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 1 1 1 279
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 0 51 0 0 0 175
A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility 0 0 1 19 0 0 1 65
A consistent representation of Keynes’s long-term expectation in ?nancial market 0 0 0 33 0 0 1 35
A non-welfarist approach to inequality measurement 0 0 0 1 0 0 0 17
A non-welfarist approach to inequality measurement 0 0 0 0 0 0 0 24
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 0 0 1 16
About Delay Aversion 0 0 0 23 0 0 0 22
About delay aversion 0 0 0 0 0 0 0 9
About delay aversion 0 0 0 0 0 0 0 5
About delay aversion 0 0 0 0 0 0 0 16
About partial probabilistic information 0 0 0 1 0 0 1 2
About partial probabilistic information 0 0 0 18 0 0 0 71
About partial probabilistic information 0 0 0 1 0 0 0 25
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 90 0 1 1 42
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 51 0 0 1 66
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 0 0 5
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 1 1 2 8
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 1 1 1 7
Ambiguity Aversion and Absence of Trade 0 0 0 59 0 0 0 252
Ambiguity Aversion and Trade 0 0 0 43 0 0 2 126
Ambiguity aversion and trade 0 0 0 0 0 1 2 11
Ambiguity aversion and trade 0 0 0 0 0 0 1 14
Ambiguity aversion and trade 0 0 0 0 0 0 2 11
Ambiguity reduction through new statistical data 0 0 0 0 0 0 0 7
Ambiguity reduction through new statistical data 0 0 0 0 0 0 0 8
Ambiguity through confidence functions 0 0 0 0 0 0 0 8
Ambiguity through confidence functions 0 0 0 0 0 0 0 6
Ambiguity through confidence functions 0 0 0 0 0 0 1 54
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 0 0 1 1,618
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 0 0 2 367
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 0 0 17
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 0 0 5
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 1 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 17 0 0 0 53
Cardinal extensions of EU model based on the Choquet integral 0 0 1 10 0 0 1 12
Cardinal extensions of EU model based on the Choquet integral 0 0 2 55 0 0 2 152
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 2 44 0 1 9 245
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 1 261 0 0 11 897
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 0 3 94
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 1 2 11 0 1 11 113
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 0 1 21
Choices under ambiguity with familiar and unfamilar outcomes 0 0 0 0 0 0 0 4
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 1 333
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 0 0 1 540
Choquet representability of submodular functions 0 0 0 0 0 0 0 9
Choquet representability of submodular functions 0 0 0 0 0 0 0 32
Choquet representability of submodular functions 0 0 0 0 0 0 2 5
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 0 0 0 170
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 0 0 0 0 7
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 0 37 0 0 1 97
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 1 1 1 24 2 2 3 41
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 1 1 1 14 1 3 3 26
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 0 21
Continuity properties of totally monotone capacities on polish spaces and impatience 0 0 0 0 0 0 0 12
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 0 3
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 1 13
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 0 0 4
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 1 7
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 0 20
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 0 5
Decision under Uncertainty: the Classical Models 0 0 0 32 0 0 0 115
Decision under Uncertainty: the Classical Models 0 1 1 24 0 1 1 16
Decision under risk: The classical Expected Utility model 0 0 0 120 1 1 1 363
Decision under risk: The classical Expected Utility model 1 1 1 5 1 1 1 12
Decision under risk: The classical Expected Utility model 0 0 1 38 0 0 1 121
Decision under uncertainty: the classical models 0 1 1 139 0 1 3 634
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 0 0 0 599
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 21
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 1 14
Does the Lorenz curve really measure inequality? 0 0 0 0 0 0 0 10
Décision dans l'incertain: les modèles classiques 0 0 0 0 0 0 0 20
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 2 25
Décision dans le risque: Mesure du risque, Aversion pour le risque, Modèle classique d'Utilité espérée, Paradoxe d'Allais, Modèles a niveaux de sécurité et de potentiel 0 0 0 0 0 0 1 10
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 0 4
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 0 21
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 0 0 1
Extensions cardinales du modèle EU basées surl'intégrale de Choquet 0 0 0 0 0 0 0 13
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 0 0 2 21
Extreme events and entropy: A multiple quantile utility model 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 1 5
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 0 1 3
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 0 1 1
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 15 1 2 4 78
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 1 70 1 1 3 242
From sure to strong diversification 0 0 0 0 0 0 0 5
From sure to strong diversification 0 0 0 40 0 0 2 206
From sure to strong diversification 0 0 0 9 0 0 0 40
From sure to strong diversification 0 0 0 0 0 0 0 6
From sure to strong diversification 0 0 0 0 1 1 1 19
G-continuity, impatience and G-cores of exact games 0 0 0 0 0 0 0 8
G-continuity, impatience and G-cores of exact games 0 0 0 5 0 0 3 36
G-continuity, impatience and G-cores of exact games 0 0 0 20 1 1 1 109
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 0 2
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 0 3
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 0 1 5
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 2 5
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 0 5
