Access Statistics for Jean-Marc Tallon

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Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of General Equilibrium with Unforeseen Contingencies 0 0 0 8 0 0 2 98
Aggregating Tastes, Beliefs, and Attitudes under Uncertainty 0 0 0 28 1 1 8 48
Aggregating Tastes, Beliefs, and Attitudes under Uncertainty 0 0 0 10 1 1 3 15
Aggregating Tastes, Beliefs, and Attitudes under Uncertainty 0 0 0 0 1 3 5 5
Aggregating Tastes, Beliefs, and Attitudes under Uncertainty 0 0 0 31 1 1 5 56
Aggregating sets of von Neumann-Morgenstern 0 0 0 12 2 3 5 63
Aggregating sets of von Neumann-Morgenstern utilities 0 0 0 16 1 1 3 92
Aggregating sets of von Neumann-Morgenstern utilities 0 0 0 22 1 2 5 11
Aggregating sets of von Neumann-Morgenstern utilities 0 0 0 0 1 1 2 2
Aggregating sets of von Neumann-Morgenstern utilities 0 0 0 0 1 1 2 2
Aggregating sets of von Neumann-Morgenstern utilities 0 0 0 11 1 2 6 34
Aggregating sets of von Neumann-Morgenstern utilities 0 0 0 6 2 2 2 22
Allais' trading process and the dynamic evolution of a market economy 0 0 0 0 0 0 1 1
Allais' trading process and the dynamic evolution of a market economy 0 0 0 0 0 0 0 8
Ambiguity Aversion and Incompleteness of Financial Markets 0 0 0 2 3 3 6 598
Ambiguity Aversion and Incompleteness of Financial Markets 0 0 0 19 2 2 6 55
Ambiguity Aversion and Incompleteness of Financial Markets 0 1 1 10 2 4 13 64
Ambiguity Aversion and Incompleteness of Financial Markets 0 0 1 55 1 1 9 158
Ambiguity Aversion and the Absence of Indexed Debt 0 0 0 0 0 2 6 82
Ambiguity Aversion and the Absence of Indexed Debt 0 0 0 0 0 2 8 65
Ambiguity Aversion and the Absence of Indexed Debt 0 0 0 0 0 1 9 153
Ambiguity Aversion and the Absence of Wage Indexation 0 0 0 29 0 0 5 162
Ambiguity Preferences and Portfolio Choices 1 3 5 5 1 1 4 4
Ambiguity Preferences and Portfolio Choices 0 0 0 0 0 1 1 1
Ambiguity Preferences and Portfolio Choices: Evidence from the Field 0 0 0 0 0 1 6 6
Ambiguity Preferences and Portfolio Choices: Evidence from the Field 0 0 0 9 0 0 4 24
Ambiguity Preferences and Portfolio Choices: Evidence from the Field 0 0 1 15 1 3 10 45
Ambiguity Preferences and Portfolio Choices: Evidence from the Field 0 0 0 0 0 1 6 6
Ambiguity Preferences and Portfolio Choices: Evidence from the Field 0 0 0 62 0 0 8 110
Ambiguity Preferences and Portfolio Choices: Evidence from the Field 0 0 0 0 0 1 12 38
Ambiguity and the historical equity premium 0 0 0 53 1 1 4 186
Ambiguity and the historical equity premium 0 0 0 2 1 1 4 9
Ambiguity and the historical equity premium 0 0 0 21 1 1 4 28
Ambiguity and the historical equity premium 0 0 0 107 2 3 8 306
Ambiguity and the historical equity premium 0 0 0 0 1 2 7 28
Ambiguity and the historical equity premium 0 0 0 5 1 2 8 97
Ambiguity and the historical equity premium 0 0 0 80 2 2 6 189
Ambiguity and the historical equity premium 0 0 0 0 1 1 4 4
Ambiguity and the historical equity premium 0 0 0 28 1 1 6 57
Ambiguity and the historical equity premium 0 0 0 14 1 6 12 43
Ambiguity aversion and the absence of indexed debt 0 0 0 0 0 1 2 2
Ambiguity aversion and the absence of indexed debt 0 0 0 0 1 2 6 25
Ambiguity aversion and the absence of wage indexation 0 0 0 3 0 1 1 17
Ambiguity aversion and the absence of wage indexation 0 0 0 11 0 0 1 78
Ambiguïté, comportements et marchés financiers 0 0 0 20 0 2 5 79
Ambiguïté, comportements et marchés financiers 0 0 0 0 0 0 1 1
Ambiguïté, comportements et marchés financiers 0 0 0 2 0 2 5 8
Ambiguïté, comportements et marchés financiers 0 0 0 0 0 1 5 8
Ambiguïté, comportements et marchés financiers 0 0 0 0 0 1 2 9
Ambiguïté, comportements et marchés financiers 0 0 0 17 0 1 3 35
An experimental investigation of imprecision attitude and its relation with risk attitude and impatience 0 0 0 0 0 1 4 4
