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 2 280
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 19 0 0 0 65
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 0 33 1 1 2 37
A non-welfarist approach to inequality measurement 0 0 0 0 0 0 1 25
A non-welfarist approach to inequality measurement 0 0 0 1 0 0 0 17
A representation of Keynes's long-term expectation in financial markets 1 2 4 31 1 2 7 19
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 0 0 0 22
About delay aversion 0 0 0 0 0 0 0 5
About delay aversion 0 0 0 0 0 0 0 9
About delay aversion 0 0 0 0 0 0 0 16
About partial probabilistic information 0 0 0 18 1 1 1 72
About partial probabilistic information 0 0 0 1 0 0 0 2
About partial probabilistic information 0 0 0 1 1 1 1 26
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 90 0 0 1 42
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 51 1 1 1 67
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 0 1 8
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 1 2 7
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 1 1 2 8
Alpha-maxmin as an aggregation of two selves 0 0 1 1 1 1 2 2
Alpha-maxmin as an aggregation of two selves 2 2 2 2 2 2 5 5
Ambiguity Aversion and Absence of Trade 0 0 0 59 1 1 1 253
Ambiguity Aversion and Trade 0 0 0 43 0 0 0 126
Ambiguity aversion and trade 0 0 0 0 0 0 0 11
Ambiguity aversion and trade 0 0 0 0 0 0 1 11
Ambiguity aversion and trade 0 0 0 0 0 1 1 15
Ambiguity reduction through new statistical data 0 0 0 0 2 2 2 9
Ambiguity reduction through new statistical data 0 0 0 0 0 0 0 8
Ambiguity through confidence functions 0 0 0 0 1 1 1 7
Ambiguity through confidence functions 0 0 0 0 0 0 0 54
Ambiguity through confidence functions 0 0 0 0 0 0 0 8
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 1 4 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 1 2 2 19
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 1 1 1 6
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 0 4
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 0 0
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 0 7
Cardinal extensions of EU model based on the Choquet integral 0 0 0 10 0 0 0 12
Cardinal extensions of EU model based on the Choquet integral 0 0 0 17 0 0 0 53
Cardinal extensions of EU model based on the Choquet integral 0 0 0 55 0 1 1 153
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 1 262 0 0 2 899
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 44 1 1 3 247
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 1 1 3 24
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 1 11 0 1 4 116
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 1 1 2 96
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 1 1 1 5
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 0 0 25
Choices under ambiguity with familiar and unfamiliar outcomes 0 0 0 100 0 0 1 334
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 2 4 5 545
Choquet representability of submodular functions 0 0 0 0 1 2 2 11
Choquet representability of submodular functions 0 0 0 0 0 0 0 5
Choquet representability of submodular functions 0 0 0 0 0 2 2 34
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 0 2 2 172
Comonotone random variables in economics: A review of some results 0 0 1 3 0 1 4 8
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 1 14 0 0 3 26
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 1 24 1 1 3 42
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 0 0 1 98
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 1 1 1 13
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 1 2 2 15
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 0 4
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 1 1 1 4
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 1 8
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 1 21
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 1 6
Decision under Uncertainty: the Classical Models 0 0 1 24 0 0 1 16
Decision under Uncertainty: the Classical Models 0 0 0 32 0 0 1 116
Decision under risk: The classical Expected Utility model 0 0 1 5 0 0 1 12
Decision under risk: The classical Expected Utility model 0 0 0 38 0 0 0 121
Decision under risk: The classical Expected Utility model 0 0 0 120 1 1 3 365
Decision under uncertainty: the classical models 0 0 1 139 0 0 4 637
Diversification, Convex Preferences and Non-Empty Core 0 0 0 102 0 0 0 500
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 1 1 1 600
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 18 0 0 0 41
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 19 0 0 0 87
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 0 0 10
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 0 14
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 0 21
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 1 1 21
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 10
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
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 0 0 0 4
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 1 1 1 14
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 0 0 1
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 0 0 0 1
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 1 1 1 22
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 1 1 6
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 0 0 3
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 0 0 1
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 70 0 0 1 242
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 15 0 0 3 79
From sure to strong diversification 0 0 0 9 0 0 0 40
From sure to strong diversification 0 0 0 0 1 2 3 21
From sure to strong diversification 0 0 0 0 2 2 2 8
From sure to strong diversification 0 0 0 0 0 0 0 5
From sure to strong diversification 0 0 0 40 0 1 1 207
G-continuity, impatience and G-cores of exact games 0 0 1 21 0 1 3 111
G-continuity, impatience and G-cores of exact games 0 0 0 0 0 0 1 9
G-continuity, impatience and G-cores of exact games 0 0 0 5 1 1 1 37
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 1 4
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 1 6
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 0 2
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 1 10 0 0 1 5
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 1 6
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 1 2 7
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 1 8
General equilibrium, risk taking and volatility 0 0 0 74 0 0 0 122
Ignorance and Competence in Choices Under Uncertainty 0 0 0 11 0 0 0 8
Ignorance and Competence in Choices Under Uncertainty 0 0 0 39 0 0 0 63
Ignorance and competence in choices under uncertainty 0 0 0 0 1 1 2 5
Ignorance and competence in choices under uncertainty 0 0 0 0 0 0 0 5
