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Details about Alain Jacques Chateauneuf

Workplace:Paris School of Economics, (more information at EDIRC)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)

Access statistics for papers by Alain Jacques Chateauneuf.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pch1124


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Working Papers

2024

  1. Alpha-maxmin as an aggregation of two selves
    PSE Working Papers, HAL Downloads
    Also in Working Papers, HAL (2024) Downloads

2023

  1. A representation of Keynes's long-term expectation in financial markets
    Working Papers, HAL Downloads
  2. Gain-Loss Hedging and Cumulative Prospect Theory
    Papers, arXiv.org Downloads
  3. On Future Allocations of Scarce Resources without Explicit Discounting Factors
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads
  4. Social tension order: A new approach to inequality reduction
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2023)
    Post-Print, HAL (2023)

    See also Journal Article Social tension order: A new approach to inequality reduction, Journal of Mathematical Economics, Elsevier (2023) Downloads (2023)

2022

  1. Optimality of deductible: a characterization, with application to Yaari’s dual theory
    Post-Print, HAL
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2022)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2022)

    See also Journal Article Optimality of deductible: a characterization, with application to Yaari’s dual theory, Theory and Decision, Springer (2022) Downloads (2022)
  2. Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules
    Papers, arXiv.org Downloads View citations (1)
  3. Submodular financial markets with frictions
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (3)
    Also in Post-Print, HAL (2022) Downloads View citations (3)

    See also Journal Article Submodular financial markets with frictions, Economic Theory, Springer (2022) Downloads View citations (5) (2022)
  4. The risk-neutral non-additive probability with market frictions
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (3)
    Also in Post-Print, HAL (2022) Downloads View citations (3)

    See also Journal Article The risk-neutral non-additive probability with market frictions, Economic Theory Bulletin, Springer (2022) Downloads View citations (4) (2022)

2021

  1. Mackey compactness in B(S)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads
    Also in Post-Print, HAL (2021) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021) Downloads
  2. Multidimensional inequalities and generalized quantile functions
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) Downloads
    Post-Print, HAL (2021)
    Working Papers, HAL (2016) Downloads
    PSE-Ecole d'économie de Paris (Postprint), HAL (2021)

    See also Journal Article Multidimensional inequalities and generalized quantile functions, Economic Theory, Springer (2021) Downloads (2021)
  3. Propensity for hedging and ambiguity aversion
    Post-Print, HAL Downloads View citations (3)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2021) Downloads View citations (3)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021) Downloads View citations (3)

    See also Journal Article Propensity for hedging and ambiguity aversion, Journal of Mathematical Economics, Elsevier (2021) Downloads View citations (3) (2021)

2020

  1. Aggregation of experts' opinions and conditional consensus opinion by the Steiner point
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (6)
    Also in Post-Print, HAL (2020) View citations (5)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2020) View citations (5)
  2. Multidimensional inequality and inframodular order
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Post-Print, HAL (2020)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2020)

    See also Journal Article Multidimensional inequality and inframodular order, Journal of Mathematical Economics, Elsevier (2020) Downloads (2020)
  3. Simple Characterization of the Hurwicz Criterium under Uncertainty
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2020)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2020)

    See also Journal Article A Simple Characterization of the Hurwicz Criterium under Uncertainty, Revue économique, Presses de Sciences-Po (2020) Downloads View citations (2) (2020)

2019

  1. A consistent representation of Keynes’s long-term expectation in ?nancial market
    Department of Economics University of Siena, Department of Economics, University of Siena Downloads
  2. Updating pricing rules
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2019) View citations (1)
    Post-Print, HAL (2019) View citations (1)

    See also Journal Article Updating pricing rules, Economic Theory, Springer (2019) Downloads View citations (1) (2019)

2018

  1. Financial market structures revealed by pricing rules: Efficient complete markets are prevalent
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (11)
    Also in Post-Print, HAL (2018) View citations (10)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (7)

    See also Journal Article Financial market structures revealed by pricing rules: Efficient complete markets are prevalent, Journal of Economic Theory, Elsevier (2018) Downloads View citations (10) (2018)
  2. General Equilibrium With Uncertainty Loving Preferences
    PSE-Ecole d'économie de Paris (Postprint), HAL Downloads View citations (4)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018) Downloads View citations (4)
    Post-Print, HAL (2018) Downloads View citations (4)

