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Alain Jacques Chateauneuf

Personal Details

First Name:Alain
Middle Name:Jacques
Last Name:Chateauneuf
Suffix:
RePEc Short-ID:pch1124
[This author has chosen not to make the email address public]
Terminal Degree:1981 Centre d'Économie de la Sorbonne; Université Paris 1 (Panthéon-Sorbonne) (from RePEc Genealogy)

Affiliation

(50%) Paris School of Economics

Paris, France
http://www.parisschoolofeconomics.eu/
RePEc:edi:eeparfr (more details at EDIRC)

(50%) Institut de Préparation à l'Administration et à la Gestion (IPAG)

Paris, France
http://www.ipag.edu/
RePEc:edi:ipagpfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024. "Alpha-maxmin as an aggregation of two selves," PSE Working Papers halshs-04589094, HAL.
  2. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2023. "Gain-Loss Hedging and Cumulative Prospect Theory," Papers 2304.14843, arXiv.org.
  3. Philippe Bich & Alain Chateauneuf & Caroline Ventura, 2023. "Social tension order: A new approach to inequality reduction," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04353027, HAL.
  4. Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023. "A representation of Keynes's long-term expectation in financial markets," Working Papers hal-03999320, HAL.
  5. Jean-Marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2023. "On Future Allocations of Scarce Resources without Explicit Discounting Factors," Documents de travail du Centre d'Economie de la Sorbonne 23004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  6. Alain Chateauneuf & Bernard Cornet, 2022. "The risk-neutral non-additive probability with market frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722945, HAL.
  7. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022. "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722936, HAL.
  8. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722920, HAL.
  9. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.
  10. Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021. "Propensity for hedging and ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03330739, HAL.
  11. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf, 2021. "Mackey compactness in B(S)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03461538, HAL.
  12. Zaier Aouani & Alain Chateauneuf, 2020. "Multidimensional inequality and inframodular order," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03260218, HAL.
  13. Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020. "Simple Characterization of the Hurwicz Criterium under Uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02974245, HAL.
  14. Marcello Basili & Alain Chateauneuf, 2020. "Aggregation of experts' opinions and conditional consensus opinion by the Steiner point," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03260206, HAL.
  15. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252329, HAL.
    • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
  16. Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019. "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena 808, Department of Economics, University of Siena.
  17. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252242, HAL.
  18. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018. "General Equilibrium With Uncertainty Loving Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252360, HAL.
  19. Bernard Cornet & Alain Chateauneuf, 2017. "Choquet representability of submodular functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01394838, HAL.
  20. Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017. "Multidimensional Pigou–Dalton transfers and social evaluation functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252205, HAL.
  21. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01336882, HAL.
  22. Lorenzo Bastianello & Alain Chateauneuf, 2016. "About delay aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302543, HAL.
  23. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016. "Infinite supermodularity and preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302555, HAL.
  24. Sinem Bas & Philippe Bich & Alain Chateauneuf, 2016. "Multidimensional inequalities and generalized quantile functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01313118, HAL.
  25. Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016. "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302563, HAL.
  26. Alain Chateauneuf & Ghizlane Lakhnati, 2015. "Increases in risk and demand for a risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01161663, HAL.
  27. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01224491, HAL.
  28. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01161662, HAL.
  29. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
  30. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015. "Optimality of deductible for Yaari's model: a reappraisal," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01224502, HAL.
  31. Marcello Basili & Alain Chateauneuf, 2014. "Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule," Working Papers 2014-541, Department of Research, Ipag Business School.
  32. Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2014. "Ignorance and competence in choices under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01015299, HAL.
  33. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers 2014-181, Department of Research, Ipag Business School.
  34. Alain Chateauneuf & Caroline Ventura, 2013. "G-continuity, impatience and myopia for Choquet multi-period utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00964446, HAL.
  35. Alain Chateauneuf & José Heleno Faro, 2012. "On the confidence preferences model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685409, HAL.
  36. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685413, HAL.
  37. Marcello Basili & Alain Chateauneuf, 2011. "Extreme events and entropy: A multiple quantile utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685405, HAL.
  38. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011. "Regular updating," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00455779, HAL.
  39. Alain Chateauneuf & Caroline Ventura, 2011. "Partial probabilistic information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685404, HAL.
  40. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  41. Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685408, HAL.
  42. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00664715, HAL.
  43. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634653, HAL.
  44. Alain Chateauneuf & Caroline Ventura, 2009. "About partial probabilistic information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00442859, HAL.
  45. Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671302, HAL.
  46. Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2009. "Decision under Uncertainty: The Classical Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671295, HAL.
  47. Alain Chateauneuf & Caroline Ventura, 2009. "G-continuity, impatience and G-cores of exact games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00442855, HAL.
  48. Alain Chateauneuf & José Heleno Faro, 2009. "Ambiguity through confidence functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634651, HAL.
  49. Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009. "Decision under Risk: The Classical Expected Utility Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671289, HAL.
