Access Statistics for Alain Jacques Chateauneuf

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Last month 3 months 12 months Total Last month 3 months 12 months Total
A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model 0 0 0 0 0 1 3 282
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 1 1 20 1 2 2 67
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 51 0 0 0 175
A consistent representation of Keynes’s long-term expectation in ?nancial market 0 0 1 34 1 3 7 43
A non-welfarist approach to inequality measurement 0 0 0 1 1 1 2 19
A non-welfarist approach to inequality measurement 0 0 0 0 0 0 0 25
A representation of Keynes's long-term expectation in financial markets 0 0 2 31 1 2 5 22
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 0 0 0 16
About Delay Aversion 0 0 0 23 1 2 2 24
About delay aversion 0 0 0 0 0 0 1 6
About delay aversion 0 0 0 0 0 0 1 10
About delay aversion 0 0 0 0 1 4 5 21
About partial probabilistic information 0 0 0 1 0 2 3 28
About partial probabilistic information 0 0 0 1 1 1 1 3
About partial probabilistic information 0 0 0 18 1 1 2 73
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 1 52 3 4 6 72
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 1 91 0 0 1 43
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 2 3 6 12
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 1 1 3 10
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 1 1 2 10
Alpha-maxmin as an aggregation of two selves 0 0 0 1 2 2 4 5
Alpha-maxmin as an aggregation of two selves 0 0 0 0 3 4 5 5
Alpha-maxmin as an aggregation of two selves 0 0 0 0 3 3 6 7
Alpha-maxmin as an aggregation of two selves 0 0 9 9 4 6 14 17
Ambiguity Aversion and Absence of Trade 0 0 0 59 3 3 4 256
Ambiguity Aversion and Trade 0 0 0 43 2 2 3 129
Ambiguity aversion and trade 0 0 0 0 3 4 6 20
Ambiguity aversion and trade 0 0 0 0 1 1 2 13
Ambiguity aversion and trade 0 0 0 0 1 1 1 12
Ambiguity reduction through new statistical data 0 0 0 0 1 2 2 10
Ambiguity reduction through new statistical data 0 0 0 0 0 0 2 9
Ambiguity through confidence functions 0 0 1 1 1 1 2 56
Ambiguity through confidence functions 0 0 0 0 2 2 4 10
Ambiguity through confidence functions 0 0 0 0 3 5 5 13
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 0 0 1 1,622
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 0 0 0 367
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 0 2 19
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 1 1 4 9
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 1 1 2 6
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 1 2 2 9
Cardinal extensions of EU model based on the Choquet integral 0 0 0 17 1 3 5 58
Cardinal extensions of EU model based on the Choquet integral 0 0 0 55 2 4 5 157
Cardinal extensions of EU model based on the Choquet integral 0 0 0 10 2 3 5 17
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 44 0 1 6 252
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 262 3 4 4 903
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 3 3 7 102
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 1 5 7 30
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 11 1 1 3 118
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 0 3 7
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 1 1 1 26
Choices under ambiguity with familiar and unfamiliar outcomes 0 0 0 100 2 2 4 338
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 0 1 9 550
Choquet representability of submodular functions 0 0 0 0 0 0 2 34
Choquet representability of submodular functions 0 0 0 0 0 0 2 11
Choquet representability of submodular functions 0 0 0 0 0 0 0 5
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 1 1 3 173
Comonotone random variables in economics: A review of some results 0 0 0 3 0 1 3 10
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 24 0 3 5 46
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 14 1 1 1 27
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 0 0 0 0 7
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 0 0 2 100
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 0 21
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 1 13
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 1 1 3 16
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 1 5
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 2 5
Decision under Uncertainty: The Classical Models 0 0 0 0 1 1 2 23
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 1 9
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 0 6
Decision under Uncertainty: the Classical Models 0 0 0 24 0 0 0 16
Decision under Uncertainty: the Classical Models 0 0 0 32 1 1 1 117
Decision under risk: The classical Expected Utility model 0 0 0 5 1 2 2 14
Decision under risk: The classical Expected Utility model 0 0 0 38 2 3 3 124
Decision under risk: The classical Expected Utility model 0 0 1 121 0 0 2 366
Decision under uncertainty: the classical models 0 0 0 139 0 1 2 639
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 2 2 3 602
Diversification, Convex Preferences and Non-Empty Core 0 0 0 102 2 2 3 503
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 19 0 0 2 89
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 18 1 1 2 43
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 0 21
Does the Lorenz curve really measure inequality? 0 0 0 0 0 1 2 12
Does the Lorenz curve really measure inequality? 0 0 0 0 1 1 2 16
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 1 22
Décision dans l'incertain: les modèles classiques 0 0 0 0 1 2 4 24
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 0 0 0 25
