Alain Jacques Chateauneuf
Names
| first: |
Alain |
| middle: |
Jacques |
| last: |
Chateauneuf |
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Contact
Affiliations
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Paris School of Economics (weight: 50%)
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Institut de Préparation à l'Administration et à la Gestion (IPAG) (weight: 50%)
Research profile
author of:
- Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules (RePEc:arx:papers:2203.16292)
by Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet - Gain-Loss Hedging and Cumulative Prospect Theory (RePEc:arx:papers:2304.14843)
by Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet - Choquet Pricing For Financial Markets With Frictions1 (RePEc:bla:mathfi:v:6:y:1996:i:3:p:323-330)
by A. Chateauneuf & R. Kast & A. Lapied - A Simple Characterization of the Hurwicz Criterium under Uncertainty (RePEc:cai:recosp:reco_712_0331)
by Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos - A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility (RePEc:ecl:riceco:2002-09)
by Grant, Simon & Chateauneuf, Alain & Eichberger, Jurgen - Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities (RePEc:ecl:riceco:2002-10)
by Grant, Simon & Chateauneuf, A. & Eichberger, J. - Sharing Beliefs: Between Agreeing and Disagreeing (RePEc:ecm:emetrp:v:68:y:2000:i:3:p:685-694)
by Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon - Diversification, Convex Preferences and Non-Empty Core (RePEc:ecm:wc2000:0751)
by Alain Chateauneuf & Jean-Marc Tallon - Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses (RePEc:eee:ecolec:v:67:y:2008:i:3:p:485-491)
by Basili, Marcello & Chateauneuf, Alain & Fontini, Fulvio - The Principle of Strong Diminishing Transfer (RePEc:eee:jetheo:v:103:y:2002:i:2:p:311-333)
by Chateauneuf, Alain & Gajdos, Thibault & Wilthien, Pierre-Henry - Choice under uncertainty with the best and worst in mind: Neo-additive capacities (RePEc:eee:jetheo:v:137:y:2007:i:1:p:538-567)
by Chateauneuf, Alain & Eichberger, Jurgen & Grant, Simon - Financial market structures revealed by pricing rules: Efficient complete markets are prevalent (RePEc:eee:jetheo:v:173:y:2018:i:c:p:257-288)
by Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno - Social tension order: A new approach to inequality reduction (RePEc:eee:mateco:v:108:y:2023:i:c:s0304406823000794)
by Bich, Philippe & Chateauneuf, Alain & Ventura, Caroline - On the existence of a probability measure compatible with a total preorder on a Boolean algebra (RePEc:eee:mateco:v:14:y:1985:i:1:p:43-52)
by Chateauneuf, Alain - Continuous representation of a preference relation on a connected topological space (RePEc:eee:mateco:v:16:y:1987:i:2:p:139-146)
by Chateauneuf, Alain - On the use of capacities in modeling uncertainty aversion and risk aversion (RePEc:eee:mateco:v:20:y:1991:i:4:p:343-369)
by Chateauneuf, Alain - From local to global additive representation (RePEc:eee:mateco:v:22:y:1993:i:6:p:523-545)
by Chateauneuf, Alain & Wakker, Peter - Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences (RePEc:eee:mateco:v:32:y:1999:i:1:p:21-45)
by Chateauneuf, Alain - Optimal risk-sharing rules and equilibria with Choquet-expected-utility (RePEc:eee:mateco:v:34:y:2000:i:2:p:191-214)
by Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc - Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (RePEc:eee:mateco:v:40:y:2004:i:5:p:547-571)
by Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac - Modeling attitudes toward uncertainty through the use of the Sugeno integral (RePEc:eee:mateco:v:44:y:2008:i:11:p:1084-1099)
by Chateauneuf, A. & Grabisch, M. & Rico, A. - Ambiguity through confidence functions (RePEc:eee:mateco:v:45:y:2009:i:9-10:p:535-558)
by Chateauneuf, Alain & Faro, José Heleno - Partial probabilistic information (RePEc:eee:mateco:v:47:y:2011:i:1:p:22-28)
by Chateauneuf, Alain & Ventura, Caroline - G-continuity, impatience and myopia for Choquet multi-period utilities (RePEc:eee:mateco:v:49:y:2013:i:1:p:97-105)
by Chateauneuf, Alain & Ventura, Caroline - Ignorance and competence in choices under uncertainty (RePEc:eee:mateco:v:54:y:2014:i:c:p:143-150)
by Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno - About delay aversion (RePEc:eee:mateco:v:63:y:2016:i:c:p:62-77)
by Bastianello, Lorenzo & Chateauneuf, Alain - Multidimensional inequality and inframodular order (RePEc:eee:mateco:v:90:y:2020:i:c:p:74-79)
by Aouani, Zaier & Chateauneuf, Alain - Propensity for hedging and ambiguity aversion (RePEc:eee:mateco:v:97:y:2021:i:c:s0304406821001063)
by Aouani, Zaier & Chateauneuf, Alain & Ventura, Caroline - Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion (RePEc:eee:matsoc:v:17:y:1989:i:3:p:263-283)
by Chateauneuf, Alain & Jaffray, Jean-Yves - Decomposable capacities, distorted probabilities and concave capacities (RePEc:eee:matsoc:v:31:y:1996:i:1:p:19-37)
by Chateauneuf, Alain - Characterization of symmetrical monotone risk aversion in the RDEU model (RePEc:eee:matsoc:v:44:y:2002:i:1:p:1-15)
by Abouda, Moez & Chateauneuf, Alain - A Yosida-Hewitt decomposition for totally monotone games (RePEc:eee:matsoc:v:48:y:2004:i:1:p:1-9)
by Chateauneuf, Alain & Rebille, Yann - Some characterizations of non-additive multi-period models (RePEc:eee:matsoc:v:48:y:2004:i:3:p:235-250)
by Chateauneuf, Alain & Rebille, Yann - Exact capacities and star-shaped distorted probabilities (RePEc:eee:matsoc:v:56:y:2008:i:2:p:185-194)
by Aouani, Zaier & Chateauneuf, Alain - The no-trade interval of Dow and Werlang: Some clarifications (RePEc:eee:matsoc:v:59:y:2010:i:1:p:1-14)
by Chateauneuf, Alain & Ventura, Caroline - Multivariate risk sharing and the derivation of individually rational Pareto optima (RePEc:eee:matsoc:v:74:y:2015:i:c:p:73-78)
by Chateauneuf, Alain & Mostoufi, Mina & Vyncke, David - Increases in risk and demand for a risky asset (RePEc:eee:matsoc:v:75:y:2015:i:c:p:44-48)
by Chateauneuf, A. & Lakhnati, G. - Pricing in Slack Market (RePEc:fth:aixmeq:92a05)
by Chateauneuf, A. & Kast, R. & Lapier, A. - Choquet Pricing for Financial Markets with Frictions (RePEc:fth:aixmeq:92a11)