  50. Zaier Aouani & Alain Chateauneuf, 2009. "Continuity properties of totally monotone capacities on polish spaces and impatience," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634847, HAL.
  51. Alain Chateauneuf & Jean-Philippe Lefort, 2008. "Some Fubini theorems on product sigma-algebras for non-additive measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271357, HAL.
  52. Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00327700, HAL.
  53. Alain Chateauneuf & Jean-Yves Jaffray, 2008. "Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649208, HAL.
  54. Zaier Aouani & Alain Chateauneuf, 2008. "Exact Capacities and Star-Shaped Distorted Probabilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271367, HAL.
  55. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2008. "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00273211, HAL.
  56. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271265, HAL.
  57. Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2006. "Décision dans l'incertain : les modèles classiques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212020, HAL.
  58. Alain Chateauneuf & Michèle Cohen, 2006. "Extensions cardinales du modèle EU basées surl'intégrale de Choquet," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212026, HAL.
  59. Alain Chateauneuf & Jean-Philippe Lefort, 2006. "Some Fubini theorems on sigma-algebras for non additive measures," Cahiers de la Maison des Sciences Economiques b06086, Université Panthéon-Sorbonne (Paris 1).
  60. Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2006. "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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00211921, HAL.
  61. Alain Chateauneuf & Patrick Moyes, 2006. "A non-welfarist approach to inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156413, HAL.
  62. Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177057, HAL.
  63. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005. "Choices under ambiguity with familiar and unfamilar outcomes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271349, HAL.
  64. Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005. "On the precautionary motive for savings and prudence, in an EU and a NEU framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194667, HAL.
  65. Agnès Rico & Michel Grabisch & Christophe Labreuche & Alain Chateauneuf, 2005. "Preference modelling on totally ordered sets by the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00268984, HAL.
  66. Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.
  67. Alain Chateauneuf & Patrick Moyes, 2004. "Inequality reducing transfers, dominance and the generalized Gini social welfare function," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156482, HAL.
  68. Alain Chateauneuf & Patrick Moyes, 2004. "Lorenz non-consistent welfare and inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156441, HAL.
  69. Alain Chateauneuf & Patrick Moyes, 2003. "Does the Lorenz curve really measure inequality?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156712, HAL.
  70. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2002. "Sharing beliefs and the absence of betting in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00481307, HAL.
  71. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Post-Print halshs-00174770, HAL.
  72. Alain Chateauneuf & Patrick Moyes, 2002. "Measuring inequality without the Pigou-Dalton condition," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156475, HAL.
  73. Grant, Simon & Chateauneuf, A. & Eichberger, J., 2002. "Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities," Working Papers 2002-10, Rice University, Department of Economics.
  74. Grant, Simon & Chateauneuf, Alain & Eichberger, Jurgen, 2002. "A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility," Working Papers 2002-09, Rice University, Department of Economics.
  75. Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 2001. "Bargaining Over an Uncertain Outcome: The Role of Beliefs," Papers 2001-21, Tel Aviv.
  76. Alain Chateauneuf & Jean-Marc Tallon, 2000. "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers 0751, Econometric Society.
  77. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
  78. Alain Chateauneuf & Jean-Christophe Vergnaud, 2000. "Ambiguity reduction through new statistical data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00150069, HAL.
  79. Abouda, M. & Chateauneuf, A., 1999. "A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model," Papiers d'Economie Mathématique et Applications 1999.87, Université Panthéon-Sorbonne (Paris 1).
  80. Abouda, M. & Chateauneuf, A., 1999. "Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion," Papiers d'Economie Mathématique et Applications 1999.86, Université Panthéon-Sorbonne (Paris 1).
  81. Chateauneuf, A. & Wilthien, P.-H., 1999. "Inverse Stochastic Dominance and Yaari's Model," Papiers d'Economie Mathématique et Applications 1999-95, Université Panthéon-Sorbonne (Paris 1).
  82. Chateauneuf, A. & Gajdos, T. & Wilthien, P.-H., 1999. "The Principle of Strong Kiminishing Transfer," Papiers d'Economie Mathématique et Applications 1999-96, Université Panthéon-Sorbonne (Paris 1).
  83. Chateauneuf, A. & Wakker, P., 1998. "An Axiomatization of Cumulative Prospect Theory for Decision Under Risk," Papiers d'Economie Mathématique et Applications 98.51, Université Panthéon-Sorbonne (Paris 1).
  84. Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 1998. "Sharing Beliefs: Between Agreeing and Disagreeing," Papiers d'Economie Mathématique et Applications 98.30, Université Panthéon-Sorbonne (Paris 1).
  85. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
  86. Alain Chateauneuf & Michèle Cohen & Robert Kast, 1997. "Comonotone random variables in economics: A review of some results," Cahiers de la Maison des Sciences Economiques 97032, Université Panthéon-Sorbonne (Paris 1).
  87. Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997. "More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model," Papiers d'Economie Mathématique et Applications 97.53, Université Panthéon-Sorbonne (Paris 1).
  88. Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997. "New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview," Papiers d'Economie Mathématique et Applications 97.55, Université Panthéon-Sorbonne (Paris 1).
  89. Chateauneuf, A., 1993. "Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral," Papiers d'Economie Mathématique et Applications 93.06, Université Panthéon-Sorbonne (Paris 1).
  90. Chateauneuf, A. & Jaffray, J.Y., 1992. "Local-Mobius Transforms of Monotone Capacities," Papiers d'Economie Mathématique et Applications 92.60, Université Panthéon-Sorbonne (Paris 1).
  91. Chateauneuf, A. & Kast, R. & Lapied, A., 1992. "Choquet Pricing for Financial Markets with Frictions," G.R.E.Q.A.M. 92a11, Universite Aix-Marseille III.
  92. Chateauneuf, A. & Kast, R. & Lapier, A., 1992. "Pricing in Slack Market," G.R.E.Q.A.M. 92a05, Universite Aix-Marseille III.
  93. Chateauneuf, A., 1992. "Combination of Compatible Belief Functions and Relations of Specificity," Papiers d'Economie Mathématique et Applications 92.59, Université Panthéon-Sorbonne (Paris 1).
    repec:hal:pseose:hal-01302563 is not listed on IDEAS
    repec:hal:pseose:hal-01015299 is not listed on IDEAS
    repec:hal:pseose:hal-00685413 is not listed on IDEAS
    repec:hal:pseose:hal-00964446 is not listed on IDEAS
    repec:hal:pseose:hal-01302543 is not listed on IDEAS
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Articles

