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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 0 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 0 19 0 0 0 65
A consistent representation of Keynes’s long-term expectation in ?nancial market 0 0 0 33 0 1 2 36
A non-welfarist approach to inequality measurement 0 0 0 0 0 1 1 25
A non-welfarist approach to inequality measurement 0 0 0 1 0 0 0 17
A representation of Keynes's long-term expectation in financial markets 1 1 2 29 2 2 8 17
A simple axiomatization and constructive representation proof for Choquet Expexted Utility 0 0 0 0 0 0 0 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 0 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 0 1 42
Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule 0 0 0 51 0 0 0 66
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 0 1 6
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 0 1 7
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point 0 0 0 0 0 0 2 8
Alpha-maxmin as an aggregation of two selves 0 0 0 0 1 1 3 3
Alpha-maxmin as an aggregation of two selves 0 0 1 1 0 0 1 1
Ambiguity Aversion and Absence of Trade 0 0 0 59 0 0 0 252
Ambiguity Aversion and Trade 0 0 0 43 0 0 1 126
Ambiguity aversion and trade 0 0 0 0 0 0 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 8
Ambiguity reduction through new statistical data 0 0 0 0 0 0 0 7
Ambiguity through confidence functions 0 0 0 0 0 0 1 54
Ambiguity through confidence functions 0 0 0 0 0 0 0 6
Ambiguity through confidence functions 0 0 0 0 0 0 0 8
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 1 3 1,621
Bargaining Over an Uncertain Outcome: The Role of Beliefs 0 0 0 2 0 0 1 367
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 0 0 5
Bargaining over an uncertain outcome: the role of beliefs 0 0 0 0 0 0 0 17
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 0 4
Cardinal Extensions of the EU Model Based on the Choquet Integral 0 0 0 0 0 0 0 7
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 1 55 0 0 1 152
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
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 1 44 0 0 3 246
Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities 0 0 1 262 1 1 2 899
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 0 1 95
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 1 11 0 1 3 115
Choice under uncertainty with the best and worst in mind: neo-additive capacities 0 0 0 0 0 1 2 23
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 1 1 1 334
Choquet Pricing for Financial Markets with Frictions 0 0 0 0 0 0 2 541
Choquet representability of submodular functions 0 0 0 0 0 0 0 5
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
Combination of Compatible Belief Functions and Relations of Specificity 0 0 0 0 0 0 0 170
Comonotone random variables in economics: A review of some results 0 0 1 3 0 1 3 7
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 1 24 0 0 2 41
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 2 98
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk 0 0 1 14 0 0 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 1 13
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 0 4
Decision under Uncertainty: The Classical Models 0 0 0 0 1 1 1 8
Decision under Uncertainty: The Classical Models 0 0 0 0 1 1 1 21
Decision under Uncertainty: The Classical Models 0 0 0 0 0 0 1 6
Decision under Uncertainty: the Classical Models 0 0 1 24 0 0 1 16
Decision under Uncertainty: the Classical Models 0 0 0 32 0 0 1 116
Decision under risk: The classical Expected Utility model 0 0 0 120 0 1 2 364
Decision under risk: The classical Expected Utility model 0 0 1 5 0 0 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 0 1 139 1 1 5 637
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 10
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 14
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 0 0 20
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 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 0 10
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 0 21
Exact Capacities and Star-Shaped Distorted Probabilities 0 0 0 0 0 0 0 4
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 0 3
Extreme events and entropy: A multiple quantile utility model 0 0 0 0 0 0 1 21
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 1
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent 0 0 0 0 0 0 0 3
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 15 0 1 4 79
Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model 0 0 0 70 0 0 2 242
