Diversification, convex preferences and non-empty core in the Choquet expected utility model.
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Publication:699019
DOI10.1007/S001990000152zbMATH Open1037.91029OpenAlexW2011195793MaRDI QIDQ699019FDOQ699019
Alain Chateauneuf, Jean-Marc Tallon
Publication date: 8 December 2002
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00174770/file/tallon.pdf
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- Concave/convex weighting and utility functions for risk: a new light on classical theorems
- Asymptotic normality of nonparametric estimate for zero-utility premiums
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- Preferences in Abstract Convex Structures
- A lot of ambiguity
- Ambiguity and the Bayesian Paradigm
- Choquet integral optimisation with constraints and the buoyancy property for fuzzy measures
- Mean-dispersion preferences and constant absolute uncertainty aversion
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- The no-trade interval of Dow and Werlang: some clarifications
- Exact capacities and star-shaped distorted probabilities
- Eliciting the core of a supermodular capacity
- Diversification preferences in the theory of choice
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