by Chateauneuf, A. & Kast, R. & Lapied, A. - Inverse Stochastic Dominance and Yaari's Model (RePEc:fth:pariem:1999-95)
by Chateauneuf, A. & Wilthien, P.-H. - The Principle of Strong Kiminishing Transfer (RePEc:fth:pariem:1999-96)
by Chateauneuf, A. & Gajdos, T. & Wilthien, P.-H. - Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion (RePEc:fth:pariem:1999.86)
by Abouda, M. & Chateauneuf, A. - A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model (RePEc:fth:pariem:1999.87)
by Abouda, M. & Chateauneuf, A. - Combination of Compatible Belief Functions and Relations of Specificity (RePEc:fth:pariem:92.59)
by Chateauneuf, A. - Local-Mobius Transforms of Monotone Capacities (RePEc:fth:pariem:92.60)
by Chateauneuf, A. & Jaffray, J.Y. - Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral (RePEc:fth:pariem:93.06)
by Chateauneuf, A. - More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model (RePEc:fth:pariem:97.53)
by Chateauneuf, A. & Cohen, M. & Meilijson, I. - Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility (RePEc:fth:pariem:97.54)
by Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M. - New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview (RePEc:fth:pariem:97.55)
by Chateauneuf, A. & Cohen, M. & Meilijson, I. - Sharing Beliefs: Between Agreeing and Disagreeing (RePEc:fth:pariem:98.30)
by Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M. - Diversification, Convex Preferences and Non-Empty Core (RePEc:fth:pariem:98.32)
by Tallon, J.-M. & Chateauneuf, A. - An Axiomatization of Cumulative Prospect Theory for Decision Under Risk (RePEc:fth:pariem:98.51)
by Chateauneuf, A. & Wakker, P. - Bargaining Over an Uncertain Outcome: The Role of Beliefs (RePEc:fth:teavfo:2001-21)
by Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M. - A non-welfarist approach to inequality measurement (RePEc:hal:cesptp:hal-00156413)
by Alain Chateauneuf & Patrick Moyes - Lorenz non-consistent welfare and inequality measurement (RePEc:hal:cesptp:hal-00156441)
by Alain Chateauneuf & Patrick Moyes - Measuring inequality without the Pigou-Dalton condition (RePEc:hal:cesptp:hal-00156475)
by Alain Chateauneuf & Patrick Moyes - Non-welfarist approaches to inequality measurement (RePEc:hal:cesptp:hal-00156479)
by Alain Chateauneuf & Patrick Moyes - Inequality reducing transfers, dominance and the generalized Gini social welfare function (RePEc:hal:cesptp:hal-00156482)
by Alain Chateauneuf & Patrick Moyes - Non-welfarist approaches to inequality measurement (RePEc:hal:cesptp:hal-00156671)
by Alain Chateauneuf & Patrick Moyes - Non-welfarist approaches to inequality measurement (RePEc:hal:cesptp:hal-00156676)
by Alain Chateauneuf & Patrick Moyes - Does the Lorenz curve really measure inequality? (RePEc:hal:cesptp:hal-00156712)
by Alain Chateauneuf & Patrick Moyes - "Does the Lorenz curve really measure inequality?" (RePEc:hal:cesptp:hal-00157352)
by Patrick Moyes & Alain Chateauneuf - Lorenz non-consistent welfare and inequality measurement (RePEc:hal:cesptp:hal-00160177)
by Alain Chateauneuf & Patrick Moyes - Measuring inequality without the Pigou-Dalton condition (RePEc:hal:cesptp:hal-00160178)
by Alain Chateauneuf & Patrick Moyes - Preference modelling on totally ordered sets by the Sugeno integral (RePEc:hal:cesptp:hal-00268984)
by Agnès Rico & Michel Grabisch & Christophe Labreuche & Alain Chateauneuf - From sure to strong diversification (RePEc:hal:cesptp:hal-00271265)
by Alain Chateauneuf & Ghizlane Lakhnati - Choice under uncertainty with the best and worst in mind: neo-additive capacities (RePEc:hal:cesptp:hal-00271279)
by Alain Chateauneuf & Jürgen Eichberger & Simon Grant - Choices under ambiguity with familiar and unfamilar outcomes (RePEc:hal:cesptp:hal-00271349)
by Marcello Basili & Alain Chateauneuf & Fulvio Fontini - Some Fubini theorems on product sigma-algebras for non-additive measures (RePEc:hal:cesptp:hal-00271357)
by Alain Chateauneuf & Jean-Philippe Lefort - Exact Capacities and Star-Shaped Distorted Probabilities (RePEc:hal:cesptp:hal-00271367)
by Zaier Aouani & Alain Chateauneuf - Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses (RePEc:hal:cesptp:hal-00273211)
by Marcello Basili & Alain Chateauneuf & Fulvio Fontini - Regular updating (RePEc:hal:cesptp:hal-00455779)
by Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray - Sharing beliefs and the absence of betting in the Choquet expected utility model (RePEc:hal:cesptp:hal-00481307)
by Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon - Bargaining over an uncertain outcome: the role of beliefs (RePEc:hal:cesptp:hal-00481313)
by Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon - Ambiguity through confidence functions (RePEc:hal:cesptp:hal-00634651)
by Alain Chateauneuf & José Heleno Faro - The no-trade interval of Dow and Werlang: Some clarifications (RePEc:hal:cesptp:hal-00634653)
by Alain Chateauneuf & Caroline Ventura - Continuity properties of totally monotone capacities on polish spaces and impatience (RePEc:hal:cesptp:hal-00634847)
by Zaier Aouani & Alain Chateauneuf - Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion (RePEc:hal:cesptp:hal-00649208)
by Alain Chateauneuf & Jean-Yves Jaffray - Decision under Risk: The Classical Expected Utility Model (RePEc:hal:cesptp:hal-00671289)
by Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon - Decision under Uncertainty: The Classical Models (RePEc:hal:cesptp:hal-00671295)
by Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray - Cardinal Extensions of the EU Model Based on the Choquet Integral (RePEc:hal:cesptp:hal-00671302)
by Alain Chateauneuf & Michèle Cohen - Partial probabilistic information (RePEc:hal:cesptp:hal-00685404)
by Alain Chateauneuf & Caroline Ventura - Extreme events and entropy: A multiple quantile utility model (RePEc:hal:cesptp:hal-00685405)
by Marcello Basili & Alain Chateauneuf - Ambiguity aversion and trade (RePEc:hal:cesptp:hal-00685408)
by Luciano de Castro & Alain Chateauneuf - On the confidence preferences model (RePEc:hal:cesptp:hal-00685409)
by Alain Chateauneuf & José Heleno Faro - Pricing rules and Arrow-Debreu ambiguous valuation (RePEc:hal:cesptp:hal-00685413)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro - Sharing Beliefs: between Agreeing and Disagreeing (RePEc:hal:cesptp:hal-00753122)
by Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon - G-continuity, impatience and myopia for Choquet multi-period utilities (RePEc:hal:cesptp:hal-00964446)
by Alain Chateauneuf & Caroline Ventura - Ignorance and competence in choices under uncertainty (RePEc:hal:cesptp:hal-01015299)
by Paulo Casaca & Alain Chateauneuf & José Heleno Faro - Comonotonic Monte Carlo and its applications in option pricing and quantification of risk (RePEc:hal:cesptp:hal-01159741)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Multivariate risk sharing and the derivation of individually rational Pareto optima (RePEc:hal:cesptp:hal-01161662)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Increases in risk and demand for a risky asset (RePEc:hal:cesptp:hal-01161663)
by Alain Chateauneuf & Ghizlane Lakhnati - About delay aversion (RePEc:hal:cesptp:hal-01302543)
by Lorenzo Bastianello & Alain Chateauneuf - Infinite supermodularity and preferences (RePEc:hal:cesptp:hal-01302555)
by Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang - On the precautionary motive for savings and prudence in the rank-dependent utility framework (RePEc:hal:cesptp:hal-01302563)
by Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais - Multidimensional inequalities and generalized quantile functions (RePEc:hal:cesptp:hal-01313118)
by Sinem Bas & Philippe Bich & Alain Chateauneuf - Simple Characterization of the Hurwicz Criterium under Uncertainty (RePEc:hal:cesptp:hal-02974245)
by Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos - Multidimensional Pigou–Dalton transfers and social evaluation functions (RePEc:hal:cesptp:hal-03252205)
by Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini - Financial market structures revealed by pricing rules: Efficient complete markets are prevalent (RePEc:hal:cesptp:hal-03252242)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro - Updating pricing rules (RePEc:hal:cesptp:hal-03252329)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda - General Equilibrium With Uncertainty Loving Preferences (RePEc:hal:cesptp:hal-03252360)
by Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski - Aggregation of experts' opinions and conditional consensus opinion by the Steiner point (RePEc:hal:cesptp:hal-03260206)
by Marcello Basili & Alain Chateauneuf - Multidimensional inequality and inframodular order (RePEc:hal:cesptp:hal-03260218)
by Zaier Aouani & Alain Chateauneuf - Propensity for hedging and ambiguity aversion (RePEc:hal:cesptp:hal-03330739)
by Zaier Aouani & Alain Chateauneuf & Caroline Ventura - Submodular financial markets with frictions (RePEc:hal:cesptp:hal-03722920)
by Alain Chateauneuf & Bernard Cornet - Optimality of deductible: a characterization, with application to Yaari’s dual theory (RePEc:hal:cesptp:hal-03722936)
by Alain Chateauneuf & Michèle Cohen & Mina Mostoufi - The risk-neutral non-additive probability with market frictions (RePEc:hal:cesptp:hal-03722945)
by Alain Chateauneuf & Bernard Cornet - The Principle of Strong Diminishing Transfer (RePEc:hal:cesptp:halshs-00085936)
by Alain Chateauneuf & Thibault Gajdos & Pierre-Henry Wilthien - Some Fubini theorems on product sigma-algebras for non-additive measures (RePEc:hal:cesptp:halshs-00130444)
by Alain Chateauneuf & Jean-Philippe Lefort - Ambiguity reduction through new statistical data (RePEc:hal:cesptp:halshs-00150069)
by Alain Chateauneuf & Jean-Christophe Vergnaud - Sharing beliefs: between agreeing and disagreeing (RePEc:hal:cesptp:halshs-00174553)
by Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon - Diversification, convex preferences and non-empty core in the Choquet expected utility model (RePEc:hal:cesptp:halshs-00174770)
by Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon - Monotone continuous multiple priors (RePEc:hal:cesptp:halshs-00177057)
by Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon - Increases in risk and demand for risky asset (RePEc:hal:cesptp:halshs-00194413)
by Alain Chateauneuf & Ghizlane Lakhnati - On the precautionary motive for savings and prudence, in an EU and a NEU framework (RePEc:hal:cesptp:halshs-00194667)
by Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais - From sure to strong diversification (RePEc:hal:cesptp:halshs-00194670)
by Alain Chateauneuf & Ghizlane Lakhnati - More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model (RePEc:hal:cesptp:halshs-00211906)
by Alain Chateauneuf & Michèle Cohen & Isaac Meilijson - Décision dans le risque : Mesure du risque, Aversion pour le risque, Modèle classique d'Utilité espérée, Paradoxe d'Allais, Modèles a niveaux de sécurité et de potentiel (RePEc:hal:cesptp:halshs-00211921)
by Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon - Décision dans l'incertain : les modèles classiques (RePEc:hal:cesptp:halshs-00212020)
by Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray - Extensions cardinales du modèle EU basées surl'intégrale de Choquet (RePEc:hal:cesptp:halshs-00212026)
by Alain Chateauneuf & Michèle Cohen - Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model (RePEc:hal:cesptp:halshs-00212281)
by Alain Chateauneuf & Michèle Cohen & Isaac Meilijson - Modeling attitudes toward uncertainty through the use of the Sugeno integral (RePEc:hal:cesptp:halshs-00327700)
by Alain Chateauneuf & Michel Grabisch & Agnès Rico - The no-trade interval of Dow and Werlang : some clarifications (RePEc:hal:cesptp:halshs-00341174)
by Alain Chateauneuf & Caroline Ventura - Decision under risk : The classical Expected Utility model (RePEc:hal:cesptp:halshs-00348814)
by Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon - Decision under Uncertainty: the Classical Models (RePEc:hal:cesptp:halshs-00348818)
by Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray - Cardinal extensions of EU model based on the Choquet integral (RePEc:hal:cesptp:halshs-00348822)
by Alain Chateauneuf & Michèle Cohen - G-continuity, impatience and G-cores of exact games (RePEc:hal:cesptp:halshs-00442855)
by Alain Chateauneuf & Caroline Ventura - About partial probabilistic information (RePEc:hal:cesptp:halshs-00442859)