    See also Journal Article General Equilibrium With Uncertainty Loving Preferences, Econometrica, Econometric Society (2018) Downloads View citations (8) (2018)

2017

  1. Choquet representability of submodular functions
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Post-Print, HAL (2017)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017)
  2. Multidimensional Pigou–Dalton transfers and social evaluation functions
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2016) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) Downloads
    PSE-Ecole d'économie de Paris (Postprint), HAL (2017)
    Post-Print, HAL (2017)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2016) Downloads

    See also Journal Article Multidimensional Pigou–Dalton transfers and social evaluation functions, Theory and Decision, Springer (2017) Downloads (2017)
  3. 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), HAL View citations (3)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2017) View citations (3)
    Post-Print, HAL (2017) View citations (3)

    See also Journal Article Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents, Economic Theory, Springer (2017) Downloads View citations (4) (2017)

2016

  1. About delay aversion
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (9)
    Also in Post-Print, HAL (2016) View citations (4)
    Working Papers, Department of Research, Ipag Business School (2013) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) View citations (9)

    See also Journal Article About delay aversion, Journal of Mathematical Economics, Elsevier (2016) Downloads View citations (9) (2016)
  2. Infinite supermodularity and preferences
    Post-Print, HAL
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2015) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2016)

    See also Journal Article Infinite supermodularity and preferences, Economic Theory, Springer (2017) Downloads View citations (1) (2017)
    Chapter Infinite Supermodularity and Preferences, Chapters, IntechOpen Downloads
  3. On the precautionary motive for savings and prudence in the rank-dependent utility framework
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2016)
    Working Papers, Department of Research, Ipag Business School (2014) Downloads
    PSE-Ecole d'économie de Paris (Postprint), HAL (2016)

    See also Journal Article On the precautionary motive for savings and prudence in the rank-dependent utility framework, Economic Theory, Springer (2016) Downloads (2016)

2015

  1. Comonotonic Monte Carlo and its applications in option pricing and quantification of risk
    Post-Print, HAL Downloads
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2015) Downloads
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2015) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015) Downloads
  2. Increases in risk and demand for a risky asset
    Post-Print, HAL View citations (2)
    Also in Post-Print, HAL (2005) Downloads
    Working Papers, Department of Research, Ipag Business School (2014) Downloads
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2005) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015) View citations (2)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2015) View citations (2)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) Downloads

    See also Journal Article Increases in risk and demand for a risky asset, Mathematical Social Sciences, Elsevier (2015) Downloads View citations (2) (2015)
  3. Multivariate risk sharing and the derivation of individually rational Pareto optima
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2014) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014) Downloads View citations (7)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2015)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2014) Downloads View citations (7)
    Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (7)
    Post-Print, HAL (2015)

    See also Journal Article Multivariate risk sharing and the derivation of individually rational Pareto optima, Mathematical Social Sciences, Elsevier (2015) Downloads (2015)
  4. Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers
    Post-Print, HAL Downloads View citations (1)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2015) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015) Downloads View citations (1)
    Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (1)
  5. Optimality of deductible for Yaari's model: a reappraisal
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015) Downloads
    Post-Print, HAL (2015) Downloads

2014

  1. Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule
    Working Papers, Department of Research, Ipag Business School Downloads View citations (10)
    Also in Department of Economics University of Siena, Department of Economics, University of Siena (2013) Downloads View citations (7)
  2. General equilibrium, risk taking and volatility
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)
  3. Ignorance and competence in choices under uncertainty
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in Working Papers, Department of Research, Ipag Business School (2013) Downloads
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa (2013) Downloads View citations (7)
    Post-Print, HAL (2014) View citations (2)

    See also Journal Article Ignorance and competence in choices under uncertainty, Journal of Mathematical Economics, Elsevier (2014) Downloads View citations (8) (2014)

2013

  1. G-continuity, impatience and myopia for Choquet multi-period utilities
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2013) View citations (3)
    Post-Print, HAL (2013) View citations (3)

    See also Journal Article G-continuity, impatience and myopia for Choquet multi-period utilities, Journal of Mathematical Economics, Elsevier (2013) Downloads View citations (7) (2013)

2012

  1. On the confidence preferences model
    Post-Print, HAL View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (2)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2012) View citations (2)
  2. Pricing rules and Arrow-Debreu ambiguous valuation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (11)
    Also in Post-Print, HAL (2012) View citations (11)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2012) View citations (8)