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 5
From sure to strong diversification 0 0 0 40 0 0 0 206
From sure to strong diversification 0 0 0 0 0 0 0 6
From sure to strong diversification 0 0 0 0 0 0 1 19
G-continuity, impatience and G-cores of exact games 0 0 0 5 0 0 0 36
G-continuity, impatience and G-cores of exact games 0 0 0 0 1 1 1 9
G-continuity, impatience and G-cores of exact games 0 0 1 21 0 0 2 110
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 0 0 1 1 4
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 1 1 2 6
Gain-Loss Hedging and Cumulative Prospect Theory 1 1 1 10 1 1 1 5
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 0 2 6
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 1 1 8
General Equilibrium With Uncertainty Loving Preferences 0 0 0 0 0 1 1 6
General equilibrium, risk taking and volatility 0 0 0 74 0 0 0 122
Ignorance and Competence in Choices Under Uncertainty 0 0 0 11 0 0 0 8
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 0 0 0 0 5
Ignorance and competence in choices under uncertainty 0 0 0 0 0 1 1 4
Increases In Risk and Demand for Risky Asset 0 0 0 46 0 0 1 67
Increases in risk and demand for a risky asset 0 0 0 0 1 1 2 15
Increases in risk and demand for a risky asset 0 0 0 0 0 0 1 17
Increases in risk and demand for a risky asset 0 0 0 0 0 0 1 14
Increases in risk and demand for risky asset 0 0 0 4 0 0 2 34
Increases in risk and demand for risky asset 0 0 0 2 1 1 2 14
Increases in risk and demand for risky asset 0 0 0 84 0 0 0 298
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 1 0 0 0 12
Inequality reducing transfers, dominance and the generalized Gini social welfare function 0 0 0 0 0 0 0 6
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 21
Lorenz non-consistent welfare and inequality measurement 0 0 0 0 0 0 0 19
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 12
Mackey compactness in B(S) 0 0 0 3 0 1 1 8
Mackey compactness in B(S) 0 0 1 1 0 0 1 1
Mackey compactness in B(S) 0 0 0 5 0 0 1 10
Measuring Inequality Without the Pigou-Dalton Condition 1 1 2 37 1 1 2 131
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 17
Measuring inequality without the Pigou-Dalton condition 0 0 0 0 0 0 1 12
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 0 29 1 1 2 96
Monotone Continuous Multiple Priors 0 0 0 90 0 0 1 244
Monotone continuous multiple priors 0 0 0 24 0 0 1 106
Monotone continuous multiple priors 0 0 0 10 0 0 0 39
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 39 0 0 1 123
More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model 0 0 0 3 0 0 0 20
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 17 0 1 1 53
Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions 0 0 0 0 0 0 2 13
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 1 1 5
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 1 1 2
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 0 0 0 0 6
Multidimensional inequalities and generalized quantile functions 0 0 1 15 0 0 1 37
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 4
Multidimensional inequalities and generalized quantile functions 0 0 0 0 0 0 0 2
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 inequality and inframodular order 0 0 0 0 0 0 1 1
Multidimensional inequality and inframodular order 0 0 0 0 0 0 0 2
Multidimensional inequality and inframodular order 0 0 0 0 0 0 1 3
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 1 0 0 0 17
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 52 0 0 0 51
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 11
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 11 0 0 1 48
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 3 0 0 1 9
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 0 0 0 0 0 6
New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview 0 0 0 0 0 0 2 1,155
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 0 1 1
New tools to better model behavior under risk and uncertainty: an overview 0 0 0 0 0 0 0 0
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 1 13
Non-welfarist approaches to inequality measurement 0 0 0 1 0 1 1 10
Non-welfarist approaches to inequality measurement 0 0 0 0 0 1 1 9
Non-welfarist approaches to inequality measurement 0 0 0 0 0 1 1 14
Non-welfarist approaches to inequality measurement 0 0 0 0 0 0 0 15
Non-welfarist approaches to inequality measurement 0 0 0 0 1 1 1 7
On Future Allocations of Scarce Resources without Explicit Discounting Factors 0 1 3 13 0 2 8 20
On the confidence preferences model 0 0 0 0 0 0 0 5
