The following pages link to Alain Chateauneuf (Q268618):
Displaying 50 items.
- About delay aversion (Q268619) (← links)
- On the confidence preferences model (Q423148) (← links)
- Ignorance and competence in choices under uncertainty (Q462871) (← links)
- (Q491300) (redirect page) (← links)
- Increases in risk and demand for a risky asset (Q491302) (← links)
- Infinite supermodularity and preferences (Q514485) (← links)
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents (Q514488) (← links)
- Partial probabilistic information (Q533904) (← links)
- Ambiguity aversion and trade (Q641835) (← links)
- Extreme events and entropy: a multiple quantile utility model (Q648372) (← links)
- Regular updating (Q649976) (← links)
- Tribute to Jean-Yves Jaffray (Q649981) (← links)
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Diversification, convex preferences and non-empty core in the Choquet expected utility model. (Q699019) (← links)
- Archimedean qualitative probabilities (Q762821) (← links)
- Choices under ambiguity with familiar and unfamiliar outcomes (Q816095) (← links)
- Exact capacities and star-shaped distorted probabilities (Q943581) (← links)
- Ambiguity through confidence functions (Q1039723) (← links)
- On the existence of a probability measure compatible with a total preorder on a Boolean algebra (Q1064265) (← links)
- Continuous representation of a preference relation on a connected topological space (Q1101324) (← links)
- Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion (Q1119138) (← links)
- On the use of capacities in modeling uncertainty aversion and risk aversion (Q1177003) (← links)
- Decomposable capacities, distorted probabilities and concave capacities (Q1278550) (← links)
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences (Q1304441) (← links)
- From local to global additive representation (Q1319013) (← links)
- Risk seeking with diminishing marginal utility in a non-expected utility model (Q1332571) (← links)
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral (Q1339163) (← links)
- Sharing beliefs and the absence of betting in the Choquet expected utility model (Q1402924) (← links)
- A simple axiomatization and constructive representation proof for Choquet expected utility (Q1416760) (← links)
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387) (← links)
- The principle of strong diminishing transfer (Q1601450) (← links)
- Ambiguity reduction through new statistical data (Q1605692) (← links)
- Conditioning capacities and Choquet integrals: the role of comonotony (Q1611610) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Multidimensional Pigou-Dalton transfers and social evaluation functions (Q1698986) (← links)
- Some characterizations of non-additive multi-period models (Q1763187) (← links)
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
- A Sugeno integral representation under Stone condition (Q1770783) (← links)
- Bargaining over an uncertain outcome: The role of beliefs. (Q1862734) (← links)
- Positivity of bid-ask spreads and symmetrical monotone risk aversion (Q1863925) (← links)
- Characterization of symmetrical monotone risk aversion in the RDEU model. (Q1867827) (← links)
- A Yosida-Hewitt decomposition for totally monotone games. (Q1887434) (← links)
- \(\mathcal G\)-continuity, impatience and myopia for Choquet multi-period utilities (Q1940396) (← links)
- An axiomatization of cumulative prospect theory for decision under risk (Q1962683) (← links)
- Propensity for hedging and ambiguity aversion (Q2057264) (← links)
- Multidimensional inequalities and generalized quantile functions (Q2061112) (← links)
- Optimality of deductible: a characterization, with application to Yaari's dual theory (Q2125247) (← links)
- Correction to: ``Optimality of deductible: a characterization, with application to Yaari's dual theory'' (Q2125248) (← links)
- Submodular financial markets with frictions (Q2143910) (← links)
- The risk-neutral non-additive probability with market frictions (Q2157279) (← links)
