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A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
273 |

A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility |
0 |
0 |
0 |
16 |
0 |
1 |
7 |
57 |

A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility |
0 |
0 |
0 |
50 |
0 |
0 |
4 |
171 |

A consistent representation of Keynes’s long-term expectation in ?nancial market |
2 |
25 |
27 |
27 |
2 |
12 |
15 |
15 |

A non-welfarist approach to inequality measurement |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
13 |

A non-welfarist approach to inequality measurement |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
12 |

A simple axiomatization and constructive representation proof for Choquet Expexted Utility |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
12 |

About Delay Aversion |
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0 |
0 |
22 |
0 |
0 |
4 |
14 |

About delay aversion |
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0 |
0 |
0 |
0 |
0 |
9 |
21 |

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 |
3 |
5 |

About partial probabilistic information |
0 |
0 |
0 |
18 |
0 |
0 |
4 |
65 |

About partial probabilistic information |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
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 |
3 |
37 |

Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule |
1 |
1 |
1 |
50 |
1 |
1 |
5 |
59 |

Ambiguity Aversion and Absence of Trade |
0 |
0 |
0 |
53 |
0 |
3 |
14 |
221 |

Ambiguity Aversion and Trade |
0 |
0 |
1 |
43 |
0 |
1 |
12 |
118 |

Ambiguity aversion and trade |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
8 |

Ambiguity aversion and trade |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |

Ambiguity aversion and trade |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |

Ambiguity reduction through new statistical data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |

Ambiguity reduction through new statistical data |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
5 |

Ambiguity through confidence functions |
0 |
0 |
0 |
0 |
1 |
2 |
21 |
39 |

Ambiguity through confidence functions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Ambiguity through confidence functions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

An Axiomatization of Cumulative Prospect Theory for Decision Under Risk |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
1,607 |

Bargaining Over an Uncertain Outcome: The Role of Beliefs |
0 |
0 |
0 |
2 |
1 |
2 |
9 |
362 |

Bargaining over an uncertain outcome: the role of beliefs |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
15 |

Bargaining over an uncertain outcome: the role of beliefs |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Cardinal Extensions of the EU Model Based on the Choquet Integral |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
3 |

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 |
0 |

Cardinal extensions of EU model based on the Choquet integral |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
8 |

Cardinal extensions of EU model based on the Choquet integral |
0 |
0 |
2 |
50 |
0 |
0 |
10 |
134 |

Cardinal extensions of EU model based on the Choquet integral |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
42 |

Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities |
1 |
1 |
1 |
38 |
4 |
9 |
19 |
163 |

Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities |
1 |
1 |
2 |
252 |
5 |
7 |
20 |
821 |

Choice under uncertainty with the best and worst in mind: neo-additive capacities |
0 |
0 |
0 |
4 |
2 |
5 |
14 |
41 |

Choice under uncertainty with the best and worst in mind: neo-additive capacities |
0 |
0 |
0 |
0 |
3 |
5 |
14 |
46 |

Choice under uncertainty with the best and worst in mind: neo-additive capacities |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |

Choices under ambiguity with familiar and unfamilar outcomes |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Choices under ambiguity with familiar and unfamilar outcomes |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
18 |

Choices under ambiguity with familiar and unfamiliar outcomes |
0 |
1 |
11 |
92 |
0 |
1 |
17 |
312 |

Choquet Pricing for Financial Markets with Frictions |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
531 |

Choquet representability of submodular functions |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |

Choquet representability of submodular functions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Choquet representability of submodular functions |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
25 |

Combination of Compatible Belief Functions and Relations of Specificity |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
164 |

Comonotonic Monte Carlo and its applications in option pricing and quantification of risk |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

Comonotonic Monte Carlo and its applications in option pricing and quantification of risk |
0 |
0 |
0 |
37 |
1 |
1 |
3 |
90 |

Comonotonic Monte Carlo and its applications in option pricing and quantification of risk |
0 |
0 |
1 |
22 |
0 |
0 |
4 |
34 |

