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Details about André Lapied

E-mail:
Homepage:http://greqam.univ-mrs.fr/academic_fr.php?ID=38
Workplace:Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), École d'Économie d'Aix-Marseille (Aix-Marseille School of Economics (AMSE)), Aix-Marseille Université (Aix-Marseille University), (more information at EDIRC)

Access statistics for papers by André Lapied.

Last updated 2018-01-04. Update your information in the RePEc Author Service.

Short-id: pla393


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Working Papers

2017

  1. Modelling under ambiguity with two correlated Choquet-Brownian motions
    Post-Print, HAL
    See also Journal Article in Economics Bulletin (2017)
  2. Modèles de décision intertemporels et temps subjectivement perçu
    Post-Print, HAL

2014

  1. Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management
    Post-Print, HAL Downloads View citations (4)
    See also Journal Article in Economic Modelling (2014)
  2. Le cycle de la conjoncture chez Schumpeter: éternel retour du même?
    Post-Print, HAL
  3. Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet'Brownian motions
    Post-Print, HAL View citations (7)
    See also Journal Article in Economic Modelling (2014)

2013

  1. A note on “Re-examining the law of iterated expectations for Choquet decision makers”
    Post-Print, HAL View citations (1)
    Also in Working Papers, HAL (2011) Downloads
    TEPP Working Paper, TEPP (2012) Downloads

    See also Journal Article in Theory and Decision (2013)
  2. Ambiguity as a Source of Temptation: Modeling Unstable Beliefs
    AMSE Working Papers, Aix-Marseille School of Economics, France Downloads
    Also in Working Papers, HAL (2013) Downloads
  3. L'entrepreneur schumpétérien est-il surhumain ?
    Post-Print, HAL
  4. Sélection naturelle ou volonté de puissance: comment interpréter le processus de destruction créatrice ?
    Post-Print, HAL
    Also in Working Papers, HAL (2011) Downloads

2012

  1. A subjective Discounted Utility Model
    Post-Print, HAL
    See also Journal Article in Economics Bulletin (2012)
  2. An Investigation of Time Consistency for Subjective Discontinued Utility
    AMSE Working Papers, Aix-Marseille School of Economics, France Downloads View citations (2)
    Also in Working Papers, HAL (2012) Downloads View citations (2)
  3. Dynamically consistent CEU preferences
    TEPP Working Paper, TEPP Downloads
    Also in Working Papers, HAL (2011) Downloads

2010

  1. Dynamically consistent Choquet random walk and real investments
    Working Papers, LAMETA, Universtiy of Montpellier Downloads View citations (5)
    Also in Working Papers, HAL (2010) Downloads View citations (3)
  2. Employee ownership as a signal of management quality
    Working Papers, HAL Downloads
  3. Real Options under Choquet-Brownian Ambiguity
    Working Papers, HAL Downloads View citations (7)
    Also in Working Papers, LAMETA, Universtiy of Montpellier (2010) Downloads View citations (2)

2009

  1. Attitude toward information and learning under multiple priors
    Working Papers, HAL Downloads
  2. Consistent dynamic choice and non-expected utility preferences
    Working Papers, HAL Downloads View citations (2)
    Also in Working Papers, HAL (2007) Downloads View citations (2)
  3. Is employee ownership so senseless ?
    Post-Print, HAL Downloads View citations (3)
    See also Journal Article in Finance (2009)
  4. Updating Choquet valuation and discounting information arrivals
    Working Papers, HAL Downloads
    Also in Working Papers, LAMETA, Universtiy of Montpellier (2005) Downloads View citations (1)

2008

  1. Updating Choquet Integrals, Consequentialism and Dynamic Consistency
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (5)
  2. Valuing future cash flows with non separable discount factors and non additive subjective measures: Conditional Choquet Capacities on Time and on Uncertainty
    Working Papers, LAMETA, Universtiy of Montpellier Downloads
    See also Journal Article in Theory and Decision (2010)

2007

  1. Dynamically Consistent Conditional Choquet Capacities
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (1)

1999

  1. Precautionary Savings in Incomplete Financial Markets
    G.R.E.Q.A.M., Universite Aix-Marseille III

1997

  1. A Decision Theoretic Approach to Bid-Ask Spreads
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (4)

1996

  1. Non-Linear Asset Valuation on Markets with Frictions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)

1995

  1. Discrete Time Option Pricing with Bid-Ask Spreads
    G.R.E.Q.A.M., Universite Aix-Marseille III

1992

  1. Choquet Pricing for Financial Markets with Frictions
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (9)

1990

  1. EVALUATION DES TITRES HYPOTHECAIRES
    G.R.E.Q.A.M., Universite Aix-Marseille III

Journal Articles

2017

  1. Modelling under ambiguity with two correlated Choquet-Brownian motions
    Economics Bulletin, 2017, 37, (2), 1012-1020 Downloads
    See also Working Paper (2017)

2014

  1. Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management
    Economic Modelling, 2014, 40, (C), 423-434 Downloads View citations (9)
    See also Working Paper (2014)
  2. Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions
    Economic Modelling, 2014, 38, (C), 495-503 Downloads View citations (10)
    See also Working Paper (2014)

2013

  1. A note on “Re-examining the law of iterated expectations for Choquet decision makers”
    Theory and Decision, 2013, 74, (3), 439-445 Downloads View citations (4)
    See also Working Paper (2013)
  2. Is the Schumpeterian entrepreneur superhuman?
    Cahiers d’économie politique / Papers in Political Economy, 2013, (65), 183-202 Downloads

2012

  1. A subjective discounted utility model
    Economics Bulletin, 2012, 32, (2), 1171-1179 Downloads View citations (4)
    See also Working Paper (2012)
  2. Dynamically consistent CEU preferences on f-convex events
    Mathematical Social Sciences, 2012, 63, (3), 252-256 Downloads View citations (1)
  3. Updating Choquet capacities: a general framework
    Economics Bulletin, 2012, 32, (2), 1495-1503 Downloads View citations (3)

2010

  1. Atemporal non-expected utility preferences, dynamic consistency and consequentialism
    Economics Bulletin, 2010, 30, (2), 1661-1669 Downloads View citations (6)
  2. Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty
    Theory and Decision, 2010, 69, (1), 27-53 Downloads View citations (6)
    See also Working Paper (2008)

2009

  1. Is employee ownership so senseless
    Finance, 2009, 30, (2), 5-29 Downloads View citations (1)
    See also Working Paper (2009)

2004

  1. Construction d'un portefeuille sous-jacent virtuel
    Revue économique, 2004, 55, (3), 407-418 Downloads View citations (1)

2003

  1. Choquet pricing and equilibrium
    Insurance: Mathematics and Economics, 2003, 32, (3), 359-370 Downloads View citations (14)
  2. Comonotonic book making and attitudes to uncertainty
    Mathematical Social Sciences, 2003, 46, (1), 1-7 Downloads View citations (5)

2001

  1. Conditioning Capacities and Choquet Integrals: The Role of Comonotony
    Theory and Decision, 2001, 51, (2), 367-386 Downloads View citations (23)
  2. Évaluation de risques controversés par la théorie des options réelles
    Économie et Prévision, 2001, 149, (3), 51-63 Downloads View citations (1)
    Also in Economie & Prévision, 2001, 149, (3), 51-63 (2001) Downloads

1996

  1. CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1
    Mathematical Finance, 1996, 6, (3), 323-330 Downloads View citations (41)
 
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