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 3 14 294
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 1 20 0 1 7 72
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 51 0 0 2 177
A consistent representation of Keynes’s long-term expectation in ?nancial market 0 0 0 34 0 1 15 53
A non-welfarist approach to inequality measurement 0 0 0 0 0 3 5 30
A non-welfarist approach to inequality measurement 0 0 0 1 0 2 7 24
A representation of Keynes's long-term expectation in financial markets 0 0 0 31 1 2 10 29
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 0 5 11 27
About Delay Aversion 0 0 0 23 0 2 7 29
About delay aversion 0 0 0 0 1 2 4 13
About delay aversion 0 0 0 0 0 3 7 24
About delay aversion 0 0 0 0 0 1 3 8
About partial probabilistic information 0 0 0 1 0 3 9 35
About partial probabilistic information 0 0 0 18 0 3 8 80
About partial probabilistic information 0 0 0 1 0 1 4 6
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 52 0 4 16 84
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 1 91 0 1 11 53
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 1 7 15
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 2 7 15
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 3 8 16
Alpha-maxmin as an aggregation of two selves 0 0 1 9 1 2 19 27
Alpha-maxmin as an aggregation of two selves 0 0 0 1 0 0 4 7
Alpha-maxmin as an aggregation of two selves 0 0 0 0 1 3 7 8
Alpha-maxmin as an aggregation of two selves 0 0 0 0 0 4 11 15
Ambiguity Aversion and Absence of Trade 0 0 0 59 1 3 12 265
Ambiguity Aversion and Trade 0 0 0 43 0 3 13 140
Ambiguity aversion and trade 0 0 0 0 0 2 7 18
Ambiguity aversion and trade 0 0 0 0 0 5 12 23
Ambiguity aversion and trade 0 0 0 0 0 4 12 27
Ambiguity reduction through new statistical data 0 0 0 0 0 1 3 12
Ambiguity reduction through new statistical data 0 0 0 0 0 0 6 14
Ambiguity through confidence functions 0 0 1 1 0 3 13 67
Ambiguity through confidence functions 0 0 0 0 1 2 11 19
Ambiguity through confidence functions 0 0 0 0 0 3 21 28
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 4 7 1,629
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 0 2 7 374
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 1 2 21
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 1 7 13
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 4 10 17
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 2 10 10
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 2 3 8
Cardinal extensions of EU model based on the Choquet integral 0 0 0 55 0 4 13 166
Cardinal extensions of EU model based on the Choquet integral 0 0 0 17 0 0 4 58
Cardinal extensions of EU model based on the Choquet integral 0 0 0 10 1 5 11 23
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 44 0 10 23 273
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 0 262 0 9 20 919
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 2 5 15 114
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 11 0 2 13 130
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 9 18 42
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 3 9 34
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 1 2 9
Choices under ambiguity with familiar and unfamiliar outcomes 0 0 0 100 1 3 13 347
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 0 1 7 556
Choquet representability of submodular functions 0 0 0 0 0 3 5 16
Choquet representability of submodular functions 0 0 0 0 0 2 5 10
Choquet representability of submodular functions 0 0 0 0 0 2 5 39
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 0 2 6 178
Comonotone random variables in economics: A review of some results 0 0 1 4 0 1 7 16
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 0 0 0 2 9
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 14 0 3 6 32
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 1 1 14 113
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 24 1 2 18 60
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 1 1 14
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 1 2 23
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 6 7 22
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 2 4 8
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 7 12 16
Decision under Uncertainty: The Classical Models 0 0 0 0 0 1 4 10
Decision under Uncertainty: The Classical Models 0 0 0 0 0 1 21 43
Decision under Uncertainty: The Classical Models 0 0 0 0 0 1 5 13
Decision under Uncertainty: the Classical Models 0 0 0 32 0 2 8 124
Decision under Uncertainty: the Classical Models 0 0 0 24 2 3 22 38
Decision under risk: The classical Expected Utility model 0 0 0 5 0 4 11 23
Decision under risk: The classical Expected Utility model 0 0 0 38 0 1 11 132
Decision under risk: The classical Expected Utility model 0 0 1 121 0 2 9 374
Decision under uncertainty: the classical models 0 0 0 139 0 2 14 651
Diversification, Convex Preferences and Non-Empty Core 0 0 0 102 0 3 11 511
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 0 2 6 606
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 19 0 1 8 96
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 18 0 1 7 49
Does the Lorenz curve really measure inequality? 0 0 0 0 0 3 6 27
Does the Lorenz curve really measure inequality? 0 0 0 0 0 2 8 19
Does the Lorenz curve really measure inequality? 0 0 0 0 0 1 7 21
Does the Lorenz curve really measure inequality? 0 0 0 0 0 2 5 27
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 0 0 9
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 4 8 30
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 2 3 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 1 2 27
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 1 6 11
