Narrow search
Showing 61 - 70 of 234
Cover Image
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
Chateauneuf, Alain; Cohen, Michèle; Meilijson, Isaac - In: Economic theory : official journal of the Society for … 25 (2005) 3, pp. 649-667
Persistent link: https://www.econbiz.de/10002703149
Cover Image
An axiomatization of comulative prospect theory for decision under risk
Chateauneuf, Alain; Wakker, Peter P. - In: Journal of risk and uncertainty : JRU 18 (1999) 2, pp. 137-145
Persistent link: https://www.econbiz.de/10001425001
Cover Image
Choquet pricing for financial markets with frictions
Chateauneuf, Alain - In: Mathematical finance : an international journal of … 6 (1996) 3, pp. 323-330
Persistent link: https://www.econbiz.de/10001208955
Cover Image
Optimal risk-sharing rules and equilibria with Choquet-expected-utility
Chateauneuf, Alain; Dana, Rose-Anne; Tallon, Jean-Marc - In: Journal of mathematical economics 34 (2000) 2, pp. 191-214
Persistent link: https://www.econbiz.de/10001499094
Cover Image
Diversification, convex preferences and non-empty core in the Choquet expected utility model
Chateauneuf, Alain; Tallon, Jean-Marc - In: Economic theory : official journal of the Society for … 19 (2002) 3, pp. 509-523
Persistent link: https://www.econbiz.de/10001657406
Cover Image
Positivity of bid-ask spreads and symmetrical monotone risk aversion
Abouda, Moez; Chateauneuf, Alain - In: Theory and decision : an international journal for … 52 (2002) 2, pp. 149-170
Persistent link: https://www.econbiz.de/10001692531
Cover Image
Characterization of symmetrical monotone risk aversion in the RDEU model
Abouda, Moez; Chateauneuf, Alain - In: Mathematical social sciences 44 (2002) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001694100
Cover Image
A simple axiomatization and constructive representation proof for choquet expected utility
Chateauneuf, Alain; Eichberger, Jürgen; Grant, Simon - In: Economic theory : official journal of the Society for … 22 (2003) 4, pp. 907-915
Persistent link: https://www.econbiz.de/10001797526
Cover Image
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
Chateauneuf, Alain; Cohen, Michèle; Meilijson, Isaac - In: Journal of mathematical economics 40 (2004) 5, pp. 547-571
Persistent link: https://www.econbiz.de/10002042758
Cover Image
A Yosida-Hewitt decomposition for totally monotone games
Chateauneuf, Alain; Rébillé, Yann - In: Mathematical social sciences 48 (2004) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10002049982