Increases In Risk and Demand for Risky Asset 0 0 0 46 0 0 1 67
Increases in risk and demand for a risky asset 0 0 0 0 2 2 3 19
Increases in risk and demand for a risky asset 0 0 0 0 0 0 1 14
Increases in risk and demand for a risky asset 0 0 0 0 0 0 2 15
Increases in risk and demand for risky asset 0 0 0 2 0 0 2 14
Increases in risk and demand for risky asset 0 0 0 84 0 1 1 299
Increases in risk and demand for risky asset 0 0 0 4 0 0 2 34
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 1 1 1 7
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 1 0 0 0 12
Infinite Supermodularity and Preferences 0 0 0 26 0 1 1 84
Infinite supermodularity and preferences 0 0 0 0 0 0 0 9
Infinite supermodularity and preferences 0 0 0 0 0 0 0 3
Infinite supermodularity and preferences 0 0 0 0 1 1 1 10
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 1 1 1 297
Local-Mobius Transforms of Monotone Capacities 0 0 0 1 0 0 0 190
Lorenz Non-Consistent Welfare and Inequality Measurement 0 0 0 100 0 0 0 326
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 0 6
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 1 12
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 0 19
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 0 21
Mackey compactness in B(S) 0 0 0 3 0 1 2 9
Mackey compactness in B(S) 0 0 0 1 0 2 2 3
Mackey compactness in B(S) 0 0 0 5 1 2 3 12
Measuring Inequality Without the Pigou-Dalton Condition 0 2 4 39 0 2 4 133
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 1 1 18
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 0 0 1 17
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 1 1 10
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 1 1 1 602
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 29 0 0 2 96
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 5 0 0 0 15
Monotone Continuous Multiple Priors 0 0 0 90 0 0 1 244
Monotone continuous multiple priors 0 0 0 24 0 0 1 106
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 1 693
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 0 0 0 20
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 39 0 0 0 123
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 7 0 0 0 30
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 0 1 2 14
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 0 0 1 53
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 0 6
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 1 5
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 1 2
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 13
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 2
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 4
Multidimensional inequalities and generalized quantile functions 0 0 0 5 1 1 1 15
Multidimensional inequalities and generalized quantile functions 0 0 1 15 0 1 2 38
Multidimensional inequality and inframodular order 0 0 0 0 0 0 1 1
Multidimensional inequality and inframodular order 0 0 0 0 1 1 1 3
Multidimensional inequality and inframodular order 0 0 0 0 0 0 1 3
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 0 1 1 1 12
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 0 0 1 48
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 1 2 2 53
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 1 1 1 6
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 3 1 1 2 10
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 1 1 1 18
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 0 0 0 1,155
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 0 0 0
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 0 1 1
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 1 9
Non-welfarist approaches to inequality measurement 0 0 0 1 0 0 1 10
Non-welfarist approaches to inequality measurement 0 0 0 0 1 1 2 15
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 1 7
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 0 1 13
On Future Allocations of Scarce Resources without Explicit Discounting Factors 0 2 5 15 1 4 10 24
On the confidence preferences model 0 0 0 0 0 0 0 5
On the confidence preferences model 0 0 0 0 1 1 1 7
On the confidence preferences model 0 0 0 0 0 0 0 3
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 53 0 0 0 72
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 1 6
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 1 1 14
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 1 1 2 8
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 10 3 3 3 62
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 2 0 0 1 14
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 69 0 0 2 367
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 1 1 1 28
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 18 0 0 0 5
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 0 0 1 71
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 23 1 1 1 58
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 0 0 2 658
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 0 0 0 12
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 2 23 0 0 2 87
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 1 7
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 0 51
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 1 12
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 13 0 1 1 36
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 1 1 2 53
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 16 0 0 0 10
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 1 1
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 1 2
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 1 1
Partial probabilistic information 0 0 0 0 0 0 0 2
Partial probabilistic information 0 0 0 0 1 2 2 10
Partial probabilistic information 0 0 0 0 1 2 2 5
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 1 2 2 147
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 1 0 0 1 8
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 0 0 2 35
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 32 0 0 0 102
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 4 0 0 0 18
Pricing in Slack Market 0 0 0 0 0 1 1 379
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 1 3 4 11
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 1 1 1 13
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 1 0 1 2 16
Propensity for hedging and ambiguity aversion 0 0 0 2 0 0 0 7
Propensity for hedging and ambiguity aversion 0 0 0 0 0 2 5 18
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 0 13
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 0 5 0 0 4 15
Regular updating 0 0 0 0 0 0 0 8
Regular updating 0 0 0 0 1 1 1 11
Regular updating 0 0 0 28 0 0 0 72
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 0 0 997
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 1 1 1 42