Comonotonic Monte Carlo and its applications in option pricing and quantification of risk |
1 |
1 |
1 |
12 |
1 |
1 |
1 |
17 |

Continuity properties of totally monotone capacities on polish spaces and impatience |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

Continuity properties of totally monotone capacities on polish spaces and impatience |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
18 |

Decision under Risk: The Classical Expected Utility Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Decision under Risk: The Classical Expected Utility Model |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
10 |

Decision under Risk: The Classical Expected Utility Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

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 |
2 |
6 |
13 |

Decision under Uncertainty: The Classical Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Decision under Uncertainty: the Classical Models |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
11 |

Decision under Uncertainty: the Classical Models |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
101 |

Decision under risk: The classical Expected Utility model |
1 |
1 |
2 |
117 |
1 |
2 |
7 |
346 |

Decision under risk: The classical Expected Utility model |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
11 |

Decision under risk: The classical Expected Utility model |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
113 |

Decision under uncertainty: the classical models |
0 |
0 |
0 |
135 |
0 |
0 |
2 |
619 |

Diversification, Convex Preferences and Non-Empty Core |
0 |
0 |
0 |
101 |
1 |
1 |
8 |
495 |

Diversification, Convex Preferences and Non-Empty Core |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
590 |

Diversification, convex preferences and non-empty core in the Choquet expected utility model |
0 |
0 |
1 |
19 |
1 |
2 |
5 |
81 |

Diversification, convex preferences and non-empty core in the Choquet expected utility model |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
37 |

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 |
5 |
9 |

Does the Lorenz curve really measure inequality? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
8 |

Does the Lorenz curve really measure inequality? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |

Décision dans l'incertain: les modèles classiques |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

Décision dans l'incertain: les modèles classiques |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
13 |

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 |
0 |

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 |
4 |
13 |

Exact Capacities and Star-Shaped Distorted Probabilities |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |

Exact Capacities and Star-Shaped Distorted Probabilities |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
14 |

Extensions cardinales du modèle EU basées surl'intégrale de Choquet |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
8 |

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 |
2 |
2 |
4 |
16 |

Extreme events and entropy: A multiple quantile utility model |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |

Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model |
0 |
0 |
0 |
13 |
0 |
2 |
3 |
53 |

Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model |
0 |
0 |
0 |
67 |
2 |
5 |
11 |
226 |

From sure to strong diversification |
0 |
0 |
0 |
8 |
1 |
3 |
5 |
32 |

From sure to strong diversification |
0 |
0 |
0 |
40 |
3 |
5 |
8 |
198 |

From sure to strong diversification |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
3 |

From sure to strong diversification |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |

From sure to strong diversification |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
7 |

G-continuity, impatience and G-cores of exact games |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
29 |

G-continuity, impatience and G-cores of exact games |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
99 |

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 |
2 |
5 |

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 |
0 |
0 |
0 |
0 |

General equilibrium, risk taking and volatility |
0 |
0 |
1 |
74 |
0 |
0 |
6 |
110 |

Ignorance and Competence in Choices Under Uncertainty |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
4 |

Ignorance and Competence in Choices Under Uncertainty |
0 |
0 |
0 |
38 |
0 |
0 |
12 |
57 |

Ignorance and competence in choices under uncertainty |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
31 |

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 |
1 |
1 |
1 |

Increases In Risk and Demand for Risky Asset |
0 |
0 |
0 |
44 |
0 |
2 |
6 |
54 |

Increases in risk and demand for a risky asset |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
3 |

Increases in risk and demand for a risky asset |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
13 |

Increases in risk and demand for a risky asset |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
16 |

Increases in risk and demand for a risky asset |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |

Increases in risk and demand for risky asset |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
3 |

Increases in risk and demand for risky asset |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
26 |

Increases in risk and demand for risky asset |
0 |
0 |
0 |
84 |
1 |
3 |
5 |
289 |

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 |
0 |
6 |

Infinite Supermodularity and Preferences |
0 |
0 |
2 |
25 |
0 |
1 |
9 |
69 |

Infinite supermodularity and preferences |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |

