Publication | Date of Publication | Type |
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A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS | 2024-02-20 | Paper |
Social tension order: a new approach to inequality reduction | 2023-09-19 | Paper |
The risk-neutral non-additive probability with market frictions | 2022-07-27 | Paper |
Submodular financial markets with frictions | 2022-05-31 | Paper |
Optimality of deductible: a characterization, with application to Yaari's dual theory | 2022-04-13 | Paper |
Correction to: ``Optimality of deductible: a characterization, with application to Yaari's dual theory | 2022-04-13 | Paper |
Multidimensional inequalities and generalized quantile functions | 2021-12-13 | Paper |
Propensity for hedging and ambiguity aversion | 2021-12-09 | Paper |
Multidimensional inequality and inframodular order | 2020-09-17 | Paper |
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point | 2020-06-24 | Paper |
Updating pricing rules | 2019-08-30 | Paper |
General Equilibrium With Uncertainty Loving Preferences | 2019-01-09 | Paper |
Choquet representability of submodular functions | 2018-04-06 | Paper |
Multidimensional Pigou-Dalton transfers and social evaluation functions | 2018-02-16 | Paper |
Financial market structures revealed by pricing rules: efficient complete markets are prevalent | 2018-01-11 | Paper |
Infinite supermodularity and preferences | 2017-03-02 | Paper |
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents | 2017-03-02 | Paper |
About delay aversion | 2016-04-15 | Paper |
On the precautionary motive for savings and prudence in the rank-dependent utility framework | 2016-02-08 | Paper |
Increases in risk and demand for a risky asset | 2015-08-24 | Paper |
Multivariate risk sharing and the derivation of individually rational Pareto optima | 2015-05-15 | Paper |
Ignorance and competence in choices under uncertainty | 2014-10-22 | Paper |
\(\mathcal G\)-continuity, impatience and myopia for Choquet multi-period utilities | 2013-03-06 | Paper |
On the confidence preferences model | 2012-05-18 | Paper |
Pricing rules and Arrow-Debreu ambiguous valuation | 2012-02-14 | Paper |
Regular updating | 2011-11-25 | Paper |
Tribute to Jean-Yves Jaffray | 2011-11-25 | Paper |
Extreme events and entropy: a multiple quantile utility model | 2011-11-22 | Paper |
Ambiguity aversion and trade | 2011-10-25 | Paper |
Partial probabilistic information | 2011-05-10 | Paper |
The no-trade interval of Dow and Werlang: some clarifications | 2010-03-18 | Paper |
Some Fubini theorems on product \(\sigma \)-algebras for non-additive measures | 2010-03-18 | Paper |
Ambiguity through confidence functions | 2009-11-23 | Paper |
Exact capacities and star-shaped distorted probabilities | 2008-09-10 | Paper |
Choice under uncertainty with the best and worst in mind: Neo-additive capacities | 2008-02-11 | Paper |
From sure to strong diversification | 2007-09-06 | Paper |
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model | 2006-09-21 | Paper |
Choices under ambiguity with familiar and unfamiliar outcomes | 2006-02-20 | Paper |
Monotone continuous multiple priors | 2005-11-10 | Paper |
A Sugeno integral representation under Stone condition | 2005-04-07 | Paper |
Some characterizations of non-additive multi-period models | 2005-02-22 | Paper |
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model | 2005-02-22 | Paper |
A Yosida-Hewitt decomposition for totally monotone games. | 2004-11-26 | Paper |
A simple axiomatization and constructive representation proof for Choquet expected utility | 2003-12-16 | Paper |
Sharing beliefs and the absence of betting in the Choquet expected utility model | 2003-08-31 | Paper |
Characterization of symmetrical monotone risk aversion in the RDEU model. | 2003-04-02 | Paper |
Positivity of bid-ask spreads and symmetrical monotone risk aversion | 2003-03-12 | Paper |
Diversification, convex preferences and non-empty core in the Choquet expected utility model. | 2002-12-08 | Paper |
Conditioning capacities and Choquet integrals: the role of comonotony | 2002-08-21 | Paper |
Ambiguity reduction through new statistical data | 2002-07-23 | Paper |
The principle of strong diminishing transfer | 2002-06-26 | Paper |
Sharing Beliefs: Between Agreeing and Disagreeing | 2002-05-28 | Paper |
Bargaining over an uncertain outcome: The role of beliefs. | 2002-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2739375 | 2001-09-09 | Paper |
Optimal risk-sharing rules and equilibria with Choquet-expected-utility. | 2000-11-20 | Paper |
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences | 2000-11-14 | Paper |
An axiomatization of cumulative prospect theory for decision under risk | 2000-01-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q4504072 | 2000-01-01 | Paper |
Decomposable capacities, distorted probabilities and concave capacities | 1999-09-17 | Paper |
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS | 1999-02-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4395383 | 1998-08-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4717917 | 1997-07-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q5686976 | 1997-05-11 | Paper |
Modeling attitudes towards uncertainty and risk through the use of Choquet integral | 1995-10-25 | Paper |
Risk seeking with diminishing marginal utility in a non-expected utility model | 1994-10-13 | Paper |
From local to global additive representation | 1994-04-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4026100 | 1993-02-21 | Paper |
On the use of capacities in modeling uncertainty aversion and risk aversion | 1992-06-25 | Paper |
Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3815815 | 1988-01-01 | Paper |
Continuous representation of a preference relation on a connected topological space | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3782586 | 1987-01-01 | Paper |
On the existence of a probability measure compatible with a total preorder on a Boolean algebra | 1985-01-01 | Paper |
Archimedean qualitative probabilities | 1984-01-01 | Paper |