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 11
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 0 21
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 1 2 3 7
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 1 1 1 2
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 0 1 14
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 0 0 0 3
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 1 1 3 4
FINANCIAL MARKETS WITH HEDGING COMPLEMENTS 0 0 3 3 1 5 9 9
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 1 4 7
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 0 2 7
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 0 2 3
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 15 3 6 6 85
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 70 3 4 8 250
From sure to strong diversification 0 0 0 40 1 2 3 209
From sure to strong diversification 0 0 0 0 0 1 3 9
From sure to strong diversification 0 0 0 0 0 0 1 6
From sure to strong diversification 0 0 0 0 0 0 2 21
From sure to strong diversification 0 0 0 9 0 1 1 41
G-continuity, impatience and G-cores of exact games 0 1 1 22 0 1 2 112
G-continuity, impatience and G-cores of exact games 0 0 0 5 0 0 1 37
G-continuity, impatience and G-cores of exact games 0 0 0 0 0 1 2 11
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 0 2
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 1 1 5
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 0 6
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 6 6 2 3 11 11
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 0 10 1 1 3 8
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 0 8
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 3 3 3 9
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 1 3 9
General equilibrium, risk taking and volatility 0 0 0 74 1 3 3 125
Ignorance and Competence in Choices Under Uncertainty 0 0 0 11 0 1 4 12
Ignorance and Competence in Choices Under Uncertainty 0 0 0 0 0 0 0 0
Ignorance and competence in choices under uncertainty 0 0 0 0 0 0 4 8
Ignorance and competence in choices under uncertainty 0 0 0 0 1 3 6 11
Increases In Risk and Demand for Risky Asset 0 0 0 46 1 1 2 69
Increases in risk and demand for a risky asset 0 0 0 0 0 0 0 14
Increases in risk and demand for a risky asset 0 0 0 0 3 4 4 19
Increases in risk and demand for a risky asset 0 0 0 0 2 2 4 21
Increases in risk and demand for risky asset 0 0 0 84 1 2 3 301
Increases in risk and demand for risky asset 0 0 0 2 1 1 1 15
Increases in risk and demand for risky asset 0 0 0 4 0 1 1 35
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 1 0 0 0 12
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 0 0 1 7
Infinite Supermodularity and Preferences 0 0 0 26 1 1 4 87
Infinite supermodularity and preferences 0 0 0 0 2 2 2 11
Infinite supermodularity and preferences 0 0 0 0 1 2 3 12
Infinite supermodularity and preferences 0 0 0 0 1 1 1 4
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 1 2 3 299
Local-Mobius Transforms of Monotone Capacities 0 0 0 1 1 2 3 193
Lorenz Non-Consistent Welfare and Inequality Measurement 0 0 0 100 0 2 3 329
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 1 2 3 15
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 1 1 7
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 1 22
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 1 20
Mackey compactness in B(S) 0 0 0 5 1 1 5 15
Mackey compactness in B(S) 0 0 0 3 2 5 8 16
Mackey compactness in B(S) 1 1 1 2 2 2 5 6
Measuring Inequality Without the Pigou-Dalton Condition 0 0 2 39 1 1 4 135
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 0 12
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 1 1 2 11
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 0 17
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 3 20
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 1 1 2 603
Modeling attitudes toward uncertainty through the use of the Sugeno integral 1 1 1 30 1 1 1 97
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 5 0 1 2 17
Monotone Continuous Multiple Priors 0 1 1 91 0 1 2 246
Monotone continuous multiple priors 0 0 0 24 1 1 2 108
Monotone continuous multiple priors 0 0 0 10 0 0 0 39
More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model 0 0 0 0 1 1 3 695
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 39 4 7 9 132
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 1 1 1 21
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 0 2 4 17
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 7 1 1 4 34
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 1 2 2 55
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 1 6
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 3 5
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 2 8
Multidimensional inequalities and generalized quantile functions 0 0 0 15 0 0 3 40
Multidimensional inequalities and generalized quantile functions 0 0 0 0 1 1 2 6
Multidimensional inequalities and generalized quantile functions 0 0 0 0 1 2 2 15
Multidimensional inequalities and generalized quantile functions 0 0 0 5 1 1 6 20
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 2
Multidimensional inequality and inframodular order 0 0 0 0 0 0 0 3
Multidimensional inequality and inframodular order 0 0 0 0 0 0 0 1
Multidimensional inequality and inframodular order 0 0 0 0 1 1 4 6
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 1 1 2 7
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 1 1 3 20
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 0 6
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 0 0 3 51
