| Publication | Date of Publication | Type |
|---|
| Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules | 2024-11-20 | Paper |
| Gain-loss hedging and cumulative prospect theory | 2024-11-12 | Paper |
| Robust \(\alpha \)-maxmin representations | 2024-10-08 | Paper |
| Alpha-maxmin as an aggregation of two selves | 2024-09-02 | Paper |
| 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 |
| Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model | 2005-02-22 | Paper |
| Some characterizations of non-additive multi-period models | 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 |
| Symmetrical monotone risk aversion and positive bid-ask spreads | 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 |