On the confidence preferences model 0 0 0 0 0 0 0 3
On the confidence preferences model 0 0 0 0 0 0 1 6
On the precautionary motive for savings and prudence in the rank dependent utility framework 0 0 0 53 0 0 0 72
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 the rank-dependent utility framework 0 0 0 0 0 1 1 7
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 0 0 0 1 1 6
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 69 1 2 2 367
On the precautionary motive for savings and prudence, in an EU and a NEU framework 0 0 0 2 0 1 1 14
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 48 0 0 1 71
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 0 57
Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers 0 0 0 10 0 0 0 27
Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility 0 0 0 0 0 1 4 658
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 2 2 23 0 2 3 87
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 1 0 0 0 12
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 0 0 0 51
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 1 1 1 7
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 0 0 1 1 1 12
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 18 0 0 1 52
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 16 0 0 0 10
Optimality of deductible for Yaari's model: a reappraisal 0 0 0 13 0 0 0 35
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 1 1 1
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 1 1 1
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 0 1 2
Partial probabilistic information 0 0 0 0 0 0 0 2
Partial probabilistic information 0 0 0 0 0 0 0 3
Partial probabilistic information 0 0 0 0 0 0 0 8
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 1 1 1 1 8
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses 0 0 0 0 1 1 2 35
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 0 102
Pricing in Slack Market 0 0 0 0 0 0 0 378
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 0 1 8
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 1 0 0 1 15
Pricing rules and Arrow-Debreu ambiguous valuation 0 0 0 0 0 0 0 12
Propensity for hedging and ambiguity aversion 0 0 0 0 0 1 3 16
Propensity for hedging and ambiguity aversion 0 0 1 2 0 0 1 7
Propensity for hedging and ambiguity aversion 0 0 0 0 0 0 0 13
Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules 0 0 0 5 0 1 6 15
Regular updating 0 0 0 28 0 0 0 72
Regular updating 0 0 0 0 0 0 0 10
Regular updating 0 0 0 0 0 0 0 8
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 1 41
Sharing Beliefs: between Agreeing and Disagreeing 0 0 0 0 0 0 0 3
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 1 1 26
Sharing beliefs: between agreeing and disagreeing 0 0 0 21 0 0 1 135
Sharing beliefs: between agreeing and disagreeing 0 0 0 50 0 0 3 184
Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 0 0 0 0 0 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 2 8
Social tension order: A new approach to inequality reduction 0 0 0 0 0 0 0 0
Social tension order: A new approach to inequality reduction 0 0 0 0 0 0 1 1
Social tension order: A new approach to inequality reduction 0 0 1 1 0 0 2 2
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 0 0 2 9
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 1 1 2 2 6 41
Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion 0 0 0 0 1 1 3 10
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 0 0 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 1 383
Submodular financial markets with frictions 0 0 0 3 0 0 1 2
Submodular financial markets with frictions 0 0 0 5 1 2 3 7
The Principle of Strong Diminishing Transfer 0 0 0 20 0 0 3 80
The Principle of Strong Diminishing Transfer 0 0 0 25 0 0 0 123
The Principle of Strong Kiminishing Transfer 0 0 0 0 0 1 2 171
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 1 14
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 1 9
The no-trade interval of Dow and Werlang: Some clarifications 0 0 0 0 0 0 1 3
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 5 0 0 1 34
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 45 0 0 1 175
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 0 0 0 1 8
The no-trade interval of Dow and Werlang: some clarifications 0 0 0 4 0 0 1 19
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 10 0 0 2 85
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 0 1 1
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 0 1 1
Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 0 0 1 1 0 0 2 7
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 1 0 0 1 7