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 0 1 3 54
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 3 1 1 2 11
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 1 12
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 1 2 3 1,158
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 3 4 4 5
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 0 0 0
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 0 9
Non-welfarist approaches to inequality measurement 0 0 0 0 1 1 1 14
Non-welfarist approaches to inequality measurement 0 0 0 1 0 1 2 12
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 0 15
Non-welfarist approaches to inequality measurement 0 0 0 0 0 1 1 8
Non-welfarist approaches to inequality measurement 0 0 0 0 1 1 4 18
On Future Allocations of Scarce Resources without Explicit Discounting Factors 0 0 3 16 0 1 7 27
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 1 1 4 4 1 1 6 6
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 7 7 0 2 8 8
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 1 1 3 3 5 5
On the confidence preferences model 0 0 0 0 0 0 0 3
On the confidence preferences model 0 0 0 0 0 0 0 5
On the confidence preferences model 0 0 0 0 2 2 3 9
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 53 0 0 1 73
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 1 2 9
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 1 1 3 16
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 3 6 6 12
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 1 3 0 1 3 17
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 10 2 2 6 65
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 69 2 2 3 370
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 1 1 2 29
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 18 0 1 1 6
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 5 7 9 80
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 23 1 3 5 62
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 1 1 1 659
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 23 1 2 3 90
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 2 2 2 14
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 1 2 9
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 4 5 5 17
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 1 52
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 1 1 2 54
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 16 1 4 4 14
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 13 2 2 4 39
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 1 1 3 5
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 1 3 4
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 1 2
Partial probabilistic information 0 0 0 0 1 1 1 3
Partial probabilistic information 0 0 0 0 0 0 2 5
Partial probabilistic information 0 0 0 0 0 0 2 10
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 1 1 3 148
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 0 1 1 36
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 1 0 0 1 9
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 32 1 2 3 105
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 4 0 3 3 21
Pricing in Slack Market 0 0 0 0 0 0 1 379
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 1 0 0 3 18
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 1 2 4 16
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 2 4 10 18
Propensity for hedging and ambiguity aversion 0 0 0 0 0 1 1 14
Propensity for hedging and ambiguity aversion 0 0 1 3 9 11 13 20
Propensity for hedging and ambiguity aversion 0 0 0 0 0 3 5 21
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 0 5 0 1 2 17
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 1 1 3 6 9 9
Regular updating 0 0 0 0 1 1 2 10
Regular updating 0 0 0 28 0 1 2 74
Regular updating 0 0 0 0 0 0 1 11
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 1 3 3 1,000
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 2 3 3 6
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 0 1 42
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 1 3 29
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 1 2 2 9
Sharing beliefs: between agreeing and disagreeing 0 0 0 50 0 1 4 188
Sharing beliefs: between agreeing and disagreeing 0 0 0 21 6 7 8 143
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 3 3 3 11
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 1 3 19
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 2 3 10
Social tension order: A new approach to inequality reduction 0 0 0 0 1 1 4 4
Social tension order: A new approach to inequality reduction 0 0 0 0 0 0 0 1
Social tension order: A new approach to inequality reduction 0 0 0 1 0 1 3 5
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 1 1 1 1 42
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 1 1 3 12
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 0 3 13
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 15 1 1 1 70
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 1 1 1 9
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 13 1 1 2 72
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 0 0 8
Some Fubini theorems on sigma-algebras for non additive measures 1 1 1 76 1 1 1 384
Submodular financial markets with frictions 0 0 0 3 0 0 0 2
Submodular financial markets with frictions 0 0 1 6 1 1 3 10
The Principle of Strong Diminishing Transfer 0 0 0 20 0 1 1 81
The Principle of Strong Diminishing Transfer 0 0 0 25 0 0 1 124
The Principle of Strong Kiminishing Transfer 0 0 0 0 0 1 4 175
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 0 14
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 2 3 6