An experimental investigation of imprecision attitude and its relation with risk attitude and impatience 0 1 1 28 1 3 7 172
An experimental investigation of imprecision attitude and its relation with risk attitude and impatience 0 0 1 43 0 0 6 171
An experimental investigation of imprecision attitude and its relation with risk attitude and impatience 0 0 0 1 0 0 1 4
An experimental investigation of imprecision attitude and its relation with risk attitude and impatience 0 1 1 30 0 2 9 89
An experimental investigation of imprecision attitude and its relation with risk attitude and impatience 0 0 0 0 0 0 3 3
An overview of economic applications of David Schmeidler's models of decision making under uncertainty 0 0 0 0 1 1 7 26
An overview of economic applications of David Schmeidler's models of decision making under uncertainty 0 0 0 0 2 3 3 3
An overview of economic applications of David Schmeidler`s models of decision making under uncertainty 2 4 6 63 3 6 12 282
Are Beliefs a Matter of Taste ? A case for Objective Imprecise Information 0 0 0 1 0 0 3 8
Are Beliefs a Matter of Taste ? A case for Objective Imprecise Information 0 0 0 11 0 0 4 50
Are beliefs a matter of taste? A case for Objective Imprecise Information 0 0 0 0 0 0 4 4
Are beliefs a matter of taste? A case for Objective Imprecise Information 0 0 0 0 0 0 0 0
Are beliefs a matter of taste? A case for Objective Imprecise Information 0 0 0 34 0 0 4 76
Are beliefs a matter of taste? A case for objective imprecise information 0 1 1 36 0 1 3 103
Asymmetric Information, Non-Additive Expected Utility and the Information Revealed by Prices: A Simple Example 0 0 0 0 2 2 5 212
Asymmetric Information, Nonadditive Expected Utility, and the Information Revealed by Prices: An Example 0 0 0 0 0 0 0 5
Attitude toward imprecise information 0 0 0 0 0 1 5 5
Attitude toward imprecise information 0 0 1 87 0 0 11 316
Attitude toward imprecise information 0 0 0 12 0 2 11 96
Attitude toward imprecise information 0 0 0 6 0 3 13 86
Attitude toward imprecise information 0 0 0 24 0 1 7 66
Attitude toward imprecise information 0 0 0 1 0 2 11 15
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 1 1 5 363
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 1 1 1
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 0 1 15
Beliefs and Dynamic Consistency 0 0 0 1 1 1 1 7
Beliefs and Dynamic Consistency 0 0 2 17 0 1 3 57
Beliefs and Pareto Efficient Sets: A Remark 0 0 0 7 0 1 6 44
Beliefs and Pareto Efficient Sets: A Remark 0 0 0 17 0 1 5 43
Choice axioms for a positive value of information 0 0 0 0 0 0 0 0
Choice axioms for a positive value of information 0 0 0 0 0 0 0 9
Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity 0 0 0 0 0 0 4 4
Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity 0 0 0 37 0 0 2 204
Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity 0 0 0 27 0 0 3 71
Communication among agents: a way to revise beliefs in KD45 Kripke structures 0 0 0 0 1 1 2 12
Communication among agents: a way to revise beliefs in KD45 Kripke structures 0 0 0 0 0 0 1 1
Contagion 0 0 0 0 0 0 1 1
Contagion 0 0 0 0 0 0 0 12
Contradicting Beliefs and Communication 0 0 0 118 1 1 5 934
Coping with Imprecise Information: A Decision Theoretic Approach 0 0 0 1 0 0 1 40
Coping with imprecise information: a decision theoretic approach 0 0 0 62 3 5 6 261
Crédit et imperfections financières 0 0 0 0 0 0 2 19
Crédit et imperfections financières 0 0 0 0 0 0 2 2
Decision Making with Imprecise Probabilistic Information 0 0 0 39 0 0 3 98
Decision Making with Imprecise Probabilistic Information 0 0 0 16 0 0 8 111
Decision Making with Imprecise Probabilistic Information 0 0 0 5 0 0 7 55
Decision Making with Imprecise Probabilistic Information 0 0 0 211 0 0 5 615
Decision dans le risque et l'incertitude:l'apport des modeles non additifs 0 0 0 0 1 5 9 1,142