    See also Journal Article Pricing rules and Arrow–Debreu ambiguous valuation, Economic Theory, Springer (2012) Downloads View citations (18) (2012)

2011

  1. Ambiguity Aversion and Absence of Trade
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (32)
  2. Ambiguity Aversion and Trade
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (43)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (40)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (37)
    Post-Print, HAL (2011) View citations (37)

    See also Journal Article Ambiguity aversion and trade, Economic Theory, Springer (2011) Downloads View citations (43) (2011)
  3. Extreme events and entropy: A multiple quantile utility model
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (13)
    Also in Post-Print, HAL (2011) View citations (12)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (12)
  4. Partial probabilistic information
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2011)
    Post-Print, HAL (2011)

    See also Journal Article Partial probabilistic information, Journal of Mathematical Economics, Elsevier (2011) Downloads (2011)
  5. Regular updating
    PSE-Ecole d'économie de Paris (Postprint), HAL Downloads
    Also in Post-Print, HAL (2011) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) Downloads View citations (1)

    See also Journal Article Regular updating, Theory and Decision, Springer (2011) Downloads View citations (4) (2011)
  6. Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009
    Post-Print, HAL Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) Downloads
    PSE-Ecole d'économie de Paris (Postprint), HAL (2011) Downloads

2010

  1. The no-trade interval of Dow and Werlang: Some clarifications
    Post-Print, HAL View citations (5)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (5)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (5)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009) Downloads
    Post-Print, HAL (2009) Downloads
    Post-Print, HAL (2008) Downloads View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads View citations (1)

    See also Journal Article The no-trade interval of Dow and Werlang: Some clarifications, Mathematical Social Sciences, Elsevier (2010) Downloads View citations (5) (2010)

2009

  1. About partial probabilistic information
    Post-Print, HAL Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009) Downloads
  2. Ambiguity through confidence functions
    Post-Print, HAL View citations (81)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (88)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2009) View citations (81)

    See also Journal Article Ambiguity through confidence functions, Journal of Mathematical Economics, Elsevier (2009) Downloads View citations (97) (2009)
  3. Cardinal Extensions of the EU Model Based on the Choquet Integral
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (1)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2009) View citations (2)
    Post-Print, HAL (2008) Downloads View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (1)
  4. Continuity properties of totally monotone capacities on polish spaces and impatience
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2009)
  5. Decision under Risk: The Classical Expected Utility Model
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2009)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads
    Post-Print, HAL (2008) Downloads
    PSE-Ecole d'économie de Paris (Postprint), HAL (2009)
  6. Decision under Uncertainty: The Classical Models
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2009)
    Post-Print, HAL (2008) Downloads View citations (2)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads View citations (2)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (2)
  7. G-continuity, impatience and G-cores of exact games
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads
    Also in Post-Print, HAL (2009) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads

2008

  1. Exact Capacities and Star-Shaped Distorted Probabilities
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
    Also in Post-Print, HAL (2008) View citations (4)

    See also Journal Article Exact capacities and star-shaped distorted probabilities, Mathematical Social Sciences, Elsevier (2008) Downloads View citations (6) (2008)
  2. Modeling attitudes toward uncertainty through the use of the Sugeno integral
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (6)
    Also in Post-Print, HAL (2008) Downloads View citations (8)

    See also Journal Article Modeling attitudes toward uncertainty through the use of the Sugeno integral, Journal of Mathematical Economics, Elsevier (2008) Downloads View citations (9) (2008)
  3. Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses
    Post-Print, HAL View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (7)

    See also Journal Article Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses, Ecological Economics, Elsevier (2008) Downloads View citations (13) (2008)
  4. 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
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2008)
    Post-Print, HAL (2008)

    See also Journal Article Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion, Mathematical Social Sciences, Elsevier (1989) Downloads View citations (146) (1989)
  5. Some Fubini theorems on product sigma-algebras for non-additive measures
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in Post-Print, HAL (2008)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2006) Downloads
    Post-Print, HAL (2006) Downloads

2007

  1. Choice under uncertainty with the best and worst in mind: neo-additive capacities
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (301)
    Also in Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2003) Downloads View citations (28)
    Papers, Sonderforschungsbreich 504 (2003) Downloads View citations (6)
    Post-Print, HAL (2007) View citations (264)
    Working Papers, Rice University, Department of Economics (2002) Downloads View citations (6)