by Alain Chateauneuf & Caroline Ventura - The no-trade interval of Dow and Werlang : some clarifications (RePEc:hal:cesptp:halshs-00442861)
by Alain Chateauneuf & Caroline Ventura - Optimal risk-sharing rules and equilibria with Choquet-expected-utility (RePEc:hal:cesptp:halshs-00451997)
by Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon - Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 (RePEc:hal:cesptp:halshs-00664715)
by Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud - Multivariate risk sharing and the derivation of individually rational Pareto optima (RePEc:hal:cesptp:halshs-00942114)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers (RePEc:hal:cesptp:halshs-01224491)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski - Optimality of deductible for Yaari's model: a reappraisal (RePEc:hal:cesptp:halshs-01224502)
by Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud - Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions (RePEc:hal:cesptp:halshs-01321802)
by Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini - Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents (RePEc:hal:cesptp:halshs-01336882)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski - Choquet representability of submodular functions (RePEc:hal:cesptp:halshs-01394838)
by Bernard Cornet & Alain Chateauneuf - Multidimensional inequalities and generalized quantile functions (RePEc:hal:cesptp:halshs-03029860)
by Sinem Bas & Philippe Bich & Alain Chateauneuf - Mackey compactness in B(S) (RePEc:hal:cesptp:halshs-03461538)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf - Social tension order: A new approach to inequality reduction (RePEc:hal:cesptp:halshs-04353027)
by Philippe Bich & Alain Chateauneuf & Caroline Ventura - New tools to better model behavior under risk and uncertainty: an overview
[Nouveaux outils pour une meilleure modélisation des comportements dans le risque et dans l'incertain : une synthèse] (RePEc:hal:cesptp:halshs-04406025)
by Alain Chateauneuf & Michèle Cohen & Isaac Meilijson - A non-welfarist approach to inequality measurement (RePEc:hal:journl:hal-00156413)
by Alain Chateauneuf & Patrick Moyes - Lorenz non-consistent welfare and inequality measurement (RePEc:hal:journl:hal-00156441)
by Alain Chateauneuf & Patrick Moyes - Measuring inequality without the Pigou-Dalton condition (RePEc:hal:journl:hal-00156475)
by Alain Chateauneuf & Patrick Moyes - Non-welfarist approaches to inequality measurement (RePEc:hal:journl:hal-00156479)
by Alain Chateauneuf & Patrick Moyes - Inequality reducing transfers, dominance and the generalized Gini social welfare function (RePEc:hal:journl:hal-00156482)
by Alain Chateauneuf & Patrick Moyes - Non-welfarist approaches to inequality measurement (RePEc:hal:journl:hal-00156671)
by Alain Chateauneuf & Patrick Moyes - Non-welfarist approaches to inequality measurement (RePEc:hal:journl:hal-00156676)
by Alain Chateauneuf & Patrick Moyes - Does the Lorenz curve really measure inequality? (RePEc:hal:journl:hal-00156712)
by Alain Chateauneuf & Patrick Moyes - "Does the Lorenz curve really measure inequality?" (RePEc:hal:journl:hal-00157352)
by Patrick Moyes & Alain Chateauneuf - Lorenz non-consistent welfare and inequality measurement (RePEc:hal:journl:hal-00160177)
by Alain Chateauneuf & Patrick Moyes - Measuring inequality without the Pigou-Dalton condition (RePEc:hal:journl:hal-00160178)
by Alain Chateauneuf & Patrick Moyes - Preference modelling on totally ordered sets by the Sugeno integral (RePEc:hal:journl:hal-00268984)
by Agnès Rico & Michel Grabisch & Christophe Labreuche & Alain Chateauneuf - From sure to strong diversification (RePEc:hal:journl:hal-00271265)
by Alain Chateauneuf & Ghizlane Lakhnati - Choice under uncertainty with the best and worst in mind: neo-additive capacities (RePEc:hal:journl:hal-00271279)
by Alain Chateauneuf & Jürgen Eichberger & Simon Grant - Choices under ambiguity with familiar and unfamilar outcomes (RePEc:hal:journl:hal-00271349)
by Marcello Basili & Alain Chateauneuf & Fulvio Fontini - Some Fubini theorems on product sigma-algebras for non-additive measures (RePEc:hal:journl:hal-00271357)
by Alain Chateauneuf & Jean-Philippe Lefort - Exact Capacities and Star-Shaped Distorted Probabilities (RePEc:hal:journl:hal-00271367)
by Zaier Aouani & Alain Chateauneuf - Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses (RePEc:hal:journl:hal-00273211)
by Marcello Basili & Alain Chateauneuf & Fulvio Fontini - Regular updating (RePEc:hal:journl:hal-00455779)
by Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray - Sharing beliefs and the absence of betting in the Choquet expected utility model (RePEc:hal:journl:hal-00481307)
by Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon - Bargaining over an uncertain outcome: the role of beliefs (RePEc:hal:journl:hal-00481313)
by Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon - Ambiguity through confidence functions (RePEc:hal:journl:hal-00634651)
by Alain Chateauneuf & José Heleno Faro - The no-trade interval of Dow and Werlang: Some clarifications (RePEc:hal:journl:hal-00634653)
by Alain Chateauneuf & Caroline Ventura - Continuity properties of totally monotone capacities on polish spaces and impatience (RePEc:hal:journl:hal-00634847)
by Zaier Aouani & Alain Chateauneuf - Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion (RePEc:hal:journl:hal-00649208)
by Alain Chateauneuf & Jean-Yves Jaffray - Decision under Risk: The Classical Expected Utility Model (RePEc:hal:journl:hal-00671289)
by Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon - Decision under Uncertainty: The Classical Models (RePEc:hal:journl:hal-00671295)
by Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray - Cardinal Extensions of the EU Model Based on the Choquet Integral (RePEc:hal:journl:hal-00671302)
by Alain Chateauneuf & Michèle Cohen - Partial probabilistic information (RePEc:hal:journl:hal-00685404)
by Alain Chateauneuf & Caroline Ventura - Extreme events and entropy: A multiple quantile utility model (RePEc:hal:journl:hal-00685405)
by Marcello Basili & Alain Chateauneuf - Ambiguity aversion and trade (RePEc:hal:journl:hal-00685408)