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 3 24
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 4 6 7
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 2 4 18
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 1 3 6
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 1 2 24
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 1 7 8
FINANCIAL MARKETS WITH HEDGING COMPLEMENTS 0 0 0 3 0 3 17 19
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 4 12 16
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 1 4 11
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 2 8 10
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 70 0 2 13 256
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 15 0 2 15 94
From sure to strong diversification 0 0 0 0 0 2 3 24
From sure to strong diversification 0 0 0 9 0 1 4 44
From sure to strong diversification 0 0 0 40 1 1 9 216
From sure to strong diversification 0 0 0 0 0 2 6 14
From sure to strong diversification 0 0 0 0 0 4 7 12
G-continuity, impatience and G-cores of exact games 0 0 0 0 0 3 7 16
G-continuity, impatience and G-cores of exact games 0 0 0 5 0 3 6 43
G-continuity, impatience and G-cores of exact games 0 0 1 22 0 4 14 125
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 2 4
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 1 2 6 10
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 1 3 7 13
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 0 6 1 3 11 17
Gain-Loss Hedging and Cumulative Prospect Theory 0 0 0 10 1 2 17 22
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 2 9 15
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 3 11 18
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 1 7 15
General equilibrium, risk taking and volatility 0 0 0 74 1 4 11 133
Ignorance and Competence in Choices Under Uncertainty 0 0 0 11 0 1 7 16
Ignorance and Competence in Choices Under Uncertainty 0 0 0 0 0 2 16 16
Ignorance and competence in choices under uncertainty 0 0 0 0 0 3 9 15
Ignorance and competence in choices under uncertainty 0 0 0 0 0 2 9 16
Increases In Risk and Demand for Risky Asset 0 0 0 46 0 2 6 74
Increases in risk and demand for a risky asset 0 0 0 0 0 0 8 23
Increases in risk and demand for a risky asset 0 0 0 0 1 2 5 24
Increases in risk and demand for a risky asset 0 0 0 0 0 0 2 16
Increases in risk and demand for risky asset 0 0 0 2 0 0 4 18
Increases in risk and demand for risky asset 0 0 0 4 0 2 10 44
Increases in risk and demand for risky asset 0 0 0 84 1 4 16 315
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 0 3 5 12
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 1 0 6 8 20
Infinite Supermodularity and Preferences 0 0 0 26 0 1 10 95
Infinite supermodularity and preferences 0 0 0 0 0 1 2 5
Infinite supermodularity and preferences 0 0 0 0 0 1 6 15
Infinite supermodularity and preferences 0 0 0 0 0 2 8 18
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 0 5 9 306
Local-Mobius Transforms of Monotone Capacities 0 0 0 1 0 1 6 197
Lorenz Non-Consistent Welfare and Inequality Measurement 0 0 0 100 0 4 12 339
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 4 10
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 5 10 30
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 6 19
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 5 26
Mackey compactness in B(S) 0 0 0 3 1 2 16 26
Mackey compactness in B(S) 0 0 1 2 0 0 8 12
Mackey compactness in B(S) 0 0 0 5 0 2 5 18
Measuring Inequality Without the Pigou-Dalton Condition 0 0 0 39 0 4 13 147
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 2 5 17
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 5 15
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 1 3 20
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 4 9 27
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 0 3 8 610
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 1 30 1 4 10 106
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 5 1 3 18 33
Monotone Continuous Multiple Priors 0 0 1 91 0 7 13 258
Monotone continuous multiple priors 0 0 0 24 0 2 6 113
Monotone continuous multiple priors 0 0 0 10 1 5 7 46
More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model 0 0 0 0 1 6 17 710
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 39 0 1 10 135
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 0 2 6 26
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 0 2 8 61
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 7 0 3 12 43
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 0 1 15 29
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 1 9 14
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 2 10 13
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 4 9 16
Multidimensional inequalities and generalized quantile functions 0 0 0 5 0 2 18 35
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 1 12 17
Multidimensional inequalities and generalized quantile functions 0 0 0 15 0 1 8 47
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 3 16
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 1 2 4
Multidimensional inequality and inframodular order 0 0 0 0 0 1 7 8
Multidimensional inequality and inframodular order 0 0 0 0 0 1 6 10
Multidimensional inequality and inframodular order 0 0 0 0 0 1 2 5
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 2 5 17
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 0 3 9 62
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 2 7 13
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 3 0 2 9 19
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 3 7 13
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 0 2 7 25