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 0 0 3
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 1 26
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 0 7
Sharing beliefs: between agreeing and disagreeing 0 0 0 21 0 0 1 135
Sharing beliefs: between agreeing and disagreeing 0 0 0 50 0 1 3 185
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 0 7
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 0 8
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 1 1 1 17
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 0 0 0 0 0
Social tension order: A new approach to inequality reduction 0 0 0 1 0 0 0 2
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 1 1 3 10
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 1 2 5 12
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 1 1 0 0 5 41
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 0 0 0 8
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 15 0 0 0 69
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 13 0 0 1 70
Some Fubini theorems on sigma-algebras for non additive measures 0 0 0 75 0 0 0 383
Submodular financial markets with frictions 0 1 1 6 0 1 4 8
Submodular financial markets with frictions 0 0 0 3 0 0 0 2
The Principle of Strong Diminishing Transfer 0 0 0 20 0 0 3 80
The Principle of Strong Diminishing Transfer 0 0 0 25 0 1 1 124
The Principle of Strong Kiminishing Transfer 0 0 0 0 0 2 3 173
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 1 1 2 4
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 1 9
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 1 14
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 10 0 0 1 85
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 0 0 1 175
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 0 0 0 1 8
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 1 1 2 35
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 6 0 0 0 29
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 0 0 1 19
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 0 0 1
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 1 1 2
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 0 0 1 7
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 11 0 0 0 55
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 1 1 0 0 2 7
Updating pricing rules 0 0 0 0 0 0 0 2
Updating pricing rules 0 0 0 0 0 0 0 3
Updating pricing rules 0 0 0 0 0 0 1 6
Total Working Papers 3 9 32 3,123 73 129 299 20,778
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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 2 2 1 1 6 6
A Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 1 10 0 1 2 26
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 45 0 0 1 137
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 0 16 0 1 1 180
About delay aversion 0 0 0 8 0 0 1 39
Ambiguity aversion and trade 0 0 0 32 0 0 0 122
Ambiguity through confidence functions 0 1 2 90 0 1 5 273
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 0 1 3 350
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 0 1 78 1 1 3 151
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 0 2 3 137
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 0 0 3 180 1 3 11 566
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 0 0 0 149
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 1 1 1 54 1 1 3 164
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 0 49 0 1 1 162
Continuous representation of a preference relation on a connected topological space 0 0 0 51 1 1 1 154
Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 1 3 3
Correction to: Submodular financial markets with frictions 0 0 0 0 0 0 0 1
Decomposable capacities, distorted probabilities and concave capacities 0 0 0 29 0 0 0 85
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 1 1 2 422
Exact capacities and star-shaped distorted probabilities 0 0 0 16 0 0 0 82
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 19 3 4 4 115
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 0 92 0 0 4 344
From local to global additive representation 0 0 0 33 1 2 3 92
From sure to strong diversification 0 0 0 4 0 0 1 47
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 14 1 1 2 74
General Equilibrium With Uncertainty Loving Preferences 0 0 0 25 1 2 3 95
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 0 11 0 1 2 76
Increases in risk and demand for a risky asset 0 0 0 6 0 0 2 45
Infinite supermodularity and preferences 0 0 0 2 1 1 1 33
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 0 1 1 199
Lorenz non-consistent welfare and inequality measurement 0 0 0 37 0 1 2 237
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 13 0 1 1 67
Monotone continuous multiple priors 0 0 0 74 2 3 3 214
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 1 38 0 0 3 206
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 6 0 0 1 47
Multidimensional inequalities and generalized quantile functions 0 0 0 2 0 0 2 13
Multidimensional inequality and inframodular order 0 0 1 7 0 0 1 26
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 1 5 0 0 1 28
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 0 1 55 1 1 3 114
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 6 0 0 2 39
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 2 166 0 0 5 286
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 73 0 0 2 205
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 1 2 12 1 2 3 58
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 7 0 1 2 48
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 16 0 0 1 63
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 40 0 0 1 122
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 44 1 1 2 162
Propensity for hedging and ambiguity aversion 0 0 0 3 1 1 2 10
Regular updating 0 0 0 15 0 0 1 74
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 1 2 3 394
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 0 1 680
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 7 0 0 0 51
Social tension order: A new approach to inequality reduction 0 0 1 1 1 1 4 6
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 0 1 5 122 1 2 11 232
Some characterizations of non-additive multi-period models 2 4 5 28 2 4 5 83
Submodular financial markets with frictions 0 0 0 0 0 1 1 4
The Principle of Strong Diminishing Transfer 0 0 0 28 0 1 2 142
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 22 0 0 1 87
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 0 1 3
Tribute to Jean-Yves Jaffray 0 0 0 19 0 0 0 94
Updating pricing rules 0 0 0 6 0 0 2 39
Total Journal Articles 3 8 29 2,054 24 50 139 8,210

Chapter File Downloads Abstract Views
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Infinite Supermodularity and Preferences 0 0 1 2 0 0 1 13
Total Chapters 0 0 1 2 0 0 1 13

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