  1. Marcello Basili & Alain Chateauneuf & Giuliano Curatola & Giuseppe Scianna, 2023. "A Representation Of Keynes’S Long-Term Expectation In Financial Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 26(06n07), pages 1-20, November.
  2. Bich, Philippe & Chateauneuf, Alain & Ventura, Caroline, 2023. "Social tension order: A new approach to inequality reduction," Journal of Mathematical Economics, Elsevier, vol. 108(C).
  3. Alain Chateauneuf & Bernard Cornet, 2022. "The risk-neutral non-additive probability with market frictions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 13-25, May.
  4. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
  5. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022. "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Theory and Decision, Springer, vol. 92(3), pages 569-580, April.
  6. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022. "Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory," Theory and Decision, Springer, vol. 92(3), pages 581-581, April.
  7. Alain Chateauneuf & Bernard Cornet, 2022. "Correction to: Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 745-746, April.
  8. Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021. "Multidimensional inequalities and generalized quantile functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 375-409, March.
  9. Aouani, Zaier & Chateauneuf, Alain & Ventura, Caroline, 2021. "Propensity for hedging and ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 97(C).
  10. Aouani, Zaier & Chateauneuf, Alain, 2020. "Multidimensional inequality and inframodular order," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 74-79.
  11. Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020. "A Simple Characterization of the Hurwicz Criterium under Uncertainty," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 331-336.
  12. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
  13. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018. "General Equilibrium With Uncertainty Loving Preferences," Econometrica, Econometric Society, vol. 86(5), pages 1859-1871, September.
  14. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
  15. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2017. "Infinite supermodularity and preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 99-109, January.
  16. Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017. "Multidimensional Pigou–Dalton transfers and social evaluation functions," Theory and Decision, Springer, vol. 83(4), pages 573-590, December.
  17. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 131-157, January.
  18. Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016. "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 169-182, January.
  19. Bastianello, Lorenzo & Chateauneuf, Alain, 2016. "About delay aversion," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 62-77.
  20. Chateauneuf, Alain & Mostoufi, Mina & Vyncke, David, 2015. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Mathematical Social Sciences, Elsevier, vol. 74(C), pages 73-78.
  21. Chateauneuf, A. & Lakhnati, G., 2015. "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 44-48.
  22. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2014. "Ignorance and competence in choices under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 143-150.
  23. Chateauneuf, Alain & Ventura, Caroline, 2013. "G-continuity, impatience and myopia for Choquet multi-period utilities," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 97-105.
  24. Aloisio Araujo & Alain Chateauneuf & José Faro, 2012. "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 1-35, January.
  25. Chateauneuf, Alain & Ventura, Caroline, 2011. "Partial probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 22-28, January.
  26. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray," Theory and Decision, Springer, vol. 71(1), pages 1-10, July.
  27. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011. "Regular updating," Theory and Decision, Springer, vol. 71(1), pages 111-128, July.
  28. Luciano Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 243-273, October.
  29. Chateauneuf, Alain & Ventura, Caroline, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Mathematical Social Sciences, Elsevier, vol. 59(1), pages 1-14, January.
  30. Chateauneuf, Alain & Faro, José Heleno, 2009. "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 535-558, September.
  31. Basili, Marcello & Chateauneuf, Alain & Fontini, Fulvio, 2008. "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses," Ecological Economics, Elsevier, vol. 67(3), pages 485-491, October.
  32. Chateauneuf, A. & Grabisch, M. & Rico, A., 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1084-1099, December.