by Luciano de Castro & Alain Chateauneuf - On the confidence preferences model (RePEc:hal:journl:hal-00685409)
by Alain Chateauneuf & José Heleno Faro - Pricing rules and Arrow-Debreu ambiguous valuation (RePEc:hal:journl:hal-00685413)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro - Sharing Beliefs: between Agreeing and Disagreeing (RePEc:hal:journl:hal-00753122)
by Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon - G-continuity, impatience and myopia for Choquet multi-period utilities (RePEc:hal:journl:hal-00964446)
by Alain Chateauneuf & Caroline Ventura - Ignorance and competence in choices under uncertainty (RePEc:hal:journl:hal-01015299)
by Paulo Casaca & Alain Chateauneuf & José Heleno Faro - Comonotonic Monte Carlo and its applications in option pricing and quantification of risk (RePEc:hal:journl:hal-01159741)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Multivariate risk sharing and the derivation of individually rational Pareto optima (RePEc:hal:journl:hal-01161662)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Increases in risk and demand for a risky asset (RePEc:hal:journl:hal-01161663)
by Alain Chateauneuf & Ghizlane Lakhnati - About delay aversion (RePEc:hal:journl:hal-01302543)
by Lorenzo Bastianello & Alain Chateauneuf - Infinite supermodularity and preferences (RePEc:hal:journl:hal-01302555)
by Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang - On the precautionary motive for savings and prudence in the rank-dependent utility framework (RePEc:hal:journl:hal-01302563)
by Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais - Simple Characterization of the Hurwicz Criterium under Uncertainty (RePEc:hal:journl:hal-02974245)
by Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos - Multidimensional Pigou–Dalton transfers and social evaluation functions (RePEc:hal:journl:hal-03252205)
by Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini - Financial market structures revealed by pricing rules: Efficient complete markets are prevalent (RePEc:hal:journl:hal-03252242)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro - Updating pricing rules (RePEc:hal:journl:hal-03252329)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda - General Equilibrium With Uncertainty Loving Preferences (RePEc:hal:journl:hal-03252360)
by Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski - Aggregation of experts' opinions and conditional consensus opinion by the Steiner point (RePEc:hal:journl:hal-03260206)
by Marcello Basili & Alain Chateauneuf - Multidimensional inequality and inframodular order (RePEc:hal:journl:hal-03260218)
by Zaier Aouani & Alain Chateauneuf - Propensity for hedging and ambiguity aversion (RePEc:hal:journl:hal-03330739)
by Zaier Aouani & Alain Chateauneuf & Caroline Ventura - Submodular financial markets with frictions (RePEc:hal:journl:hal-03722920)
by Alain Chateauneuf & Bernard Cornet - Optimality of deductible: a characterization, with application to Yaari’s dual theory (RePEc:hal:journl:hal-03722936)
by Alain Chateauneuf & Michèle Cohen & Mina Mostoufi - The risk-neutral non-additive probability with market frictions (RePEc:hal:journl:hal-03722945)
by Alain Chateauneuf & Bernard Cornet - The Principle of Strong Diminishing Transfer (RePEc:hal:journl:halshs-00085936)
by Alain Chateauneuf & Thibault Gajdos & Pierre-Henry Wilthien - Some Fubini theorems on product sigma-algebras for non-additive measures (RePEc:hal:journl:halshs-00130444)
by Alain Chateauneuf & Jean-Philippe Lefort - Ambiguity reduction through new statistical data (RePEc:hal:journl:halshs-00150069)
by Alain Chateauneuf & Jean-Christophe Vergnaud - Sharing beliefs: between agreeing and disagreeing (RePEc:hal:journl:halshs-00174553)
by Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon - Diversification, convex preferences and non-empty core in the Choquet expected utility model (RePEc:hal:journl:halshs-00174770)
by Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon - Monotone continuous multiple priors (RePEc:hal:journl:halshs-00177057)
by Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon - Increases in risk and demand for risky asset (RePEc:hal:journl:halshs-00194413)
by Alain Chateauneuf & Ghizlane Lakhnati - On the precautionary motive for savings and prudence, in an EU and a NEU framework (RePEc:hal:journl:halshs-00194667)
by Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais - From sure to strong diversification (RePEc:hal:journl:halshs-00194670)
by Alain Chateauneuf & Ghizlane Lakhnati - More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model (RePEc:hal:journl:halshs-00211906)
by Alain Chateauneuf & Michèle Cohen & Isaac Meilijson - Décision dans le risque : Mesure du risque, Aversion pour le risque, Modèle classique d'Utilité espérée, Paradoxe d'Allais, Modèles a niveaux de sécurité et de potentiel (RePEc:hal:journl:halshs-00211921)
by Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon - Décision dans l'incertain : les modèles classiques (RePEc:hal:journl:halshs-00212020)
by Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray - Extensions cardinales du modèle EU basées surl'intégrale de Choquet (RePEc:hal:journl:halshs-00212026)
by Alain Chateauneuf & Michèle Cohen - Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model (RePEc:hal:journl:halshs-00212281)
by Alain Chateauneuf & Michèle Cohen & Isaac Meilijson - Modeling attitudes toward uncertainty through the use of the Sugeno integral (RePEc:hal:journl:halshs-00327700)
by Alain Chateauneuf & Michel Grabisch & Agnès Rico - The no-trade interval of Dow and Werlang : some clarifications (RePEc:hal:journl:halshs-00341174)
by Alain Chateauneuf & Caroline Ventura - Decision under risk : The classical Expected Utility model (RePEc:hal:journl:halshs-00348814)
by Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon - Decision under Uncertainty: the Classical Models (RePEc:hal:journl:halshs-00348818)
by Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray - Cardinal extensions of EU model based on the Choquet integral (RePEc:hal:journl:halshs-00348822)
by Alain Chateauneuf & Michèle Cohen - G-continuity, impatience and G-cores of exact games (RePEc:hal:journl:halshs-00442855)