Decision theory under ambiguity 0 0 0 0 1 2 4 4
Decision theory under ambiguity 0 0 0 0 2 2 5 5
Decision theory under ambiguity 0 0 2 2 2 4 17 116
Decision theory under ambiguity 0 0 0 0 2 3 4 5
Decision theory under uncertainty 1 1 2 141 2 5 10 162
Decision theory under uncertainty 0 0 0 1 1 2 4 11
Decision theory under uncertainty 0 0 1 200 2 3 9 761
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 2 11
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 1 1
Decision under Risk: The Classical Expected Utility Model 0 0 0 0 0 1 1 1
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 1 3 118 0 1 9 351
Decision under risk: The classical Expected Utility model 0 1 2 36 0 1 3 116
Diversification, Convex Preferences and Non-Empty Core 0 0 0 0 1 2 6 595
Diversification, Convex Preferences and Non-Empty Core 0 0 0 101 0 0 2 496
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 19 0 0 3 82
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 17 0 1 2 38
Do sunspots matter when agents are Choquet-expected-utility maximizers? 0 0 0 0 0 0 2 14
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 17 0 0 2 2
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 22 0 0 1 20
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 0 0 0 1 1
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 29 0 0 2 18
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 1 1
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 1 1 3 3
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 2 5
Décision dans le risque et l'incertain 0 0 0 0 0 3 4 4
Décision dans le risque et l'incertain 0 0 0 0 0 3 5 22
Décision dans le risque et l'incertain 0 0 0 0 0 3 5 5
Décision dans le risque et l'incertain: l'apport des modèles non additifs 0 0 0 0 0 3 3 3
Décision dans le risque et l'incertain: l'apport des modèles non additifs 0 0 0 0 0 6 6 22
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 3 4 4
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 1 6 8 20
Ellsberg's two-color experiment, portfolio inertia and ambiguity 0 0 0 0 0 3 6 30
Ellsberg's two-color experiment, portfolio inertia and ambiguity 0 0 0 0 0 1 3 3
Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity 0 0 0 74 1 1 2 368
Fairness under Uncertainty 0 0 0 28 0 1 1 63
Fairness under Uncertainty 0 0 0 27 0 0 3 80
Flexible Contracts 0 0 0 30 0 0 2 172
Flexible Contracts 0 0 2 40 0 0 2 256
Flexible contracts 0 0 0 50 1 1 7 35
Flexible contracts 0 1 1 27 0 2 3 106
Flexible contracts 0 0 0 17 0 0 3 129
Flexible contracts 0 0 0 0 0 1 3 3
Flexible contracts 0 0 0 0 0 1 3 3
Flexible contracts 0 0 0 11 0 2 5 156
Flexible contracts 0 0 0 17 0 0 1 73
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 0 2 2 2 2
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 37 1 3 13 77
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 92 2 2 2 147
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 0 1 1 2 10
Harsanyi's aggregation theorem with incomplete preferences 1 1 1 22 1 2 5 43
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 0 1 1 4 8
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 0 1 1 1 1
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 14 2 2 4 29
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 0 1 1 1 1
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 63 1 1 4 43
Harsanyi's aggregation theorem with incomplete preferences 0 0 0 13 1 1 1 8
Incertitude en économie de l'environnement 0 0 0 38 0 3 3 95
Incertitude en économie de l'environnement 0 0 0 59 0 3 9 217
Incertitude en économie de l'environnement 0 0 0 0 0 3 4 4
Incertitude stratégique et sélection d'équilibre: deux applications 0 0 0 14 0 0 0 50
Incertitude stratégique et sélection d'équilibre: deux applications 0 0 0 15 0 2 3 93
L'économie de la prévention. Enjeux et problématiques 0 0 0 0 0 0 4 17