  33. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September.
  34. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 511-522, September.
  35. Chateauneuf, Alain & Eichberger, Jurgen & Grant, Simon, 2007. "Choice under uncertainty with the best and worst in mind: Neo-additive capacities," Journal of Economic Theory, Elsevier, vol. 137(1), pages 538-567, November.
  36. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005. "Choices Under Ambiguity With Familiar And Unfamiliar Outcomes," Theory and Decision, Springer, vol. 58(2), pages 195-207, March.
  37. Alain Chateauneuf & Michéle Cohen & Isaac Meilijson, 2005. "More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 649-667, April.
  38. Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(4), pages 973-982, November.
  39. Alain Chateauneuf & Patrick Moyes, 2004. "Lorenz non-consistent welfare and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 2(2), pages 61-87, August.
  40. Chateauneuf, Alain & Rebille, Yann, 2004. "A Yosida-Hewitt decomposition for totally monotone games," Mathematical Social Sciences, Elsevier, vol. 48(1), pages 1-9, July.
  41. Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004. "Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.
  42. Chateauneuf, Alain & Rebille, Yann, 2004. "Some characterizations of non-additive multi-period models," Mathematical Social Sciences, Elsevier, vol. 48(3), pages 235-250, November.
  43. Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2003. "A simple axiomatization and constructive representation proof for choquet expected utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(4), pages 907-915, November.
  44. Abouda, Moez & Chateauneuf, Alain, 2002. "Characterization of symmetrical monotone risk aversion in the RDEU model," Mathematical Social Sciences, Elsevier, vol. 44(1), pages 1-15, September.
  45. Alain Chateauneuf & Michéle Cohen & Dieter Denneberg, 2002. "General introduction to this special issue on Choquet integral and applications," Statistical Papers, Springer, vol. 43(1), pages 1-3, January.
  46. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallou, 2002. "Sharing beliefs and the absence of betting in the Choquet expected utility model," Statistical Papers, Springer, vol. 43(1), pages 127-136, January.
  47. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.
  48. Chateauneuf, Alain & Gajdos, Thibault & Wilthien, Pierre-Henry, 2002. "The Principle of Strong Diminishing Transfer," Journal of Economic Theory, Elsevier, vol. 103(2), pages 311-333, April.
  49. Jean-Marc Tallon & Alain Chateauneuf, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 19(3), pages 509-523.
  50. Alain Chateauneuf & Robert Kast & André Lapied, 2001. "Conditioning Capacities and Choquet Integrals: The Role of Comonotony," Theory and Decision, Springer, vol. 51(2), pages 367-386, December.
  51. Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.
  52. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing Beliefs: Between Agreeing and Disagreeing," Econometrica, Econometric Society, vol. 68(3), pages 685-694, May.
  53. Chateauneuf, Alain & Wakker, Peter, 1999. "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, vol. 18(2), pages 137-145, August.
  54. Chateauneuf, Alain, 1999. "Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 21-45, August.
  55. Chateauneuf, Alain, 1996. "Decomposable capacities, distorted probabilities and concave capacities," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 19-37, February.
  56. A. Chateauneuf & R. Kast & A. Lapied, 1996. "Choquet Pricing For Financial Markets With Frictions1," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330, July.
  57. Chateauneuf, Alain & Cohen, Michele, 1994. "Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model," Journal of Risk and Uncertainty, Springer, vol. 9(1), pages 77-91, July.
  58. Chateauneuf, Alain & Wakker, Peter, 1993. "From local to global additive representation," Journal of Mathematical Economics, Elsevier, vol. 22(6), pages 523-545.
  59. Chateauneuf, Alain, 1991. "On the use of capacities in modeling uncertainty aversion and risk aversion," Journal of Mathematical Economics, Elsevier, vol. 20(4), pages 343-369.
  60. Chateauneuf, Alain & Jaffray, Jean-Yves, 1989. "Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion," Mathematical Social Sciences, Elsevier, vol. 17(3), pages 263-283, June.
  61. Chateauneuf, Alain, 1987. "Continuous representation of a preference relation on a connected topological space," Journal of Mathematical Economics, Elsevier, vol. 16(2), pages 139-146, April.
  62. Chateauneuf, Alain, 1985. "On the existence of a probability measure compatible with a total preorder on a Boolean algebra," Journal of Mathematical Economics, Elsevier, vol. 14(1), pages 43-52, February.

