Alain Chateauneuf

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Person:268618

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zbMath Open chateauneuf.alainMaRDI QIDQ268618

List of research outcomes

PublicationDate of PublicationType
A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS2024-02-20Paper
Social tension order: a new approach to inequality reduction2023-09-19Paper
The risk-neutral non-additive probability with market frictions2022-07-27Paper
Submodular financial markets with frictions2022-05-31Paper
Optimality of deductible: a characterization, with application to Yaari's dual theory2022-04-13Paper
Correction to: ``Optimality of deductible: a characterization, with application to Yaari's dual theory2022-04-13Paper
Multidimensional inequalities and generalized quantile functions2021-12-13Paper
Propensity for hedging and ambiguity aversion2021-12-09Paper
Multidimensional inequality and inframodular order2020-09-17Paper
Aggregation of experts' opinions and conditional consensus opinion by the Steiner point2020-06-24Paper
Updating pricing rules2019-08-30Paper
General Equilibrium With Uncertainty Loving Preferences2019-01-09Paper
Choquet representability of submodular functions2018-04-06Paper
Multidimensional Pigou-Dalton transfers and social evaluation functions2018-02-16Paper
Financial market structures revealed by pricing rules: efficient complete markets are prevalent2018-01-11Paper
Infinite supermodularity and preferences2017-03-02Paper
Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents2017-03-02Paper
About delay aversion2016-04-15Paper
On the precautionary motive for savings and prudence in the rank-dependent utility framework2016-02-08Paper
Increases in risk and demand for a risky asset2015-08-24Paper
Multivariate risk sharing and the derivation of individually rational Pareto optima2015-05-15Paper
Ignorance and competence in choices under uncertainty2014-10-22Paper
\(\mathcal G\)-continuity, impatience and myopia for Choquet multi-period utilities2013-03-06Paper
On the confidence preferences model2012-05-18Paper
Pricing rules and Arrow-Debreu ambiguous valuation2012-02-14Paper
Regular updating2011-11-25Paper
Tribute to Jean-Yves Jaffray2011-11-25Paper
Extreme events and entropy: a multiple quantile utility model2011-11-22Paper
Ambiguity aversion and trade2011-10-25Paper
Partial probabilistic information2011-05-10Paper
The no-trade interval of Dow and Werlang: some clarifications2010-03-18Paper
Some Fubini theorems on product \(\sigma \)-algebras for non-additive measures2010-03-18Paper
Ambiguity through confidence functions2009-11-23Paper
Exact capacities and star-shaped distorted probabilities2008-09-10Paper
Choice under uncertainty with the best and worst in mind: Neo-additive capacities2008-02-11Paper
From sure to strong diversification2007-09-06Paper
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model2006-09-21Paper
Choices under ambiguity with familiar and unfamiliar outcomes2006-02-20Paper
Monotone continuous multiple priors2005-11-10Paper
A Sugeno integral representation under Stone condition2005-04-07Paper
Some characterizations of non-additive multi-period models2005-02-22Paper
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model2005-02-22Paper
A Yosida-Hewitt decomposition for totally monotone games.2004-11-26Paper
A simple axiomatization and constructive representation proof for Choquet expected utility2003-12-16Paper
Sharing beliefs and the absence of betting in the Choquet expected utility model2003-08-31Paper
Characterization of symmetrical monotone risk aversion in the RDEU model.2003-04-02Paper
Positivity of bid-ask spreads and symmetrical monotone risk aversion2003-03-12Paper
Diversification, convex preferences and non-empty core in the Choquet expected utility model.2002-12-08Paper
Conditioning capacities and Choquet integrals: the role of comonotony2002-08-21Paper
Ambiguity reduction through new statistical data2002-07-23Paper
The principle of strong diminishing transfer2002-06-26Paper
Sharing Beliefs: Between Agreeing and Disagreeing2002-05-28Paper
Bargaining over an uncertain outcome: The role of beliefs.2002-01-01Paper
https://portal.mardi4nfdi.de/entity/Q27393752001-09-09Paper
Optimal risk-sharing rules and equilibria with Choquet-expected-utility.2000-11-20Paper
Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences2000-11-14Paper
An axiomatization of cumulative prospect theory for decision under risk2000-01-31Paper
https://portal.mardi4nfdi.de/entity/Q45040722000-01-01Paper
Decomposable capacities, distorted probabilities and concave capacities1999-09-17Paper
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1999-02-23Paper
https://portal.mardi4nfdi.de/entity/Q43953831998-08-04Paper
https://portal.mardi4nfdi.de/entity/Q47179171997-07-20Paper
https://portal.mardi4nfdi.de/entity/Q56869761997-05-11Paper
Modeling attitudes towards uncertainty and risk through the use of Choquet integral1995-10-25Paper
Risk seeking with diminishing marginal utility in a non-expected utility model1994-10-13Paper
From local to global additive representation1994-04-12Paper
https://portal.mardi4nfdi.de/entity/Q40261001993-02-21Paper
On the use of capacities in modeling uncertainty aversion and risk aversion1992-06-25Paper
Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38158151988-01-01Paper
Continuous representation of a preference relation on a connected topological space1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37825861987-01-01Paper
On the existence of a probability measure compatible with a total preorder on a Boolean algebra1985-01-01Paper
Archimedean qualitative probabilities1984-01-01Paper

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