L'économie de la prévention. Enjeux et problématiques 0 0 0 0 0 0 3 3
Market Allocations under Ambiguity: A Survey 0 0 0 7 1 1 9 10
Market Allocations under Ambiguity: A Survey 0 0 9 9 0 0 8 8
Market Allocations under Ambiguity: A Survey 0 0 0 0 0 0 2 2
Market Allocations under Ambiguity: A Survey 0 0 0 0 1 3 5 5
Market Allocations under Ambiguity: A Survey 0 0 3 24 2 3 13 19
Market Allocations under Ambiguity: A Survey 0 0 13 13 0 1 10 10
Market Allocations under Ambiguity: A Survey 0 0 5 21 0 0 21 42
Monotone Continuous Multiple Priors 0 0 0 88 0 0 3 237
Monotone continuous multiple priors 0 0 0 10 0 2 4 34
Monotone continuous multiple priors 0 0 0 24 1 1 10 95
On multiple Equilibria and the Rational Expectations Hypothesis 0 0 0 0 0 0 2 210
On multiple equilibria and the rational expectations hypothesis 0 0 0 0 0 0 1 13
On the Notion of Equilibrium when Agents Use Mis-Specified Models 0 0 0 0 1 1 2 236
On the impossibility of preference aggregation under uncertainty 0 0 0 156 0 1 4 602
On the impossibility of preference aggregation under uncertainty 0 0 0 6 0 0 0 37
On the impossibility of preference aggregation under uncertainty 0 0 0 2 0 0 0 11
On the non-neutrality and optimality of monetary policy when financial markets are incomplete: a macroeconomic perspective 0 0 0 0 0 0 0 10
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 1 1 2 648
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 0 0 4 8
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 19 1 2 4 77
Optimalité de la politique monétaire dans une économie financière de marchés 0 0 0 0 0 0 0 11
Pessimisme et absence d'echange sur les marches financiers 0 0 0 0 0 3 4 470
Pessimisme et absence d'échéance sur les marchés financiers 0 0 0 0 0 3 3 12
Pessimisme et absence d'échéance sur les marchés financiers 0 0 0 0 0 2 2 2
Processus de contagion et interactions stratégiques 0 0 0 0 0 0 0 0
Processus de contagion et interactions stratégiques 0 0 0 0 0 2 2 7
Real indeterminacy of equilibria in a sunspot economy with inside money 0 0 0 0 1 1 1 11
Representation and aggregation of preferences under uncertainty 0 0 0 15 0 0 4 41
Representation and aggregation of preferences under uncertainty 0 0 0 25 0 0 4 89
Risque microeconomique et prix d'actifs dans un modele d'equilibre general avec esperance d'utilite dependante du rang 0 0 0 0 2 5 7 398
Risque microeconomique, aversion a l'incertitude et indermination de l'equilibre 0 0 0 1 2 9 16 869
Risque microéconomique et prix d'actifs dans un modèle d'équilibre général avec espérance d'utilité dépendante du rang 0 0 0 0 0 4 5 32
Risque microéconomique, aversion à l'incertitude et indétermination de l'équilibre 0 0 0 0 0 3 6 13
Robust Social Decisions 0 0 0 15 1 2 5 24
Robust Social Decisions 0 0 0 0 1 2 4 5
Robust Social Decisions 0 1 1 1 4 6 10 12
Robust Social Decisions 0 0 0 17 1 1 2 34
Robust Social Decisions 0 0 0 0 1 1 2 2
Robust Social Decisions 0 0 0 40 1 2 3 24
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 1 1 15 991
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 1 1 1
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 1 4 29
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 0 0 19
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 0 0 1 5 5
Sharing beliefs: between agreeing and disagreeing 0 0 0 20 0 0 2 128
Sharing beliefs: between agreeing and disagreeing 0 0 1 47 0 0 3 174
Sunspot Equilibria and Non-Additive Expected Utility Maximizers 0 0 0 0 0 0 3 199
Tailored Recommendations 0 1 1 1 2 3 3 3
Tailored Recommendations 1 1 1 1 2 4 4 4
Tailored Recommendations 0 1 3 3 1 2 14 14
Tailored Recommendations 0 0 4 4 2 10 23 23
Théorie de l'équilibre général avec marchés financiers incomplets 0 0 0 0 0 2 6 10
Trading ambiguity: a tale of two heterogeneities 0 0 4 23 2 5 21 63
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 1 1 0 1 3 3