Infinite supermodularity and preferences |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Infinite supermodularity and preferences |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
8 |

Inverse Stochastic Dominance and Yaari's Model |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
293 |

Local-Mobius Transforms of Monotone Capacities |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
184 |

Lorenz Non-Consistent Welfare and Inequality Measurement |
0 |
0 |
2 |
100 |
1 |
7 |
17 |
315 |

Lorenz non-consistent welfare and inequality measurement |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
13 |

Lorenz non-consistent welfare and inequality measurement |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
11 |

Lorenz non-consistent welfare and inequality measurement |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
5 |

Lorenz non-consistent welfare and inequality measurement |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
3 |

Measuring Inequality Without the Pigou-Dalton Condition |
0 |
0 |
1 |
29 |
0 |
0 |
6 |
112 |

Measuring inequality without the Pigou-Dalton condition |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
14 |

Measuring inequality without the Pigou-Dalton condition |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |

Measuring inequality without the Pigou-Dalton condition |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |

Measuring inequality without the Pigou-Dalton condition |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |

Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
592 |

Modeling attitudes toward uncertainty through the use of the Sugeno integral |
0 |
0 |
0 |
25 |
0 |
0 |
5 |
83 |

Modeling attitudes toward uncertainty through the use of the Sugeno integral |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
12 |

Monotone Continuous Multiple Priors |
0 |
0 |
0 |
88 |
0 |
0 |
5 |
236 |

Monotone continuous multiple priors |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
31 |

Monotone continuous multiple priors |
0 |
0 |
0 |
24 |
3 |
4 |
19 |
93 |

More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
682 |

More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model |
0 |
1 |
2 |
37 |
2 |
7 |
15 |
108 |

More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
14 |

Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions |
0 |
0 |
0 |
17 |
0 |
1 |
12 |
42 |

Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |

Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions |
0 |
0 |
2 |
6 |
0 |
0 |
6 |
18 |

Multidimensional inequalities and generalized quantile functions |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |

Multidimensional inequalities and generalized quantile functions |
1 |
1 |
5 |
14 |
2 |
2 |
8 |
30 |

Multivariate risk sharing and the derivation of individually rational Pareto optima |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |

Multivariate risk sharing and the derivation of individually rational Pareto optima |
0 |
0 |
0 |
3 |
1 |
2 |
3 |
7 |

Multivariate risk sharing and the derivation of individually rational Pareto optima |
0 |
0 |
0 |
52 |
1 |
1 |
5 |
45 |

Multivariate risk sharing and the derivation of individually rational Pareto optima |
0 |
0 |
0 |
11 |
1 |
2 |
7 |
42 |

Multivariate risk sharing and the derivation of individually rational Pareto optima |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
33 |

Multivariate risk sharing and the derivation of individually rational Pareto optima |
0 |
0 |
0 |
1 |
1 |
2 |
8 |
13 |

Multivariate risk sharing and the derivation of individually rational Pareto optima |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |

Multivariate risk sharing and the derivation of individually rational Pareto optima |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
6 |

New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview |
0 |
0 |
0 |
0 |
1 |
5 |
22 |
1,096 |

Non-welfarist approaches to inequality measurement |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
4 |

Non-welfarist approaches to inequality measurement |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
4 |

Non-welfarist approaches to inequality measurement |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
10 |

Non-welfarist approaches to inequality measurement |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
9 |

Non-welfarist approaches to inequality measurement |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |

Non-welfarist approaches to inequality measurement |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
9 |

On the confidence preferences model |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |

On the confidence preferences model |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
6 |

On the confidence preferences model |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |

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 |
1 |
6 |
64 |

On the precautionary motive for savings and prudence in the rank-dependent utility framework |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
7 |

On the precautionary motive for savings and prudence in the rank-dependent utility framework |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
15 |

On the precautionary motive for savings and prudence in the rank-dependent utility framework |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |

On the precautionary motive for savings and prudence in the rank-dependent utility framework |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
10 |

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 an EU and a NEU framework |
0 |
0 |
1 |
69 |
0 |
1 |
8 |
358 |