    See also Journal Article Choice under uncertainty with the best and worst in mind: Neo-additive capacities, Journal of Economic Theory, Elsevier (2007) Downloads View citations (283) (2007)
  2. From sure to strong diversification
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (20)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2005) Downloads View citations (1)
    Post-Print, HAL (2005) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) Downloads View citations (6)
    Post-Print, HAL (2007) View citations (18)

    See also Journal Article From sure to strong diversification, Economic Theory, Springer (2007) Downloads View citations (22) (2007)

2006

  1. A non-welfarist approach to inequality measurement
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (8)
    Also in Post-Print, HAL (2006) View citations (7)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2003)
    Post-Print, HAL (2003)
    Post-Print, HAL (2002)
    Post-Print, HAL (2002)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2002)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2002)
  2. Décision dans l'incertain: les modèles classiques
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2006)
  3. 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
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2006)
  4. Extensions cardinales du modèle EU basées surl'intégrale de Choquet
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2006)
  5. Some Fubini theorems on sigma-algebras for non additive measures
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) Downloads

2005

  1. Choices under ambiguity with familiar and unfamilar outcomes
    Post-Print, HAL View citations (1)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) Downloads View citations (2)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) View citations (4)

    See also Journal Article Choices Under Ambiguity With Familiar And Unfamiliar Outcomes, Theory and Decision, Springer (2005) Downloads View citations (8) (2005)
  2. Does the Lorenz curve really measure inequality?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    Also in Post-Print, HAL (2005) View citations (3)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2003) View citations (4)
    Post-Print, HAL (2003) View citations (4)
  3. Measuring Inequality Without the Pigou-Dalton Condition
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads View citations (3)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) View citations (3)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2002)
    Post-Print, HAL (2002)
    Post-Print, HAL (2005) View citations (3)
  4. Monotone continuous multiple priors
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (41)
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2003) Downloads View citations (19)
    Post-Print, HAL (2005) Downloads View citations (40)

    See also Journal Article Monotone continuous multiple priors, Economic Theory, Springer (2005) Downloads View citations (47) (2005)
  5. More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (57)
    Also in Post-Print, HAL (2005) Downloads View citations (53)
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (1997) View citations (8)

    See also Journal Article More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model, Economic Theory, Springer (2005) Downloads View citations (51) (2005)
  6. On the precautionary motive for savings and prudence, in an EU and a NEU framework
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) Downloads View citations (1)
    Also in Post-Print, HAL (2005) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) Downloads View citations (1)
  7. Preference modelling on totally ordered sets by the Sugeno integral
    Post-Print, HAL Downloads View citations (6)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) Downloads View citations (7)

2004

  1. Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model
    Post-Print, HAL Downloads View citations (72)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) Downloads View citations (77)

    See also Journal Article Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model, Journal of Mathematical Economics, Elsevier (2004) Downloads View citations (76) (2004)
  2. Inequality reducing transfers, dominance and the generalized Gini social welfare function
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2004)
  3. Lorenz Non-Consistent Welfare and Inequality Measurement
    IDEP Working Papers, Institut d'economie publique (IDEP), Marseille, France Downloads View citations (13)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (12)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (12)
    Post-Print, HAL (2004) View citations (12)
    Post-Print, HAL (2004) View citations (12)

    See also Journal Article Lorenz non-consistent welfare and inequality measurement, The Journal of Economic Inequality, Springer (2005) Downloads (2005)

2003

  1. A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim Downloads View citations (2)
    Also in Working Papers, Rice University, Department of Economics (2002) Downloads
    Papers, Sonderforschungsbreich 504 (2003) Downloads View citations (2)

    See also Journal Article A simple axiomatization and constructive representation proof for choquet expected utility, Economic Theory, Springer (2003) Downloads View citations (2) (2003)

2002

  1. Bargaining over an uncertain outcome: the role of beliefs
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Working Papers, Tel Aviv (2001)
    Post-Print, HAL (2002) View citations (1)
  2. Diversification, convex preferences and non-empty core in the Choquet expected utility model
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (51)
    Also in Post-Print, HAL (2002) Downloads View citations (36)
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (1998) View citations (10)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (9)

    See also Journal Article Diversification, convex preferences and non-empty core in the Choquet expected utility model, Economic Theory, Springer (2002) Downloads View citations (10) (2002)
  3. Sharing beliefs and the absence of betting in the Choquet expected utility model
    Post-Print, HAL View citations (6)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2002) View citations (8)

