We propose a multivariate extension of a well-known characterization by S. Kusuoka of regular and coherent risk measures as maximal correlation functionals. This involves an extension of the notion of comonotonicity to random vectors through generalized quantile functions. Moreover, we propose...

Une formalisation du Principe de Précaution est donnée ici : nous formalisons la connaissance scientifique relative à la plausibilité d'évènements dans l'espace des états, ainsi que les concepts d'évènements et d'actes scientifiquements non ambigus. Nous définissons un plannificateur...

We investigate in this paper the theory and econometrics of optimal matchings with competing criteria. The surplus from a marriage match, for instance, may depend both on the incomes and on the educations of the partners, as well as on characteristics that the analyst does not observe. The...

I show that the structure of the firm is not neutral in respect to regulatory capital budgeted under rules which are based on the Value-at-Risk.