Chapters

  1. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2018. "Infinite Supermodularity and Preferences," Chapters, in: Danijela Tuljak-Suban (ed.), Game Theory - Applications in Logistics and Economy, IntechOpen.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 41 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models and Prospect Theory (24) 2008-10-21 2009-01-03 2009-01-31 2009-05-02 2009-05-02 2010-01-16 2011-08-15 2011-08-15 2013-08-31 2014-03-30 2014-09-08 2014-10-17 2014-10-22 2015-10-17 2015-10-17 2015-11-15 2015-11-15 2016-03-17 2016-10-02 2016-10-09 2022-08-15 2022-09-12 2023-03-20 2023-05-29. Author is listed
  2. NEP-MIC: Microeconomics (14) 2005-02-01 2011-08-15 2013-08-31 2013-11-22 2014-03-30 2014-09-08 2014-10-13 2014-10-22 2015-10-17 2015-11-15 2016-03-10 2016-03-17 2016-06-14 2016-10-02. Author is listed
  3. NEP-RMG: Risk Management (8) 2005-05-14 2014-02-21 2015-02-28 2015-06-13 2015-08-01 2015-10-17 2015-11-15 2023-05-29. Author is listed
  4. NEP-CMP: Computational Economics (4) 2014-02-21 2015-02-28 2015-06-13 2015-08-01
  5. NEP-ORE: Operations Research (4) 2014-10-17 2015-02-28 2015-06-13 2015-08-01
  6. NEP-IAS: Insurance Economics (3) 2014-02-02 2014-02-21 2015-10-17
  7. NEP-CBA: Central Banking (2) 2009-05-02 2010-02-27
  8. NEP-HPE: History and Philosophy of Economics (2) 2009-01-03 2020-04-06
  9. NEP-PKE: Post Keynesian Economics (2) 2020-04-06 2023-05-15
  10. NEP-CDM: Collective Decision-Making (1) 2013-08-31
  11. NEP-DES: Economic Design (1) 2023-05-29
  12. NEP-GTH: Game Theory (1) 2010-01-16
  13. NEP-HIS: Business, Economic and Financial History (1) 2023-05-15
  14. NEP-HME: Heterodox Microeconomics (1) 2023-05-15
  15. NEP-MAC: Macroeconomics (1) 2005-05-14
  16. NEP-SEA: South East Asia (1) 2015-02-28

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