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 10 0 2 4 45
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 0 0 0 0 2 3
Unawareness and bankruptcy: A general equilibrium model 0 0 0 0 0 0 2 11
Équilibre général, une introduction 0 0 0 0 1 1 1 18
Total Working Papers 6 20 81 3,649 117 312 1,013 20,502


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregating sets of von Neumann–Morgenstern utilities 0 1 1 18 1 4 10 159
Allais' trading process and the dynamic evolution of a market economy 0 0 0 63 0 0 2 363
Ambiguity Aversion and Incompleteness of Financial Markets 0 0 1 9 2 7 24 477
Ambiguity Preferences and Portfolio Choices: Evidence from the Field 1 1 1 1 1 3 4 4
Ambiguity and the historical equity premium 0 0 1 5 1 1 8 29
Ambiguity aversion and the absence of indexed debt 0 1 1 21 0 2 3 126
Ambiguity aversion and the absence of wage indexation 0 0 0 38 0 0 1 143
Ambiguïté, comportements et marchés financiers 0 1 2 3 0 2 14 43
An experimental investigation of imprecision attitude and its relation with risk attitude and impatience 0 0 1 28 0 0 6 104
Are beliefs a matter of taste? A case for objective imprecise information 0 1 1 4 0 1 5 73
Asymmetric Information, Nonadditive Expected Utility, and the Information Revealed by Prices: An Example 0 0 0 0 1 2 4 240
Attitude toward imprecise information 0 1 2 101 0 1 18 323
Beliefs and Pareto Efficient Sets: A Remark 0 0 0 7 0 0 3 63
Comment on “Ellsberg's two‐color experiment, portfolio inertia and ambiguity” 0 0 0 16 0 1 3 116
DECISION THEORY UNDER AMBIGUITY 2 4 9 88 4 9 18 222
Decision making with imprecise probabilistic information 0 0 0 88 0 1 5 335
Discours de remise du prix à Claude Henry 0 0 0 3 0 1 2 13
Diversification, convex preferences and non-empty core in the Choquet expected utility model 0 0 0 81 0 1 8 417
Do sunspots matter when agents are Choquet-expected-utility maximizers? 0 0 0 27 0 0 4 94
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 0 4 11 19
Ellsberg's two-color experiment, portfolio inertia and ambiguity 0 0 0 49 0 0 2 255
Fairness under Uncertainty 0 0 0 10 0 2 4 49
Flexible contracts 0 1 1 5 0 3 6 33
Harsanyi's Aggregation Theorem with Incomplete Preferences 1 1 2 7 2 2 3 56
Incertitude stratégique et sélection d'équilibre: deux applications 0 0 0 0 0 0 0 7
L'économie de la prévention. Enjeux et problématiques 0 0 0 12 0 0 5 57
Market Allocations under Ambiguity: A Survey 0 0 1 1 0 2 12 12
Monotone continuous multiple priors 0 0 0 72 1 1 7 203
On Multiple Equilibria and the Rational Expectations Hypothesis 0 0 0 0 0 1 2 137
On multiple equilibria and the rational expectations hypothesis 0 0 0 0 0 0 5 229
On the non-neutrality and optimality of monetary policy when financial markets are incomplete: a macroeconomic perspective 0 0 0 9 0 1 2 81
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 1 72 2 2 8 186
Processus de contagion et interactions stratégiques 0 0 0 0 0 0 1 6
Real Indeterminacy of Equilibria in a Sunspot Economy with Inside Money 0 0 0 0 0 0 0 240
Representation and aggregation of preferences under uncertainty 1 1 2 44 1 3 6 178
Risque microéconomique, aversion à l'incertitude et indétermination de l'équilibre 0 0 0 1 0 3 5 13
Robust Social Decisions 0 0 0 64 1 7 17 269
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 1 3 12 672
Taux d'intérêt, rationnement du crédit et déséquilibres macroéconomiques 0 0 0 24 0 1 2 99
Théorie de l'équilibre général avec marchés financiers incomplets 0 0 1 9 0 1 3 52
Tribute to Jean-Yves Jaffray 0 0 0 19 0 2 4 91
Unawareness and bankruptcy: A general equilibrium model 0 0 0 112 0 0 1 603
Total Journal Articles 5 13 28 1,113 18 74 260 6,891


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Beliefs and Dynamic Consistency 0 0 0 4 0 1 2 28
Total Chapters 0 0 0 4 0 1 2 28


Statistics updated 2021-01-03