    See also Journal Article Sharing beliefs and the absence of betting in the Choquet expected utility model, Statistical Papers, Springer (2002) Downloads View citations (8) (2002)
  4. The Principle of Strong Diminishing Transfer
    Post-Print, HAL Downloads View citations (22)
    Also in Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (1999)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2002) Downloads View citations (22)

    See also Journal Article The Principle of Strong Diminishing Transfer, Journal of Economic Theory, Elsevier (2002) Downloads View citations (26) (2002)

2000

  1. Ambiguity reduction through new statistical data
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2000)
  2. Optimal risk-sharing rules and equilibria with Choquet-expected-utility
    Post-Print, HAL Downloads View citations (96)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2000) Downloads View citations (101)

    See also Journal Article Optimal risk-sharing rules and equilibria with Choquet-expected-utility, Journal of Mathematical Economics, Elsevier (2000) Downloads View citations (105) (2000)
  3. Sharing Beliefs: between Agreeing and Disagreeing
    Post-Print, HAL View citations (89)
    Also in Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (1998) View citations (16)
    Post-Print, HAL (2000) Downloads View citations (91)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2000) Downloads View citations (93)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2000) View citations (92)

    See also Journal Article Sharing Beliefs: Between Agreeing and Disagreeing, Econometrica, Econometric Society (2000) View citations (101) (2000)

1999

  1. A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) View citations (1)
    See also Journal Article Characterization of symmetrical monotone risk aversion in the RDEU model, Mathematical Social Sciences, Elsevier (2002) Downloads View citations (5) (2002)
  2. Inverse Stochastic Dominance and Yaari's Model
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  3. Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

1998

  1. An Axiomatization of Cumulative Prospect Theory for Decision Under Risk
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
    See also Journal Article An Axiomatization of Cumulative Prospect Theory for Decision under Risk, Journal of Risk and Uncertainty, Springer (1999) Downloads View citations (63) (1999)

1997

  1. Comonotone random variables in economics: A review of some results
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) Downloads
  2. New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) View citations (33)
    Also in Post-Print, HAL (1997) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (1997) Downloads
  3. Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) View citations (10)
    See also Journal Article Optimal risk-sharing rules and equilibria with Choquet-expected-utility, Journal of Mathematical Economics, Elsevier (2000) Downloads View citations (105) (2000)

1993

  1. Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

1992

  1. Choquet Pricing for Financial Markets with Frictions
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (12)
  2. Combination of Compatible Belief Functions and Relations of Specificity
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
  3. Local-Mobius Transforms of Monotone Capacities
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) View citations (2)
  4. Pricing in Slack Market
    G.R.E.Q.A.M., Universite Aix-Marseille III

Journal Articles

2023

  1. A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS
    International Journal of Theoretical and Applied Finance (IJTAF), 2023, 26, (06n07), 1-20 Downloads
  2. Social tension order: A new approach to inequality reduction
    Journal of Mathematical Economics, 2023, 108, (C) Downloads
    See also Working Paper Social tension order: A new approach to inequality reduction, PSE-Ecole d'économie de Paris (Postprint) (2023) (2023)

2022

  1. Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory
    Theory and Decision, 2022, 92, (3), 581-581 Downloads
  2. Correction to: Submodular financial markets with frictions
    Economic Theory, 2022, 73, (2), 745-746 Downloads View citations (3)
  3. Optimality of deductible: a characterization, with application to Yaari’s dual theory
    Theory and Decision, 2022, 92, (3), 569-580 Downloads
    See also Working Paper Optimality of deductible: a characterization, with application to Yaari’s dual theory, Post-Print (2022) (2022)
  4. Submodular financial markets with frictions
    Economic Theory, 2022, 73, (2), 721-744 Downloads View citations (5)
    See also Working Paper Submodular financial markets with frictions, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2022) Downloads View citations (3) (2022)
  5. The risk-neutral non-additive probability with market frictions
    Economic Theory Bulletin, 2022, 10, (1), 13-25 Downloads View citations (4)
    See also Working Paper The risk-neutral non-additive probability with market frictions, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2022) Downloads View citations (3) (2022)

2021

  1. Multidimensional inequalities and generalized quantile functions
    Economic Theory, 2021, 71, (2), 375-409 Downloads
    See also Working Paper Multidimensional inequalities and generalized quantile functions, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2021) (2021)
  2. Propensity for hedging and ambiguity aversion
    Journal of Mathematical Economics, 2021, 97, (C) Downloads View citations (3)
    See also Working Paper Propensity for hedging and ambiguity aversion, Post-Print (2021) Downloads View citations (3) (2021)