by Alain Chateauneuf & Caroline Ventura - About partial probabilistic information (RePEc:hal:journl:halshs-00442859)
by Alain Chateauneuf & Caroline Ventura - The no-trade interval of Dow and Werlang : some clarifications (RePEc:hal:journl:halshs-00442861)
by Alain Chateauneuf & Caroline Ventura - Optimal risk-sharing rules and equilibria with Choquet-expected-utility (RePEc:hal:journl:halshs-00451997)
by Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon - Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 (RePEc:hal:journl:halshs-00664715)
by Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud - Multivariate risk sharing and the derivation of individually rational Pareto optima (RePEc:hal:journl:halshs-00942114)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers (RePEc:hal:journl:halshs-01224491)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski - Optimality of deductible for Yaari's model: a reappraisal (RePEc:hal:journl:halshs-01224502)
by Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud - Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions (RePEc:hal:journl:halshs-01321802)
by Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini - Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents (RePEc:hal:journl:halshs-01336882)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski - Choquet representability of submodular functions (RePEc:hal:journl:halshs-01394838)
by Bernard Cornet & Alain Chateauneuf - Multidimensional inequalities and generalized quantile functions (RePEc:hal:journl:halshs-03029860)
by Sinem Bas & Philippe Bich & Alain Chateauneuf - Mackey compactness in B(S) (RePEc:hal:journl:halshs-03461538)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf - Social tension order: A new approach to inequality reduction (RePEc:hal:journl:halshs-04353027)
by Philippe Bich & Alain Chateauneuf & Caroline Ventura - New tools to better model behavior under risk and uncertainty: an overview
[Nouveaux outils pour une meilleure modélisation des comportements dans le risque et dans l'incertain : une synthèse] (RePEc:hal:journl:halshs-04406025)
by Alain Chateauneuf & Michèle Cohen & Isaac Meilijson - Unknown item RePEc:hal:pseose:hal-00685409 (paper)
- Unknown item RePEc:hal:pseose:hal-00685413 (paper)
- Unknown item RePEc:hal:pseose:hal-00964446 (paper)
- Unknown item RePEc:hal:pseose:hal-01015299 (paper)
- Unknown item RePEc:hal:pseose:hal-01161662 (paper)
- Unknown item RePEc:hal:pseose:hal-01161663 (paper)
- Unknown item RePEc:hal:pseose:hal-01302543 (paper)
- Unknown item RePEc:hal:pseose:hal-01302563 (paper)
- Regular updating (RePEc:hal:pseptp:hal-00455779)
by Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray - Ambiguity through confidence functions (RePEc:hal:pseptp:hal-00634651)
by Alain Chateauneuf & José Heleno Faro - The no-trade interval of Dow and Werlang: Some clarifications (RePEc:hal:pseptp:hal-00634653)
by Alain Chateauneuf & Caroline Ventura - Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion (RePEc:hal:pseptp:hal-00649208)
by Alain Chateauneuf & Jean-Yves Jaffray - Decision under Risk: The Classical Expected Utility Model (RePEc:hal:pseptp:hal-00671289)
by Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon - Decision under Uncertainty: The Classical Models (RePEc:hal:pseptp:hal-00671295)
by Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray - Cardinal Extensions of the EU Model Based on the Choquet Integral (RePEc:hal:pseptp:hal-00671302)
by Alain Chateauneuf & Michèle Cohen - Partial probabilistic information (RePEc:hal:pseptp:hal-00685404)
by Alain Chateauneuf & Caroline Ventura - Extreme events and entropy: A multiple quantile utility model (RePEc:hal:pseptp:hal-00685405)
by Marcello Basili & Alain Chateauneuf - Ambiguity aversion and trade (RePEc:hal:pseptp:hal-00685408)
by Luciano de Castro & Alain Chateauneuf - On the confidence preferences model (RePEc:hal:pseptp:hal-00685409)
by Alain Chateauneuf & José Heleno Faro - Pricing rules and Arrow-Debreu ambiguous valuation (RePEc:hal:pseptp:hal-00685413)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro - G-continuity, impatience and myopia for Choquet multi-period utilities (RePEc:hal:pseptp:hal-00964446)
by Alain Chateauneuf & Caroline Ventura - Multivariate risk sharing and the derivation of individually rational Pareto optima (RePEc:hal:pseptp:hal-01161662)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Increases in risk and demand for a risky asset (RePEc:hal:pseptp:hal-01161663)
by Alain Chateauneuf & Ghizlane Lakhnati - About delay aversion (RePEc:hal:pseptp:hal-01302543)
by Lorenzo Bastianello & Alain Chateauneuf - Infinite supermodularity and preferences (RePEc:hal:pseptp:hal-01302555)
by Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang - On the precautionary motive for savings and prudence in the rank-dependent utility framework (RePEc:hal:pseptp:hal-01302563)
by Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais - Simple Characterization of the Hurwicz Criterium under Uncertainty (RePEc:hal:pseptp:hal-02974245)
by Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos - Multidimensional Pigou–Dalton transfers and social evaluation functions (RePEc:hal:pseptp:hal-03252205)
by Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini - Financial market structures revealed by pricing rules: Efficient complete markets are prevalent (RePEc:hal:pseptp:hal-03252242)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro - Updating pricing rules (RePEc:hal:pseptp:hal-03252329)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda - General Equilibrium With Uncertainty Loving Preferences (RePEc:hal:pseptp:hal-03252360)
by Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski - Aggregation of experts' opinions and conditional consensus opinion by the Steiner point (RePEc:hal:pseptp:hal-03260206)
by Marcello Basili & Alain Chateauneuf - Multidimensional inequality and inframodular order (RePEc:hal:pseptp:hal-03260218)
by Zaier Aouani & Alain Chateauneuf - Propensity for hedging and ambiguity aversion (RePEc:hal:pseptp:hal-03330739)
by Zaier Aouani & Alain Chateauneuf & Caroline Ventura - Optimality of deductible: a characterization, with application to Yaari’s dual theory (RePEc:hal:pseptp:hal-03722936)
