| Publication | Date of Publication | Type |
|---|
Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules
Mathematical Finance | 2024-11-20 | Paper |
Gain-loss hedging and cumulative prospect theory
Mathematical Social Sciences | 2024-11-12 | Paper |
Robust \(\alpha \)-maxmin representations
Journal of Mathematical Economics | 2024-10-08 | Paper |
Alpha-maxmin as an aggregation of two selves
Journal of Mathematical Economics | 2024-09-02 | Paper |
A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS
International Journal of Theoretical and Applied Finance | 2024-02-20 | Paper |
Social tension order: a new approach to inequality reduction
Journal of Mathematical Economics | 2023-09-19 | Paper |
The risk-neutral non-additive probability with market frictions
Economic Theory Bulletin | 2022-07-27 | Paper |
Submodular financial markets with frictions
Economic Theory | 2022-05-31 | Paper |
Optimality of deductible: a characterization, with application to Yaari's dual theory
Theory and Decision | 2022-04-13 | Paper |
Correction to: ``Optimality of deductible: a characterization, with application to Yaari's dual theory
Theory and Decision | 2022-04-13 | Paper |
Multidimensional inequalities and generalized quantile functions
Economic Theory | 2021-12-13 | Paper |
Propensity for hedging and ambiguity aversion
Journal of Mathematical Economics | 2021-12-09 | Paper |
Multidimensional inequality and inframodular order
Journal of Mathematical Economics | 2020-09-17 | Paper |
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point
International Journal of Approximate Reasoning | 2020-06-24 | Paper |
Updating pricing rules
Economic Theory | 2019-08-30 | Paper |
General equilibrium with uncertainty loving preferences
Econometrica | 2019-01-09 | Paper |
Choquet representability of submodular functions
Mathematical Programming. Series A. Series B | 2018-04-06 | Paper |
Multidimensional Pigou-Dalton transfers and social evaluation functions
Theory and Decision | 2018-02-16 | Paper |
Financial market structures revealed by pricing rules: efficient complete markets are prevalent
Journal of Economic Theory | 2018-01-11 | Paper |
Infinite supermodularity and preferences
Economic Theory | 2017-03-02 | Paper |
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
Economic Theory | 2017-03-02 | Paper |
About delay aversion
Journal of Mathematical Economics | 2016-04-15 | Paper |
On the precautionary motive for savings and prudence in the rank-dependent utility framework
Economic Theory | 2016-02-08 | Paper |
Increases in risk and demand for a risky asset
Mathematical Social Sciences | 2015-08-24 | Paper |
Multivariate risk sharing and the derivation of individually rational Pareto optima
Mathematical Social Sciences | 2015-05-15 | Paper |
Ignorance and competence in choices under uncertainty
Journal of Mathematical Economics | 2014-10-22 | Paper |
\(\mathcal G\)-continuity, impatience and myopia for Choquet multi-period utilities
Journal of Mathematical Economics | 2013-03-06 | Paper |
On the confidence preferences model
Fuzzy Sets and Systems | 2012-05-18 | Paper |
Pricing rules and Arrow-Debreu ambiguous valuation
Economic Theory | 2012-02-14 | Paper |
Regular updating
Theory and Decision | 2011-11-25 | Paper |
Tribute to Jean-Yves Jaffray
Theory and Decision | 2011-11-25 | Paper |
Extreme events and entropy: a multiple quantile utility model
International Journal of Approximate Reasoning | 2011-11-22 | Paper |
Ambiguity aversion and trade
Economic Theory | 2011-10-25 | Paper |
Partial probabilistic information
Journal of Mathematical Economics | 2011-05-10 | Paper |
The no-trade interval of Dow and Werlang: some clarifications
Mathematical Social Sciences | 2010-03-18 | Paper |
Some Fubini theorems on product \(\sigma \)-algebras for non-additive measures
International Journal of Approximate Reasoning | 2010-03-18 | Paper |
Ambiguity through confidence functions
Journal of Mathematical Economics | 2009-11-23 | Paper |
Exact capacities and star-shaped distorted probabilities
Mathematical Social Sciences | 2008-09-10 | Paper |
Choice under uncertainty with the best and worst in mind: Neo-additive capacities
Journal of Economic Theory | 2008-02-11 | Paper |
From sure to strong diversification
Economic Theory | 2007-09-06 | Paper |
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
Economic Theory | 2006-09-21 | Paper |
Choices under ambiguity with familiar and unfamiliar outcomes
Theory and Decision | 2006-02-20 | Paper |
Monotone continuous multiple priors
Economic Theory | 2005-11-10 | Paper |
A Sugeno integral representation under Stone condition
Fuzzy Sets and Systems | 2005-04-07 | Paper |
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
Journal of Mathematical Economics | 2005-02-22 | Paper |
Some characterizations of non-additive multi-period models
Mathematical Social Sciences | 2005-02-22 | Paper |
A Yosida-Hewitt decomposition for totally monotone games.