2020

  1. A Simple Characterization of the Hurwicz Criterium under Uncertainty
    Revue économique, 2020, 71, (2), 331-336 Downloads View citations (2)
    See also Working Paper Simple Characterization of the Hurwicz Criterium under Uncertainty, Post-Print (2020) (2020)
  2. Multidimensional inequality and inframodular order
    Journal of Mathematical Economics, 2020, 90, (C), 74-79 Downloads
    See also Working Paper Multidimensional inequality and inframodular order, PSE-Ecole d'économie de Paris (Postprint) (2020) (2020)

2019

  1. Updating pricing rules
    Economic Theory, 2019, 68, (2), 335-361 Downloads View citations (1)
    See also Working Paper Updating pricing rules, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2019) View citations (1) (2019)

2018

  1. Financial market structures revealed by pricing rules: Efficient complete markets are prevalent
    Journal of Economic Theory, 2018, 173, (C), 257-288 Downloads View citations (10)
    See also Working Paper Financial market structures revealed by pricing rules: Efficient complete markets are prevalent, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2018) View citations (11) (2018)
  2. General Equilibrium With Uncertainty Loving Preferences
    Econometrica, 2018, 86, (5), 1859-1871 Downloads View citations (8)
    See also Working Paper General Equilibrium With Uncertainty Loving Preferences, PSE-Ecole d'économie de Paris (Postprint) (2018) Downloads View citations (4) (2018)

2017

  1. Infinite supermodularity and preferences
    Economic Theory, 2017, 63, (1), 99-109 Downloads View citations (1)
    See also Working Paper Infinite supermodularity and preferences, Post-Print (2016) (2016)
    Chapter Infinite Supermodularity and Preferences, Chapters Downloads
  2. Multidimensional Pigou–Dalton transfers and social evaluation functions
    Theory and Decision, 2017, 83, (4), 573-590 Downloads
    See also Working Paper Multidimensional Pigou–Dalton transfers and social evaluation functions, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2017) (2017)
  3. Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
    Economic Theory, 2017, 63, (1), 131-157 Downloads View citations (4)
    See also Working Paper 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) (2017) View citations (3) (2017)

2016

  1. About delay aversion
    Journal of Mathematical Economics, 2016, 63, (C), 62-77 Downloads View citations (9)
    See also Working Paper About delay aversion, PSE-Ecole d'économie de Paris (Postprint) (2016) View citations (9) (2016)
  2. On the precautionary motive for savings and prudence in the rank-dependent utility framework
    Economic Theory, 2016, 61, (1), 169-182 Downloads
    See also Working Paper On the precautionary motive for savings and prudence in the rank-dependent utility framework, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2016) (2016)

2015

  1. Increases in risk and demand for a risky asset
    Mathematical Social Sciences, 2015, 75, (C), 44-48 Downloads View citations (2)
    See also Working Paper Increases in risk and demand for a risky asset, Post-Print (2015) View citations (2) (2015)
  2. Multivariate risk sharing and the derivation of individually rational Pareto optima
    Mathematical Social Sciences, 2015, 74, (C), 73-78 Downloads
    See also Working Paper Multivariate risk sharing and the derivation of individually rational Pareto optima, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2015) (2015)

2014

  1. Ignorance and competence in choices under uncertainty
    Journal of Mathematical Economics, 2014, 54, (C), 143-150 Downloads View citations (8)
    See also Working Paper Ignorance and competence in choices under uncertainty, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2014) View citations (2) (2014)

2013

  1. G-continuity, impatience and myopia for Choquet multi-period utilities
    Journal of Mathematical Economics, 2013, 49, (1), 97-105 Downloads View citations (7)
    See also Working Paper G-continuity, impatience and myopia for Choquet multi-period utilities, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2013) View citations (3) (2013)

2012

  1. Pricing rules and Arrow–Debreu ambiguous valuation
    Economic Theory, 2012, 49, (1), 1-35 Downloads View citations (18)
    See also Working Paper Pricing rules and Arrow-Debreu ambiguous valuation, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2012) View citations (11) (2012)