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 0 0 9 57
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 1 5 14 1,170
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 4 6 6
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 1 7 8
Non-welfarist approaches to inequality measurement 0 0 0 0 0 1 3 12
Non-welfarist approaches to inequality measurement 0 0 0 0 0 2 10 25
Non-welfarist approaches to inequality measurement 0 0 0 0 0 2 4 17
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 5 20
Non-welfarist approaches to inequality measurement 0 0 0 0 0 3 4 11
Non-welfarist approaches to inequality measurement 0 0 0 1 0 0 2 12
On Future Allocations of Scarce Resources without Explicit Discounting Factors 0 0 0 16 0 1 5 31
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 0 7 0 1 8 14
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 2 5 0 1 9 13
On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources 0 0 0 1 0 2 16 18
On the confidence preferences model 0 0 0 0 0 2 6 13
On the confidence preferences model 0 0 0 0 0 1 3 6
On the confidence preferences model 0 0 0 0 0 3 5 10
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 53 1 3 9 82
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 1 1 13 21
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 1 8 14
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 6 20
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 10 1 1 8 71
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 69 0 3 15 382
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 3 0 2 6 21
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 23 0 7 24 82
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 0 6 14 42
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 0 1 18 89
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 18 0 2 7 12
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 0 3 8 666
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 23 0 1 6 93
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 0 6 15 27
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 4 9 60
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 8 16
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 8 21 33
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 16 0 4 13 23
Optimality of deductible for Yaari's model: a reappraisal 0 0 1 14 0 3 9 45
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 0 2 7 60
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 3 8 9
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 2 6 9
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 2 10 11
Partial probabilistic information 0 0 0 0 0 3 6 8
Partial probabilistic information 0 0 0 0 0 2 3 8
Partial probabilistic information 0 0 0 0 0 2 4 14
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 1 2 4 151
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 0 2 6 41
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 1 0 5 7 15
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 32 0 2 7 109
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 4 0 1 5 23
Pricing in Slack Market 0 0 0 0 0 0 1 380
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 1 12 25
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 2 9 23
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 1 0 2 5 22
Propensity for hedging and ambiguity aversion 0 0 0 3 0 2 14 23
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 5 18
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 8 26
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 0 5 0 4 19 34
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 1 2 1 4 23 25
Regular updating 0 0 0 0 1 2 7 18
Regular updating 0 0 0 0 0 2 6 14
Regular updating 0 0 0 28 0 0 5 77
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 2 8 1,005
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 1 6 48
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 2 11 14
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 2 4 31
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 1 7 14
Sharing beliefs: between agreeing and disagreeing 0 0 0 21 0 1 14 149
Sharing beliefs: between agreeing and disagreeing 0 0 0 50 0 1 6 193
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 3 7 14
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 2 7 15
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 1 5 22
Social tension order: A new approach to inequality reduction 0 0 1 2 1 4 11 14
Social tension order: A new approach to inequality reduction 0 0 0 0 0 3 8 9
Social tension order: A new approach to inequality reduction 0 0 0 0 0 2 7 7
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 1 0 0 4 45
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 2 8 18
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 0 7 20
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 13 0 7 12 83
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 6 7 15
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 0 0 4 6 14
Some Fubini theorems on product sigma-algebras for non-additive measures 0 0 0 15 0 1 10 79
Some Fubini theorems on sigma-algebras for non additive measures 0 0 1 76 0 3 7 390
Submodular financial markets with frictions 0 0 0 3 0 2 7 9
Submodular financial markets with frictions 0 0 0 6 0 1 10 19
The Principle of Strong Diminishing Transfer 0 0 0 25 1 4 9 133
The Principle of Strong Diminishing Transfer 0 0 0 20 0 2 5 85
The Principle of Strong Kiminishing Transfer 0 0 0 0 0 2 15 188
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 2 6 15
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 3 9 13
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 3 6 20
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 10 2 6 13 98