Mathematical Social Sciences | 2004-11-26 | Paper |
A simple axiomatization and constructive representation proof for Choquet expected utility
Economic Theory | 2003-12-16 | Paper |
Sharing beliefs and the absence of betting in the Choquet expected utility model
Statistical Papers | 2003-08-31 | Paper |
Characterization of symmetrical monotone risk aversion in the RDEU model.
Mathematical Social Sciences | 2003-04-02 | Paper |
Positivity of bid-ask spreads and symmetrical monotone risk aversion
Theory and Decision | 2003-03-12 | Paper |
Diversification, convex preferences and non-empty core in the Choquet expected utility model.
Economic Theory | 2002-12-08 | Paper |
Conditioning capacities and Choquet integrals: the role of comonotony
Theory and Decision | 2002-08-21 | Paper |
Ambiguity reduction through new statistical data
International Journal of Approximate Reasoning | 2002-07-23 | Paper |
The principle of strong diminishing transfer
Journal of Economic Theory | 2002-06-26 | Paper |
Sharing Beliefs: Between Agreeing and Disagreeing
Econometrica | 2002-05-28 | Paper |
Bargaining over an uncertain outcome: The role of beliefs.
Decisions in Economics and Finance | 2002-01-01 | Paper |
| Symmetrical monotone risk aversion and positive bid-ask spreads | 2001-09-09 | Paper |
Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
Journal of Mathematical Economics | 2000-11-20 | Paper |
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
Journal of Mathematical Economics | 2000-11-14 | Paper |
An axiomatization of cumulative prospect theory for decision under risk
Journal of Risk and Uncertainty | 2000-01-31 | Paper |
| scientific article; zbMATH DE number 1507345 (Why is no real title available?) | 2000-01-01 | Paper |
Decomposable capacities, distorted probabilities and concave capacities
Mathematical Social Sciences | 1999-09-17 | Paper |
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
Mathematical Finance | 1999-02-23 | Paper |
| scientific article; zbMATH DE number 1163775 (Why is no real title available?) | 1998-08-04 | Paper |
| scientific article; zbMATH DE number 952997 (Why is no real title available?) | 1997-07-20 | Paper |
| scientific article; zbMATH DE number 956586 (Why is no real title available?) | 1997-05-11 | Paper |
Modeling attitudes towards uncertainty and risk through the use of Choquet integral
Annals of Operations Research | 1995-10-25 | Paper |
Risk seeking with diminishing marginal utility in a non-expected utility model
Journal of Risk and Uncertainty | 1994-10-13 | Paper |
From local to global additive representation
Journal of Mathematical Economics | 1994-04-12 | Paper |
| scientific article; zbMATH DE number 124473 (Why is no real title available?) | 1993-02-21 | Paper |
On the use of capacities in modeling uncertainty aversion and risk aversion
Journal of Mathematical Economics | 1992-06-25 | Paper |
Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
Mathematical Social Sciences | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4087374 (Why is no real title available?) | 1988-01-01 | Paper |
Continuous representation of a preference relation on a connected topological space
Journal of Mathematical Economics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4044932 (Why is no real title available?) | 1987-01-01 | Paper |
On the existence of a probability measure compatible with a total preorder on a Boolean algebra
Journal of Mathematical Economics | 1985-01-01 | Paper |
Archimedean qualitative probabilities
Journal of Mathematical Psychology | 1984-01-01 | Paper |