2011

  1. Ambiguity aversion and trade
    Economic Theory, 2011, 48, (2), 243-273 Downloads View citations (43)
    See also Working Paper Ambiguity Aversion and Trade, Discussion Papers (2011) Downloads View citations (43) (2011)
  2. Partial probabilistic information
    Journal of Mathematical Economics, 2011, 47, (1), 22-28 Downloads
    See also Working Paper Partial probabilistic information, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2011) (2011)
  3. Regular updating
    Theory and Decision, 2011, 71, (1), 111-128 Downloads View citations (4)
    See also Working Paper Regular updating, PSE-Ecole d'économie de Paris (Postprint) (2011) Downloads (2011)
  4. Tribute to Jean-Yves Jaffray
    Theory and Decision, 2011, 71, (1), 1-10 Downloads

2010

  1. The no-trade interval of Dow and Werlang: Some clarifications
    Mathematical Social Sciences, 2010, 59, (1), 1-14 Downloads View citations (5)
    See also Working Paper The no-trade interval of Dow and Werlang: Some clarifications, Post-Print (2010) View citations (5) (2010)

2009

  1. Ambiguity through confidence functions
    Journal of Mathematical Economics, 2009, 45, (9-10), 535-558 Downloads View citations (97)
    See also Working Paper Ambiguity through confidence functions, Post-Print (2009) View citations (81) (2009)

2008

  1. Exact capacities and star-shaped distorted probabilities
    Mathematical Social Sciences, 2008, 56, (2), 185-194 Downloads View citations (6)
    See also Working Paper Exact Capacities and Star-Shaped Distorted Probabilities, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) View citations (4) (2008)
  2. Modeling attitudes toward uncertainty through the use of the Sugeno integral
    Journal of Mathematical Economics, 2008, 44, (11), 1084-1099 Downloads View citations (9)
    See also Working Paper Modeling attitudes toward uncertainty through the use of the Sugeno integral, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) Downloads View citations (6) (2008)
  3. Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses
    Ecological Economics, 2008, 67, (3), 485-491 Downloads View citations (13)
    See also Working Paper Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses, Post-Print (2008) View citations (2) (2008)

2007

  1. Choice under uncertainty with the best and worst in mind: Neo-additive capacities
    Journal of Economic Theory, 2007, 137, (1), 538-567 Downloads View citations (283)
    See also Working Paper Choice under uncertainty with the best and worst in mind: neo-additive capacities, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2007) View citations (301) (2007)
  2. From sure to strong diversification
    Economic Theory, 2007, 32, (3), 511-522 Downloads View citations (22)
    See also Working Paper From sure to strong diversification, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2007) View citations (20) (2007)

2005

  1. Choices Under Ambiguity With Familiar And Unfamiliar Outcomes
    Theory and Decision, 2005, 58, (2), 195-207 Downloads View citations (8)
    See also Working Paper Choices under ambiguity with familiar and unfamilar outcomes, Post-Print (2005) View citations (1) (2005)
  2. Lorenz non-consistent welfare and inequality measurement
    The Journal of Economic Inequality, 2005, 2, (2), 61-87 Downloads
    Also in The Journal of Economic Inequality, 2004, 2, (2), 61-87 (2004) Downloads View citations (13)

    See also Working Paper Lorenz Non-Consistent Welfare and Inequality Measurement, IDEP Working Papers (2004) Downloads View citations (13) (2004)
  3. Monotone continuous multiple priors
    Economic Theory, 2005, 26, (4), 973-982 Downloads View citations (47)
    See also Working Paper Monotone continuous multiple priors, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2005) Downloads View citations (41) (2005)
  4. More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
    Economic Theory, 2005, 25, (3), 649-667 Downloads View citations (51)
    See also Working Paper More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2005) Downloads View citations (57) (2005)

2004

  1. A Yosida-Hewitt decomposition for totally monotone games
    Mathematical Social Sciences, 2004, 48, (1), 1-9 Downloads View citations (6)
  2. Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
    Journal of Mathematical Economics, 2004, 40, (5), 547-571 Downloads View citations (76)
    See also Working Paper Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model, Post-Print (2004) Downloads View citations (72) (2004)
  3. Some characterizations of non-additive multi-period models
    Mathematical Social Sciences, 2004, 48, (3), 235-250 Downloads View citations (14)

2003

  1. A simple axiomatization and constructive representation proof for choquet expected utility
    Economic Theory, 2003, 22, (4), 907-915 Downloads View citations (2)
    See also Working Paper A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility, Sonderforschungsbereich 504 Publications (2003) Downloads View citations (2) (2003)