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 1 7
General equilibrium, risk taking and volatility 0 0 0 74 0 0 1 122
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 11 0 0 1 8
Ignorance and competence in choices under uncertainty 0 0 0 0 0 0 0 5
Ignorance and competence in choices under uncertainty 0 0 0 0 0 0 0 3
Increases In Risk and Demand for Risky Asset 0 0 0 46 1 1 1 67
Increases in risk and demand for a risky asset 0 0 0 0 1 1 1 14
Increases in risk and demand for a risky asset 0 0 0 0 1 1 1 14
Increases in risk and demand for a risky asset 0 0 0 0 1 1 1 17
Increases in risk and demand for risky asset 0 0 0 2 1 1 1 13
Increases in risk and demand for risky asset 0 0 0 84 0 0 0 298
Increases in risk and demand for risky asset 0 0 0 4 1 1 1 33
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 0 0 0 6
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 0 0 83
Infinite supermodularity and preferences 0 0 0 0 0 0 0 9
Infinite supermodularity and preferences 0 0 0 0 0 0 0 9
Infinite supermodularity and preferences 0 0 0 0 0 0 0 3
Inverse Stochastic Dominance and Yaari's Model 0 0 0 0 0 0 0 296
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 19
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 0 11
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 0 21
Mackey compactness in B(S) 0 0 1 1 0 0 1 1
Mackey compactness in B(S) 0 0 1 3 0 0 3 7
Mackey compactness in B(S) 0 0 0 5 0 1 2 10
Measuring Inequality Without the Pigou-Dalton Condition 0 1 3 36 0 1 3 130
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 0 9
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 0 1 12
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 0 16
Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral 0 0 0 0 0 0 2 601
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 5 0 0 0 15
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 1 29 0 1 2 95
Monotone Continuous Multiple Priors 0 0 0 90 1 1 1 244
Monotone continuous multiple priors 0 0 0 10 0 0 0 39
Monotone continuous multiple priors 0 0 0 24 0 1 2 106
More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model 0 0 0 0 0 0 0 692
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 0 0 1 20
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 39 0 0 2 123
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 0 0 1 12
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 17 0 0 2 52
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 0 0 4
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 0 1
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 0 6
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 4
Multidimensional inequalities and generalized quantile functions 0 0 0 5 0 0 0 14
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 1 1 1 15 1 1 1 37
Multidimensional inequality and inframodular order 0 0 0 0 0 0 0 2
Multidimensional inequality and inframodular order 0 0 0 0 1 1 1 1
Multidimensional inequality and inframodular order 0 0 0 0 1 1 1 3
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 0 0 1 51
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 0 0 0 47
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 0 5
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 3 1 1 1 9
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 0 11
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 0 0 0 17
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 0 0 8 1,155
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 0 8
Non-welfarist approaches to inequality measurement 0 0 0 0 1 1 1 13
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 0 15
Non-welfarist approaches to inequality measurement 0 0 0 1 0 0 0 9
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 0 13
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 0 6
On the confidence preferences model 0 0 0 0 0 0 0 5
On the confidence preferences model 0 0 0 0 0 0 1 6
On the confidence preferences model 0 0 0 0 0 0 1 3
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 53 0 0 1 72
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 0 5
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 0 6
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 0 1 13
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 10 0 0 0 59
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 2 0 0 0 13
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 69 0 0 0 365
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 23 0 0 1 57
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 0 0 1 27
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 0 0 1 70
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 0 0 2 656
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 1 21 0 0 2 85
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 0 6
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 1 51
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 0 11
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 0 1 1 52
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 13 0 0 0 35
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 16 0 0 1 10
Partial probabilistic information 0 0 0 0 0 0 0 3
Partial probabilistic information 0 0 0 0 0 0 0 8
Partial probabilistic information 0 0 0 0 0 0 0 2
Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion 0 0 0 0 0 0 0 145
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 0 0 0 33
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 1 0 0 0 7
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 4 0 0 0 18
Preference modelling on totally ordered sets by the Sugeno integral 0 0 0 32 0 0 1 102
Pricing in Slack Market 0 0 0 0 0 0 0 378
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 1 0 1 1 15
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 0 1 12
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 1 1 8
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 3 13
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 2 13
Propensity for hedging and ambiguity aversion 0 0 1 2 0 0 1 7
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 2 5 2 3 9 14
Regular updating 0 0 0 28 0 0 2 72
Regular updating 0 0 0 0 0 0 0 8
Regular updating 0 0 0 0 0 0 1 10
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 0 0 997
