5 8 70
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 23 2 13 17 75
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 0 6 15 86
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 0 6 7 35
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 18 0 3 4 9
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 1 4 5 663
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 23 0 1 4 91
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 4 6 8 20
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 4 6 13
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 4 5 56
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 2 5 10 22
Optimality of deductible for Yaari's model: a reappraisal 0 1 1 14 0 2 5 41
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 0 4 5 58
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 16 1 5 9 19
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 2 5 6
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 1 2 5 7
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 7 8 9
Partial probabilistic information 0 0 0 0 0 2 3 5
Partial probabilistic information 0 0 0 0 1 2 2 12
Partial probabilistic information 0 0 0 0 0 1 1 6
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 0 1 2 149
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 1 0 1 2 10
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 1 3 4 39
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 1 2 5 107
Pricing in Slack Market 0 0 0 0 0 1 1 380
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 1 1 2 4 20
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 2 6 13 24
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 5 8 21
Propensity for hedging and ambiguity aversion 0 0 0 0 0 4 7 25
Propensity for hedging and ambiguity aversion 0 0 0 0 0 4 5 18
Propensity for hedging and ambiguity aversion 0 0 1 3 0 1 14 21
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 1 1 2 2 7 12 21 21
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 0 5 3 13 15 30
Regular updating 0 0 0 28 0 3 5 77
Regular updating 0 0 0 0 0 5 5 16
Regular updating 0 0 0 0 0 2 4 12
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 1 3 6 1,003
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 1 5 5 47
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 1 6 9 12
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 4 6 13
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 3 29
Sharing beliefs: between agreeing and disagreeing 0 0 0 50 0 4 7 192
Sharing beliefs: between agreeing and disagreeing 0 0 0 21 0 5 13 148
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 1 4 11
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 2 5 13
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 2 19
Social tension order: A new approach to inequality reduction 0 0 0 0 1 1 5 5
Social tension order: A new approach to inequality reduction 0 0 0 0 2 5 5 6
Social tension order: A new approach to inequality reduction 1 1 1 2 1 4 7 9
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 1 4 6 16
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 1 1 3 4 45
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 2 4 5 17
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 1 2 10
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 15 1 4 5 74
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 13 1 4 6 76
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 1 1 1 9
Some Fubini theorems on sigma-algebras for non additive measures 0 0 1 76 0 2 3 386
Submodular financial markets with frictions 0 0 0 6 3 7 9 17
Submodular financial markets with frictions 0 0 0 3 0 2 2 4
The Principle of Strong Diminishing Transfer 0 0 0 20 0 1 2 82
The Principle of Strong Diminishing Transfer 0 0 0 25 1 5 5 129
The Principle of Strong Kiminishing Transfer 0 0 0 0 3 8 10 183
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 2 2 16
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 3 4 13
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 3 5 9
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 0 0 4 4 12
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 10 0 5 7 92
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 0 3 3 38
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 6 2 5 7 36
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 1 5 8 27
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 0 1 1 176
The risk-neutral non-additive probability with market frictions 0 0 0 0 2 4 5 6
The risk-neutral non-additive probability with market frictions 0 0 0 0 1 3 6 8
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 1 2 2 9
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 0 3 5 12
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 11 0 4 9 64
Updating Pricing Rules 0 0 0 0 0 4 8 8
Updating pricing rules 0 0 0 0 0 6 12 14
Updating pricing rules 0 0 0 0 1 2 2 5
Updating pricing rules 0 0 0 0 0 4 10 16
Total Working Papers 3 4 44 3,131 218 1,111 1,734 22,455
9 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 REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS 0 0 3 5 0 2 7 13
A Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 10 0 4 4 30
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 45 0 1 4 141
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 0 16 0 3 5 185
A solution to a conjecture of David Schmeidler 0 0 1 1 0 5 6 6
About delay aversion 0 0 0 8 0 1 4 43
Alpha-maxmin as an aggregation of two selves 0 0 1 2 3 6 9 15
Ambiguity aversion and trade 0 0 0 32 1 3 6 128
Ambiguity through confidence functions 0 0 1 91 2 9 13 286
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 0 2 4 354
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 0 1 79 1 6 11 162
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 8 13 13 150
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 0 1 3 183 0 6 22 588
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 1 2 7 156
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 1 2 3 57 1 6 10 174
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 0 49 2 4 10 172
Continuous representation of a preference relation on a connected topological space 0 0 0 51 1 3 6 160
Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 2 4 7
Correction to: Submodular financial markets with frictions 0 0 0 0 2 6 10 11
Decomposable capacities, distorted probabilities and concave capacities 0 0 0 29 2 6 8 93
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 1 3 4 426
Exact capacities and star-shaped distorted probabilities 0 0 0 16 0 5 9 91
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 19 0 3 14 129
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 1 93 1 7 10 354
From local to global additive representation 0 0 1 34 1 8 9 101
From sure to strong diversification 0 0 0 4 0 1 2 49
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 14 1 3 5 79
Gain–loss hedging and cumulative prospect theory 1 1 1 2 1 6 9 11
General Equilibrium With Uncertainty Loving Preferences 0 0 0 25 1 4 10 105
General introduction to this special issue on Choquet integral and applications 0 0 0 13 1 1 1 46
Ignorance and competence in choices under uncertainty 0 0 1 12 1 6 9 85
Increases in risk and demand for a risky asset 0 0 0 6 0 5 7 52
Infinite supermodularity and preferences 0 0 0 2 0 3 7 40
Lorenz non-consistent welfare and inequality measurement 0 0 0 37 0 6 11 248
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 0 6 8 207
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 1 14 0 7 9 76
Monotone continuous multiple priors 0 0 0 74 1 7 9 223
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 0 38 1 3 6 212
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 1 7 1 9 13 60
Multidimensional inequalities and generalized quantile functions 0 0 0 2 1 6 11 24
Multidimensional inequality and inframodular order 0 1 2 9 1 4 12 38
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 2 4 6 120
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 6 0 3 9 48
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 0 166 0 7 11 297
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 1 74 0 9 18 223
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 12 0 4 9 67
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 2 2 4
Partial probabilistic information 0 0 0 7 0 3 6 54
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 16 1 5 7 70
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 40 0 3 4 126
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 44 2 8 13 175
Propensity for hedging and ambiguity aversion 0 0 0 3 0 4 6 16
Regular updating 0 0 0 15 2 5 11 85
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 0 7 11 405
Robust α-maxmin representations 0 0 1 3 0 3 7 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 2 6 9 60
Social tension order: A new approach to inequality reduction 0 0 0 1 0 2 5 11
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 0 0 1 123 3 8 16 248
Some characterizations of non-additive multi-period models 0 0 0 28 0 4 6 89
Submodular financial markets with frictions 0 0 0 0 1 8 10 14
The Principle of Strong Diminishing Transfer 0 0 0 28 0 9 14 156
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 22 2 7 8 95
The risk-neutral non-additive probability with market frictions 0 0 2 2 1 7 10 13
Tribute to Jean-Yves Jaffray 0 0 0 19 2 5 8 102
Updating pricing rules 0 0 0 6 2 7 18 57
Total Journal Articles 2 5 27 2,085 57 326 571 8,794

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 1 3 0 7 8 21
Total Chapters 0 0 1 3 0 7 8 21

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

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

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04