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 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 0 0 0 22 0 0 4 14
About delay aversion 0 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

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 1 1 0 2 5 5
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 44 0 0 2 133
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 1 14 0 1 3 169
About delay aversion 0 0 2 8 2 2 6 33
Ambiguity aversion and trade 0 0 0 30 0 2 6 116
Ambiguity through confidence functions 1 3 8 80 2 5 20 233
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 146 0 0 4 339
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 0 0 74 0 0 3 134
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 1 29 0 1 5 128
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 1 1 6 148 7 11 30 410
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 0 1 5 143
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 0 0 1 52 0 2 8 145
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 0 45 0 0 3 145
Continuous representation of a preference relation on a connected topological space 0 0 1 45 0 0 3 141
Decomposable capacities, distorted probabilities and concave capacities 1 1 3 28 1 2 7 78
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 1 3 8 415
Exact capacities and star-shaped distorted probabilities 0 0 0 14 1 1 5 76
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 1 13 0 2 18 92
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 0 90 0 0 3 328
From local to global additive representation 0 0 0 28 0 0 1 77
From sure to strong diversification 0 0 0 3 1 2 4 40
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 3 12 0 1 9 61
General Equilibrium With Uncertainty Loving Preferences 1 2 7 18 1 4 26 59
General introduction to this special issue on Choquet integral and applications 0 0 0 10 1 1 2 40
Ignorance and competence in choices under uncertainty 0 0 0 10 1 1 11 69
Increases in risk and demand for a risky asset 0 0 0 5 0 0 3 33
Infinite supermodularity and preferences 0 0 0 2 2 2 8 30
Lorenz non-consistent welfare and inequality measurement 0 0 1 37 1 1 14 226
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 1 2 8 193
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 13 0 0 1 61
Monotone continuous multiple priors 0 0 0 72 1 1 11 200
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 1 36 0 0 4 187
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 1 6 1 3 11 29
Multivariate risk sharing and the derivation of individually rational Pareto optima 1 1 1 4 2 2 6 23
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 0 0 51 0 0 1 103
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 3 0 1 4 27
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 4 153 0 1 8 263
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 2 72 0 3 13 182
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 6 2 2 10 40
Partial probabilistic information 0 0 2 7 0 0 5 42
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 15 0 0 3 60
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 39 2 2 8 114
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 43 0 1 6 147
Regular updating 0 1 2 14 1 2 9 64
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 0 1 12 377
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 1 4 15 665
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 7 0 0 2 47
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 0 0 2 100 0 1 16 190
Some characterizations of non-additive multi-period models 0 0 0 23 0 0 3 74
The Principle of Strong Diminishing Transfer 0 0 0 27 0 1 10 130
The no-trade interval of Dow and Werlang: Some clarifications 0 0 1 19 0 0 5 79
Tribute to Jean-Yves Jaffray 0 0 0 19 0 0 5 87
Updating pricing rules 0 0 2 2 1 2 16 16
Total Journal Articles 5 9 54 1,864 33 76 414 7,298

Chapter File Downloads Abstract Views
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Infinite Supermodularity and Preferences 0 0 0 0 0 0 3 4
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Statistics updated 2020-07-04