On the precautionary motive for savings and prudence, in an EU and a NEU framework |
0 |
0 |
0 |
10 |
1 |
2 |
5 |
54 |

On the precautionary motive for savings and prudence, in an EU and a NEU framework |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
13 |

Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers |
0 |
0 |
0 |
23 |
1 |
2 |
8 |
45 |

Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers |
0 |
0 |
0 |
48 |
0 |
0 |
7 |
58 |

Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
17 |

Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
1 |

Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
647 |

Optimal risk-sharing rules and equilibria with Choquet-expected-utility |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
6 |

Optimal risk-sharing rules and equilibria with Choquet-expected-utility |
0 |
0 |
0 |
19 |
0 |
0 |
10 |
73 |

Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents |
0 |
0 |
0 |
0 |
3 |
3 |
11 |
41 |

Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |

Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
3 |

Optimality of deductible for Yaari's model: a reappraisal |
0 |
0 |
0 |
15 |
1 |
2 |
3 |
4 |

Optimality of deductible for Yaari's model: a reappraisal |
0 |
0 |
0 |
10 |
1 |
2 |
9 |
27 |

Optimality of deductible for Yaari's model: a reappraisal |
0 |
0 |
0 |
18 |
1 |
2 |
7 |
44 |

Partial probabilistic information |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Partial probabilistic information |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |

Partial probabilistic information |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
4 |

Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
143 |

Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses |
0 |
0 |
0 |
0 |
3 |
3 |
8 |
19 |

Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |

Preference modelling on totally ordered sets by the Sugeno integral |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
98 |

Preference modelling on totally ordered sets by the Sugeno integral |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
14 |

Pricing in Slack Market |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
375 |

Pricing rules and Arrow-Debreu ambiguous valuation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Pricing rules and Arrow-Debreu ambiguous valuation |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
18 |

Pricing rules and Arrow-Debreu ambiguous valuation |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |

Pricing rules and Arrow-Debreu ambiguous valuation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Regular updating |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |

Regular updating |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
5 |

Regular updating |
0 |
0 |
0 |
28 |
1 |
1 |
7 |
67 |

Sharing Beliefs: Between Agreeing and Disagreeing |
0 |
0 |
0 |
0 |
2 |
10 |
27 |
986 |

Sharing Beliefs: between Agreeing and Disagreeing |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
28 |

Sharing Beliefs: between Agreeing and Disagreeing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Sharing beliefs and the absence of betting in the Choquet expected utility model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Sharing beliefs and the absence of betting in the Choquet expected utility model |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
19 |

Sharing beliefs: between agreeing and disagreeing |
0 |
1 |
2 |
47 |
2 |
3 |
8 |
174 |

Sharing beliefs: between agreeing and disagreeing |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
128 |

Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
25 |

Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

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 |
0 |
1 |
1 |

Some Fubini theorems on product sigma-algebras for non-additive measures |
0 |
0 |
1 |
12 |
0 |
2 |
3 |
61 |

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 |
0 |
1 |
4 |
373 |

The Principle of Strong Diminishing Transfer |
0 |
0 |
0 |
23 |
0 |
0 |
5 |
110 |

The Principle of Strong Diminishing Transfer |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
67 |

The Principle of Strong Kiminishing Transfer |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
166 |

The no-trade interval of Dow and Werlang: Some clarifications |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
8 |

The no-trade interval of Dow and Werlang: Some clarifications |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

The no-trade interval of Dow and Werlang: Some clarifications |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

The no-trade interval of Dow and Werlang: some clarifications |
0 |
0 |
1 |
6 |
0 |
0 |
3 |
25 |

The no-trade interval of Dow and Werlang: some clarifications |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
9 |

The no-trade interval of Dow and Werlang: some clarifications |
0 |
0 |
0 |
45 |
0 |
1 |
3 |
170 |

The no-trade interval of Dow and Werlang: some clarifications |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
31 |

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 |
10 |
0 |
1 |
2 |
73 |

Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
41 |

Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
3 |

Total Working Papers |
8 |
34 |
71 |
2,889 |
111 |
255 |
992 |
18,576 |