Updating pricing rules 0 0 0 0 0 0 1 6
Updating pricing rules 0 0 0 0 0 0 0 3
Updating pricing rules 0 0 0 0 0 0 0 2
Total Working Papers 3 6 31 3,114 26 60 233 20,649
8 registered items for which data could not be found

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 1 2 2 0 4 5 5
A Simple Characterization of the Hurwicz Criterium under Uncertainty 0 0 2 10 0 0 3 25
A Yosida-Hewitt decomposition for totally monotone games 0 0 1 45 0 1 2 137
A simple axiomatization and constructive representation proof for choquet expected utility 0 0 0 16 0 0 1 179
About delay aversion 0 0 0 8 1 1 1 39
Ambiguity aversion and trade 0 0 1 32 0 0 1 122
Ambiguity through confidence functions 0 0 2 89 0 1 7 272
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 0 1 2 349
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 0 0 1 78 0 1 2 150
Characterization of symmetrical monotone risk aversion in the RDEU model 0 0 0 29 0 0 1 135
Choice under uncertainty with the best and worst in mind: Neo-additive capacities 0 0 5 180 0 3 11 563
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 2 163
Conditioning Capacities and Choquet Integrals: The Role of Comonotony 0 0 1 49 0 0 2 161
Continuous representation of a preference relation on a connected topological space 0 0 0 51 0 0 0 153
Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 1 2 2
Correction to: Submodular financial markets with frictions 0 0 0 0 0 0 0 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 1 421
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 0 92 0 1 4 344
From local to global additive representation 0 0 0 33 0 1 1 90
From sure to strong diversification 0 0 0 4 0 0 2 47
G-continuity, impatience and myopia for Choquet multi-period utilities 0 0 0 14 1 1 1 73
General Equilibrium With Uncertainty Loving Preferences 0 0 0 25 0 1 2 93
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 2 75
Increases in risk and demand for a risky asset 0 0 0 6 1 1 2 45
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 0 198
Lorenz non-consistent welfare and inequality measurement 0 0 0 37 0 1 1 236
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 1 38 1 2 4 206
Multidimensional Pigou–Dalton transfers and social evaluation functions 0 0 0 6 0 0 3 47
Multidimensional inequalities and generalized quantile functions 0 0 1 2 0 1 3 13
Multidimensional inequality and inframodular order 0 0 1 7 0 0 1 26
Multivariate risk sharing and the derivation of individually rational Pareto optima 0 0 1 5 0 0 1 28
On the existence of a probability measure compatible with a total preorder on a Boolean algebra 0 1 1 55 1 2 3 113
On the precautionary motive for savings and prudence in the rank-dependent utility framework 0 0 1 6 1 2 3 39
On the use of capacities in modeling uncertainty aversion and risk aversion 0 0 2 166 0 2 5 286
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 73 0 2 3 205
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 0 0 1 11 0 0 1 56
Optimality of deductible: a characterization, with application to Yaari’s dual theory 0 0 0 0 0 1 1 2
Partial probabilistic information 0 0 0 7 0 0 2 47
Positivity of bid-ask spreads and symmetrical monotone risk aversion * 0 0 0 16 1 1 1 63
Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses 0 0 0 40 1 1 1 122
Pricing rules and Arrow–Debreu ambiguous valuation 0 0 0 44 0 0 1 161
Propensity for hedging and ambiguity aversion 0 0 0 3 1 1 3 9
Regular updating 0 0 0 15 0 1 1 74
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model 0 0 0 1 0 0 1 392
Sharing Beliefs: Between Agreeing and Disagreeing 0 0 0 0 0 0 1 680
Sharing beliefs and the absence of betting in the Choquet expected utility model 0 0 0 7 0 0 0 51
Social tension order: A new approach to inequality reduction 0 0 1 1 0 1 5 5
Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion 0 1 6 121 1 2 11 230
Some characterizations of non-additive multi-period models 0 0 1 24 0 0 1 79
Submodular financial markets with frictions 0 0 0 0 0 0 1 3
The Principle of Strong Diminishing Transfer 0 0 0 28 0 0 3 141
The no-trade interval of Dow and Werlang: Some clarifications 0 0 1 22 0 0 2 87
The risk-neutral non-additive probability with market frictions 0 0 0 0 0 1 1 3
Tribute to Jean-Yves Jaffray 0 0 0 19 0 0 0 94
Updating pricing rules 0 0 0 6 0 1 4 39
Total Journal Articles 0 3 36 2,046 10 41 129 8,160

Chapter File Downloads Abstract Views
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Infinite Supermodularity and Preferences 0 0 1 2 0 0 1 13
Total Chapters 0 0 1 2 0 0 1 13

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