by Alain Chateauneuf & Michèle Cohen & Mina Mostoufi - Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009 (RePEc:hal:pseptp:halshs-00664715)
by Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud - Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents (RePEc:hal:pseptp:halshs-01336882)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski - Choquet representability of submodular functions (RePEc:hal:pseptp:halshs-01394838)
by Bernard Cornet & Alain Chateauneuf - Multidimensional inequalities and generalized quantile functions (RePEc:hal:pseptp:halshs-03029860)
by Sinem Bas & Philippe Bich & Alain Chateauneuf - Social tension order: A new approach to inequality reduction (RePEc:hal:pseptp:halshs-04353027)
by Philippe Bich & Alain Chateauneuf & Caroline Ventura - Alpha-maxmin as an aggregation of two selves (RePEc:hal:psewpa:halshs-04589094)
by Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos - Multidimensional inequalities and generalized quantile functions (RePEc:hal:wpaper:hal-01313118)
by Sinem Bas & Philippe Bich & Alain Chateauneuf - A representation of Keynes's long-term expectation in financial markets (RePEc:hal:wpaper:hal-03999320)
by Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna - Alpha-maxmin as an aggregation of two selves (RePEc:hal:wpaper:halshs-04589094)
by Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos - Ignorance and Competence in Choices Under Uncertainty (RePEc:ibm:ibmecp:wpe_323)
by Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno - Monotone Continuous Multiple Priors (RePEc:icr:wpmath:30-2003)
by Massimo Marinacci & Fabio Maccheroni & Alain Chateauneuf & Jean-Marc Tallon - Lorenz Non-Consistent Welfare and Inequality Measurement (RePEc:iep:wpidep:0406)
by Alain Chateauneuf & Patrick Moyes - Ignorance and Competence in Choices Under Uncertainty (RePEc:ipg:wpaper:2013-29)
by Paulo Casaca & Alain Chateauneuf & José Heleno Faro - About Delay Aversion (RePEc:ipg:wpaper:2013-30)
by Lorenzo Bastianello & Alain Chateauneuf - General equilibrium, risk taking and volatility (RePEc:ipg:wpaper:2014-181)
by Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R. - Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule (RePEc:ipg:wpaper:2014-541)
by Marcello Basili & Alain Chateauneuf - Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers (RePEc:ipg:wpaper:2014-579)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski - On the precautionary motive for savings and prudence in the rank dependent utility framework (RePEc:ipg:wpaper:2014-597)
by A.Chateauneuf & G.Lakhnati & E.Langlais - Increases In Risk and Demand for Risky Asset (RePEc:ipg:wpaper:2014-600)
by A.Chateauneuf & G.Lakhnati - Multivariate risk sharing and the derivation of individually rational Pareto optima (RePEc:ipg:wpaper:2014-74)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Infinite Supermodularity and Preferences (RePEc:ito:pchaps:154359)
by Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang - Infinite Supermodularity and Preferences (RePEc:kan:wpaper:201505)
by Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang - Lorenz non-consistent welfare and inequality measurement (RePEc:kap:jecinq:v:2:y:2004:i:2:p:61-87)
by Alain Chateauneuf & Patrick Moyes - Lorenz non-consistent welfare and inequality measurement (RePEc:kap:jecinq:v:2:y:2005:i:2:p:61-87)
by Alain Chateauneuf & Patrick Moyes - An Axiomatization of Cumulative Prospect Theory for Decision under Risk (RePEc:kap:jrisku:v:18:y:1999:i:2:p:137-45)
by Chateauneuf, Alain & Wakker, Peter - Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model (RePEc:kap:jrisku:v:9:y:1994:i:1:p:77-91)
by Chateauneuf, Alain & Cohen, Michele - Conditioning Capacities and Choquet Integrals: The Role of Comonotony (RePEc:kap:theord:v:51:y:2001:i:2:p:367-386)
by Alain Chateauneuf & Robert Kast & André Lapied - Positivity of bid-ask spreads and symmetrical monotone risk aversion (RePEc:kap:theord:v:52:y:2002:i:2:p:149-170)
by Moez Abouda & Alain Chateauneuf - Choices Under Ambiguity With Familiar And Unfamiliar Outcomes (RePEc:kap:theord:v:58:y:2005:i:2:p:195-207)
by Marcello Basili & Alain Chateauneuf & Fulvio Fontini - Tribute to Jean-Yves Jaffray (RePEc:kap:theord:v:71:y:2011:i:1:p:1-10)
by Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud - Regular updating (RePEc:kap:theord:v:71:y:2011:i:1:p:111-128)
by Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray - Multidimensional Pigou–Dalton transfers and social evaluation functions (RePEc:kap:theord:v:83:y:2017:i:4:d:10.1007_s11238-017-9605-0)
by Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini - Optimality of deductible: a characterization, with application to Yaari’s dual theory (RePEc:kap:theord:v:92:y:2022:i:3:d:10.1007_s11238-022-09880-1)
by Alain Chateauneuf & Michèle Cohen & Mina Mostoufi - Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory (RePEc:kap:theord:v:92:y:2022:i:3:d:10.1007_s11238-022-09888-7)
by Alain Chateauneuf & Michèle Cohen & Mina Mostoufi - A simple axiomatization and constructive representation proof for Choquet Expexted Utility (RePEc:mnh:spaper:2759)
by Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon - Choice under uncertainty with the best and worst in mind : neo-additive capacities (RePEc:mnh:spaper:2773)
by Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon - G-continuity, impatience and G-cores of exact games (RePEc:mse:cesdoc:09081)
by Alain Chateauneuf & Caroline Ventura - About partial probabilistic information (RePEc:mse:cesdoc:09082)
by Alain Chateauneuf & Caroline Ventura - The no-trade interval of Dow and Werlang: some clarifications (RePEc:mse:cesdoc:09083)
by Alain Chateauneuf & Caroline Ventura - Multivariate risk sharing and the derivation of individually rational Pareto optima (RePEc:mse:cesdoc:14003)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Comonotonic Monte Carlo and its applications in option pricing and quantification of risk (RePEc:mse:cesdoc:15015)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Comonotonic Monte Carlo and its applications in option pricing and quantification of risk (RePEc:mse:cesdoc:15015r)