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 1 1 1 10
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 0 0 0 0 8
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 6 0 1 2 31
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 10 0 1 2 87
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 0 0 0 175
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 0 0 1 35
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 2 2 3 22
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 0 1 2
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 2 4 5
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 11 0 2 5 60
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 0 0 0 7
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 1 1 2 9
Updating Pricing Rules 0 0 0 0 4 4 4 4
Updating pricing rules 0 0 0 0 3 3 6 12
Updating pricing rules 0 0 0 0 0 0 0 3
Updating pricing rules 0 0 0 0 5 6 6 8
Total Working Papers 4 7 52 3,127 234 390 757 21,344
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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 1 3 5 0 1 6 11
A Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 10 0 0 1 26
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 45 1 2 3 140
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 0 16 0 2 3 182
A solution to a conjecture of David Schmeidler 0 1 1 1 0 1 1 1
About delay aversion 0 0 0 8 0 0 3 42
Alpha-maxmin as an aggregation of two selves 0 0 1 2 1 2 5 9
Ambiguity aversion and trade 0 0 0 32 1 2 3 125
Ambiguity through confidence functions 0 0 2 91 2 2 5 277
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 1 1 3 352
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 1 1 1 79 2 3 6 156
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 0 0 2 137
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 0 0 2 182 2 5 19 582
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 3 4 5 154
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 0 0 2 55 0 1 5 168
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 0 49 2 4 7 168
Continuous representation of a preference relation on a connected topological space 0 0 0 51 0 0 4 157
Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 3 5
Correction to: Submodular financial markets with frictions 0 0 0 0 0 1 4 5
Decomposable capacities, distorted probabilities and concave capacities 0 0 0 29 1 2 2 87
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 0 1 2 423
Exact capacities and star-shaped distorted probabilities 0 0 0 16 1 2 4 86
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 19 2 6 15 126
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 1 93 0 1 3 347
From local to global additive representation 0 0 1 34 0 0 3 93
From sure to strong diversification 0 0 0 4 0 0 1 48
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 14 0 0 3 76
Gain–loss hedging and cumulative prospect theory 0 0 0 1 0 1 4 5
General Equilibrium With Uncertainty Loving Preferences 0 0 0 25 1 3 8 101
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 1 1 4 79
Increases in risk and demand for a risky asset 0 0 0 6 0 1 2 47
Infinite supermodularity and preferences 0 0 0 2 1 3 5 37
Lorenz non-consistent welfare and inequality measurement 0 0 0 37 4 4 6 242
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 1 1 3 201
Modeling attitudes toward uncertainty through the use of the Sugeno integral 1 1 1 14 1 2 3 69
Monotone continuous multiple priors 0 0 0 74 1 2 5 216
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 0 38 2 3 3 209
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 1 7 0 1 4 51
Multidimensional inequalities and generalized quantile functions 0 0 0 2 2 3 5 18
Multidimensional inequality and inframodular order 0 0 1 8 1 2 8 34
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 5 0 1 3 31
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 0 0 55 0 0 3 116
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 6 1 4 6 45
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 0 166 1 4 4 290
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 1 74 2 4 9 214
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 1 12 1 1 7 63
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 0 2
Partial probabilistic information 0 0 0 7 0 1 4 51
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 16 1 1 2 65
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 40 0 0 1 123
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 44 1 2 6 167
Propensity for hedging and ambiguity aversion 0 0 0 3 1 1 3 12
Regular updating 0 0 0 15 1 3 6 80
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 2 2 6 398
Robust α-maxmin representations 0 0 1 3 0 1 6 9
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 2 3 683
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 1 8 0 2 3 54
Social tension order: A new approach to inequality reduction 0 0 0 1 0 0 4 9
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 0 0 2 123 4 5 10 240
Some characterizations of non-additive multi-period models 0 0 4 28 0 1 6 85
Submodular financial markets with frictions 0 0 0 0 2 2 3 6
The Principle of Strong Diminishing Transfer 0 0 0 28 3 4 6 147
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 22 0 0 1 88
The risk-neutral non-additive probability with market frictions 0 0 2 2 0 0 3 6
Tribute to Jean-Yves Jaffray 0 0 0 19 0 1 3 97
Updating pricing rules 0 0 0 6 4 4 11 50
Total Journal Articles 2 4 30 2,080 58 116 300 8,468

Chapter File Downloads Abstract Views
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Infinite Supermodularity and Preferences 0 0 1 3 0 0 1 14
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