2002

  1. Characterization of symmetrical monotone risk aversion in the RDEU model
    Mathematical Social Sciences, 2002, 44, (1), 1-15 Downloads View citations (5)
    See also Working Paper A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model, Papiers d'Economie Mathématique et Applications (1999) View citations (1) (1999)
  2. General introduction to this special issue on Choquet integral and applications
    Statistical Papers, 2002, 43, (1), 1-3 Downloads
  3. Positivity of bid-ask spreads and symmetrical monotone risk aversion *
    Theory and Decision, 2002, 52, (2), 149-170 Downloads View citations (9)
  4. Sharing beliefs and the absence of betting in the Choquet expected utility model
    Statistical Papers, 2002, 43, (1), 127-136 Downloads View citations (8)
    See also Working Paper Sharing beliefs and the absence of betting in the Choquet expected utility model, Post-Print (2002) View citations (6) (2002)
  5. The Principle of Strong Diminishing Transfer
    Journal of Economic Theory, 2002, 103, (2), 311-333 Downloads View citations (26)
    See also Working Paper The Principle of Strong Diminishing Transfer, Post-Print (2002) Downloads View citations (22) (2002)

2001

  1. Conditioning Capacities and Choquet Integrals: The Role of Comonotony
    Theory and Decision, 2001, 51, (2), 367-386 Downloads View citations (29)
  2. Diversification, convex preferences and non-empty core in the Choquet expected utility model
    Economic Theory, 2002, 19, (3), 509-523 Downloads View citations (10)
    See also Working Paper Diversification, convex preferences and non-empty core in the Choquet expected utility model, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2002) Downloads View citations (51) (2002)

2000

  1. Optimal risk-sharing rules and equilibria with Choquet-expected-utility
    Journal of Mathematical Economics, 2000, 34, (2), 191-214 Downloads View citations (105)
    See also Working Paper Optimal risk-sharing rules and equilibria with Choquet-expected-utility, Post-Print (2000) Downloads View citations (96) (2000)
    Working Paper Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility, Papiers d'Economie Mathématique et Applications (1997) View citations (10) (1997)
  2. Sharing Beliefs: Between Agreeing and Disagreeing
    Econometrica, 2000, 68, (3), 685-694 View citations (101)
    See also Working Paper Sharing Beliefs: between Agreeing and Disagreeing, Post-Print (2000) View citations (89) (2000)

1999

  1. An Axiomatization of Cumulative Prospect Theory for Decision under Risk
    Journal of Risk and Uncertainty, 1999, 18, (2), 137-45 Downloads View citations (63)
    See also Working Paper An Axiomatization of Cumulative Prospect Theory for Decision Under Risk, Papiers d'Economie Mathématique et Applications (1998) (1998)
  2. Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
    Journal of Mathematical Economics, 1999, 32, (1), 21-45 Downloads View citations (43)

1996

  1. CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1
    Mathematical Finance, 1996, 6, (3), 323-330 Downloads View citations (55)
  2. Decomposable capacities, distorted probabilities and concave capacities
    Mathematical Social Sciences, 1996, 31, (1), 19-37 Downloads View citations (1)

1994

  1. Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model
    Journal of Risk and Uncertainty, 1994, 9, (1), 77-91 View citations (95)

1993

  1. From local to global additive representation
    Journal of Mathematical Economics, 1993, 22, (6), 523-545 Downloads View citations (32)

1991

  1. On the use of capacities in modeling uncertainty aversion and risk aversion
    Journal of Mathematical Economics, 1991, 20, (4), 343-369 Downloads View citations (92)

1989

  1. Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion
    Mathematical Social Sciences, 1989, 17, (3), 263-283 Downloads View citations (146)
    See also Working Paper Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) (2008)

1987

  1. Continuous representation of a preference relation on a connected topological space
    Journal of Mathematical Economics, 1987, 16, (2), 139-146 Downloads View citations (35)

1985

  1. On the existence of a probability measure compatible with a total preorder on a Boolean algebra
    Journal of Mathematical Economics, 1985, 14, (1), 43-52 Downloads View citations (17)

Chapters

Undated

  1. Infinite Supermodularity and Preferences
    IntechOpen Downloads
    See also Working Paper Infinite supermodularity and preferences, HAL (2016) (2016)
    Journal Article Infinite supermodularity and preferences, Springer (2017) Downloads View citations (1) (2017)
 
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