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 0 0 3
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 0 2 41
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 0 7
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 2 25
Sharing beliefs: between agreeing and disagreeing 0 0 2 50 1 2 5 184
Sharing beliefs: between agreeing and disagreeing 0 0 0 21 0 0 0 134
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 1 16
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 1 7
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 3 8
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 1 1 3 8
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 1 1 1 1 1 2 5 38
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 1 2 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 13 1 1 1 70
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 0 0 0 0 8
Some Fubini theorems on sigma-algebras for non additive measures 0 0 1 75 0 0 2 383
The Principle of Strong Diminishing Transfer 0 0 1 25 0 0 1 123
The Principle of Strong Diminishing Transfer 0 0 0 20 0 3 3 80
The Principle of Strong Kiminishing Transfer 0 0 0 0 0 0 1 170
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 1 1 1 3
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 1 1 3 9
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 1 1 1 14
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 1 1 1 34
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 0 1 1 1 8
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 1 1 1 19
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 10 1 1 5 85
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 1 1 1 175
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 11 0 0 1 55
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 0 0 1 1 6
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 1 0 1 2 7
Updating pricing rules 0 0 0 0 0 0 0 3
Updating pricing rules 0 0 0 0 1 1 1 6
Updating pricing rules 0 0 0 0 0 0 0 2
Total Working Papers 5 9 32 3,043 39 64 241 20,497
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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 Simple Characterization of the Hurwicz Criterium under Uncertainty 1 1 3 10 1 1 5 25
A Yosida-Hewitt decomposition for totally monotone games 0 0 1 45 0 0 1 136
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 0 16 0 0 3 179
About delay aversion 0 0 0 8 0 0 0 38
Ambiguity aversion and trade 0 0 1 32 0 0 1 122
Ambiguity through confidence functions 0 0 2 88 0 1 9 269
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 0 0 2 347
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 1 1 78 0 1 3 149
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 1 1 1 135
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 0 2 10 179 1 3 28 558
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 0 0 0 53 0 1 1 162
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 1 49 0 0 4 161
Continuous representation of a preference relation on a connected topological space 0 0 0 51 0 0 1 153
Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 1 1 1
Correction to: Submodular financial markets with frictions 0 0 0 0 0 0 1 1
Decomposable capacities, distorted probabilities and concave capacities 0 0 0 29 0 0 1 85
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 0 0 0 420
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 1 19 0 0 1 111
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model 0 0 2 92 1 2 4 342
From local to global additive representation 0 0 2 33 0 0 2 89
From sure to strong diversification 0 0 0 4 1 1 3 47
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 14 0 0 1 72
General Equilibrium With Uncertainty Loving Preferences 0 0 0 25 0 0 1 92
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 0 1 74
Increases in risk and demand for a risky asset 0 0 0 6 1 1 1 44
Infinite supermodularity and preferences 0 0 0 2 0 0 0 32
Lorenz non-consistent welfare and inequality measurement 0 0 0 45 0 0 1 198
Lorenz non-consistent welfare and inequality measurement 0 0 0 37 0 0 0 235
Modeling attitudes toward uncertainty through the use of the Sugeno integral 0 0 0 13 0 0 0 66
Monotone continuous multiple priors 0 0 2 74 0 0 2 211
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model 0 0 0 37 0 0 3 203
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 6 0 1 3 47
Multidimensional inequalities and generalized quantile functions 0 0 1 2 0 0 1 11
Multidimensional inequality and inframodular order 1 1 1 7 1 1 1 26
Multivariate risk sharing and the derivation of individually rational Pareto optima 1 1 1 5 1 1 1 28
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 0 1 54 0 0 2 111
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 1 6 0 0 1 37
On the use of capacities in modeling uncertainty aversion and risk aversion 0 1 3 165 1 2 4 283
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 73 0 0 4 203
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 1 1 1 11 1 1 2 56
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 0 1
Partial probabilistic information 0 0 0 7 0 0 1 46
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 16 0 0 0 62
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 40 0 0 0 121
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 44 0 0 0 160
Propensity for hedging and ambiguity aversion 0 0 0 3 0 0 2 8
Regular updating 0 0 0 15 0 0 1 73
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 0 0 0 391
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 1 1 1 680
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 7 0 0 0 51
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 1 3 9 120 2 5 12 226
Some characterizations of non-additive multi-period models 0 0 0 23 0 0 0 78
Submodular financial markets with frictions 0 0 0 0 0 0 1 3
The Principle of Strong Diminishing Transfer 0 0 0 28 1 1 3 141
The no-trade interval of Dow and Werlang: Some clarifications 0 0 3 22 0 1 4 87
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 0 0 2
Tribute to Jean-Yves Jaffray 0 0 0 19 0 0 0 94
Updating pricing rules 0 0 0 6 1 1 5 38
Total Journal Articles 5 11 47 2,036 15 28 131 8,097


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Infinite Supermodularity and Preferences 1 1 1 2 1 1 1 13
Total Chapters 1 1 1 2 1 1 1 13


Statistics updated 2024-06-06