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 6 1 5 11 41
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 0 1 2 177
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 0 2 5 40
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 0 7 15 34
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 0 0 4 8 16
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 1 6 7
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 1 6 9
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 0 3 7 15
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 0 2 4 11
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 11 0 6 15 70
Updating Pricing Rules 0 0 0 0 0 3 13 13
Updating pricing rules 0 0 0 0 0 0 2 5
Updating pricing rules 0 0 0 0 0 0 12 14
Updating pricing rules 0 0 0 0 0 0 10 17
Total Working Papers 0 0 16 3,132 40 652 2,399 23,229
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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 1 5 0 0 3 13
A Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 10 0 4 8 34
A Yosida-Hewitt decomposition for totally monotone games 0 0 0 45 1 2 7 144
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 0 16 0 8 13 193
A solution to a conjecture of David Schmeidler 0 0 1 1 0 3 9 9
About delay aversion 0 0 0 8 0 4 8 47
Alpha-maxmin as an aggregation of two selves 0 0 0 2 0 1 13 20
Ambiguity aversion and trade 0 0 1 33 1 1 10 132
Ambiguity through confidence functions 0 0 1 91 0 2 16 289
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 1 4 8 358
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 0 1 79 0 5 14 167
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 1 4 20 157
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 0 0 1 183 3 10 28 602
Choices Under Ambiguity With Familiar And Unfamiliar Outcomes 0 0 0 20 0 3 11 160
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences 0 0 2 57 0 3 12 177
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 0 49 0 3 14 177
Continuous representation of a preference relation on a connected topological space 0 0 0 51 0 1 5 161
Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 2 7
Correction to: Submodular financial markets with frictions 0 0 0 0 0 3 14 15
Decomposable capacities, distorted probabilities and concave capacities 0 0 0 29 0 1 9 94
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 0 2 7 429
Exact capacities and star-shaped distorted probabilities 0 0 0 16 0 0 9 91
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 19 0 1 14 133
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 0 93 0 2 11 357
From local to global additive representation 1 1 1 35 1 3 12 105
From sure to strong diversification 0 0 0 4 0 0 2 50
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 14 0 2 8 82
Gain–loss hedging and cumulative prospect theory 0 0 1 2 0 5 13 16
General Equilibrium With Uncertainty Loving Preferences 0 0 0 25 0 1 10 107
General introduction to this special issue on Choquet integral and applications 0 0 0 13 0 1 3 48
Ignorance and competence in choices under uncertainty 0 0 0 12 0 2 10 87
Increases in risk and demand for a risky asset 0 0 0 6 0 0 7 52
Infinite supermodularity and preferences 0 0 0 2 0 4 12 45
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 0 6 15 215
Lorenz non-consistent welfare and inequality measurement 0 0 0 37 0 3 15 253
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 1 14 0 5 14 81
Monotone continuous multiple priors 0 0 0 74 0 2 11 225
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 0 38 0 3 11 217
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 7 0 2 14 62
Multidimensional inequalities and generalized quantile functions 0 0 0 2 1 4 15 29
Multidimensional inequality and inframodular order 0 0 1 9 0 2 11 40
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 5 0 0 3 32
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 1 1 1 56 1 2 7 122
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 6 0 1 10 49
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 0 166 0 2 13 299
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 74 1 4 22 228
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 12 0 6 13 73
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 1 1 1 0 3 6 8
Partial probabilistic information 0 0 0 7 0 4 8 58
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 16 0 0 8 72
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 40 0 4 8 130
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 44 0 1 13 177
Propensity for hedging and ambiguity aversion 0 0 0 3 0 1 6 17
Regular updating 0 0 0 15 0 1 12 87
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 0 1 12 406
Robust α-maxmin representations 1 1 1 4 1 3 12 18
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 3 5 10 690
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 8 0 1 9 61
Social tension order: A new approach to inequality reduction 0 0 0 1 0 3 10 16
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 0 1 1 124 0 3 20 254
Some characterizations of non-additive multi-period models 0 0 0 28 0 2 8 91
Submodular financial markets with frictions 0 0 0 0 0 0 22 26
The Principle of Strong Diminishing Transfer 0 0 0 28 1 4 18 160
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 22 0 3 12 99
The risk-neutral non-additive probability with market frictions 0 0 1 2 0 2 11 16
Tribute to Jean-Yves Jaffray 0 0 0 19 0 1 10 104
Updating pricing rules 0 0 0 6 1 4 18 62
Total Journal Articles 3 5 17 2,091 17 173 749 9,035

Chapter File Downloads Abstract Views
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Infinite Supermodularity and Preferences 0 0 0 3 0 3 12 26
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