by Alain Chateauneuf & Mina Mostoufi & David Vyncke - Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers (RePEc:mse:cesdoc:15071)
by Aloisio Araujo & Laurence Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski - Optimality of deductible for Yaari's model: a reappraisal (RePEc:mse:cesdoc:15072)
by Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud - Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions (RePEc:mse:cesdoc:16043)
by Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini - Mackey compactness in B(S) (RePEc:mse:cesdoc:21030)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf - On Future Allocations of Scarce Resources without Explicit Discounting Factors (RePEc:mse:cesdoc:23004)
by Jean-Marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon - The no-trade interval of Dow and Werlang: some clarifications (RePEc:mse:cesdoc:b08065)
by Alain Chateauneuf & Caroline Ventura - Decision under risk: The classical Expected Utility model (RePEc:mse:cesdoc:v08085)
by Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon - Decision under uncertainty: the classical models (RePEc:mse:cesdoc:v08086)
by Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray - Cardinal extensions of EU model based on the Choquet integral (RePEc:mse:cesdoc:v08087)
by Alain Chateauneuf & Michèle Cohen - Comonotone random variables in economics: A review of some results (RePEc:mse:wpsorb:97032)
by Alain Chateauneuf & Michèle Cohen & Robert Kast - Choices under ambiguity with familiar and unfamiliar outcomes (RePEc:mse:wpsorb:b04115)
by Marcello Basili & Alain Chateauneuf & Fulvio Fontini - Increases in risk and demand for risky asset (RePEc:mse:wpsorb:b05033)
by Alain Chateauneuf & Ghizlane Lakhnati - On the precautionary motive for savings and prudence, in an EU and a NEU framework (RePEc:mse:wpsorb:b05034)
by Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais - From sure to strong diversification (RePEc:mse:wpsorb:b05035)
by Alain Chateauneuf & Ghizlane Lakhnati - Some Fubini theorems on sigma-algebras for non additive measures (RePEc:mse:wpsorb:b06086)
by Alain Chateauneuf & Jean-Philippe Lefort - Ambiguity Aversion and Trade (RePEc:nwu:cmsems:1526)
by Alain Chateauneuf & Luciano I. de Castro - Ambiguity Aversion and Absence of Trade (RePEc:nwu:cmsems:1535)
by Alain Chateauneuf & Luciano De Castro - The risk-neutral non-additive probability with market frictions (RePEc:spr:etbull:v:10:y:2022:i:1:d:10.1007_s40505-022-00216-4)
by Alain Chateauneuf & Bernard Cornet - Diversification, convex preferences and non-empty core in the Choquet expected utility model (RePEc:spr:joecth:v:19:y:2002:i:3:p:509-523)
by Jean-Marc Tallon & Alain Chateauneuf - A simple axiomatization and constructive representation proof for choquet expected utility (RePEc:spr:joecth:v:22:y:2003:i:4:p:907-915)
by Alain Chateauneuf & Jürgen Eichberger & Simon Grant - More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model (RePEc:spr:joecth:v:25:y:2005:i:3:p:649-667)
by Alain Chateauneuf & Michéle Cohen & Isaac Meilijson - Monotone continuous multiple priors (RePEc:spr:joecth:v:26:y:2005:i:4:p:973-982)
by Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon - From sure to strong diversification (RePEc:spr:joecth:v:32:y:2007:i:3:p:511-522)
by Alain Chateauneuf & Ghizlane Lakhnati - Ambiguity aversion and trade (RePEc:spr:joecth:v:48:y:2011:i:2:p:243-273)
by Luciano Castro & Alain Chateauneuf - Pricing rules and Arrow–Debreu ambiguous valuation (RePEc:spr:joecth:v:49:y:2012:i:1:p:1-35)
by Aloisio Araujo & Alain Chateauneuf & José Faro - On the precautionary motive for savings and prudence in the rank-dependent utility framework (RePEc:spr:joecth:v:61:y:2016:i:1:p:169-182)
by Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais - Infinite supermodularity and preferences (RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-015-0942-3)
by Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang - Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents (RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-0985-0)
by Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski - Updating pricing rules (RePEc:spr:joecth:v:68:y:2019:i:2:d:10.1007_s00199-018-1125-9)
by Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda - Multidimensional inequalities and generalized quantile functions (RePEc:spr:joecth:v:71:y:2021:i:2:d:10.1007_s00199-020-01253-5)
by Sinem Bas & Philippe Bich & Alain Chateauneuf - Submodular financial markets with frictions (RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-022-01415-7)
by Alain Chateauneuf & Bernard Cornet - Correction to: Submodular financial markets with frictions (RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-022-01430-8)
by Alain Chateauneuf & Bernard Cornet - General introduction to this special issue on Choquet integral and applications (RePEc:spr:stpapr:v:43:y:2002:i:1:p:1-3)
by Alain Chateauneuf & Michéle Cohen & Dieter Denneberg - Sharing beliefs and the absence of betting in the Choquet expected utility model (RePEc:spr:stpapr:v:43:y:2002:i:1:p:127-136)
by Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallou - Measuring Inequality Without the Pigou-Dalton Condition (RePEc:unu:wpaper:rp2005-02)
by Alain Chateauneuf & Patrick Moyes - Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule (RePEc:usi:wpaper:676)
by Marcello Basili & Alain Chateauneuf - A consistent representation of Keynes’s long-term expectation in ?nancial market (RePEc:usi:wpaper:808)
by Marcello Basili & Alain Chateauneuf & Giuseppe Scianna - General Equilibrium With Uncertainty Loving Preferences (RePEc:wly:emetrp:v:86:y:2018:i:5:p:1859-1871)
by Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski - A Representation Of Keynes’S Long-Term Expectation In Financial Markets (RePEc:wsi:ijtafx:v:26:y:2023:i:06n07:n:s0219024923500255)
by Marcello Basili & Alain Chateauneuf & Giuliano Curatola & Giuseppe Scianna - Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities (RePEc:xrs:sfbmaa:03-10)
by Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon - A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility (RePEc:xrs:sfbmaa:03-26)
by Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon