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Citations for "On the use of capacities in modeling uncertainty aversion and risk aversion"

by Chateauneuf, Alain

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  1. repec:hal:journl:halshs-00348822 is not listed on IDEAS
  2. Aloisio Araujo & Alain Chateauneuf & José Faro, 2012. "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer, Springer, vol. 49(1), pages 1-35, January.
  3. Wakker, Peter, 1996. "The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 25(2), pages 213-227.
  4. Leitner, Johannes, 2005. "Dilatation monotonous Choquet integrals," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 41(8), pages 994-1006, December.
  5. Thibault Gajdos & Jean-Christophe Vergnaud, 2013. "Decisions with conflicting and imprecise information," Social Choice and Welfare, Springer, Springer, vol. 41(2), pages 427-452, July.
  6. Nascimento, Leandro, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, Econometric Society, vol. 7(3), September.
  7. repec:hal:journl:halshs-00212281 is not listed on IDEAS
  8. repec:hal:journl:halshs-00497444 is not listed on IDEAS
  9. Philippe, Fabrice, 2000. "Cumulative prospect theory and imprecise risk," Mathematical Social Sciences, Elsevier, Elsevier, vol. 40(3), pages 237-263, November.
  10. Robert Kast & André Lapied & Pascal Toquebeuf, 2012. "Updating Choquet capacities: a general framework," Economics Bulletin, AccessEcon, vol. 32(2), pages 1495-1503.
  11. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin expected utility through statewise combinations," Economics Letters, Elsevier, Elsevier, vol. 66(1), pages 49-54, January.
  12. repec:hal:journl:halshs-00130451 is not listed on IDEAS
  13. repec:hal:journl:halshs-00177374 is not listed on IDEAS
  14. Nascimento, Leandro, 2011. "Zhou’s aggregation theorems with multiple welfare weights," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 47(4-5), pages 654-658.
  15. repec:hal:journl:halshs-00115722 is not listed on IDEAS
  16. Rebille, Yann, 2007. "Patience in some non-additive models," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 43(6), pages 749-763, August.
  17. Chateauneuf, Alain & Faro, José Heleno, 2009. "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 45(9-10), pages 535-558, September.
  18. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, Springer, vol. 64(2), pages 119-146, March.
  19. U Schmidt & H Zank, 2002. "A Simple Model of Cumulative Prospect Theory," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0206, Economics, The University of Manchester.
  20. Nascimento, Leandro & Riella, Gil, 2010. "On the uses of the monotonicity and independence axioms in models of ambiguity aversion," Mathematical Social Sciences, Elsevier, Elsevier, vol. 59(3), pages 326-329, May.
  21. repec:ipg:wpaper:29 is not listed on IDEAS
  22. Faro, José Heleno, 2012. "Cobb-Douglas Preferences under Uncertainty," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  23. Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2013. "Ignorance and Competence in Choices Under Uncertainty," Working Papers, Department of Research, Ipag Business School 2013-029, Department of Research, Ipag Business School.
  24. Thibault Gajdos & Feriel Kandil, 2008. "The ignorant observer," Social Choice and Welfare, Springer, Springer, vol. 31(2), pages 193-232, August.
  25. Diecidue, Enrico & Wakker, Peter P., 2002. "Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension," Mathematical Social Sciences, Elsevier, Elsevier, vol. 43(2), pages 135-149, March.
  26. Faro, José Heleno & Lefort, Jean Philippe, 2013. "Dynamic Objective and Subjective Rationality," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa wpe_312, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  27. Chateauneuf, Alain, 1996. "Decomposable capacities, distorted probabilities and concave capacities," Mathematical Social Sciences, Elsevier, Elsevier, vol. 31(1), pages 19-37, February.
  28. Wakker, Peter P., 2005. "Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces," Games and Economic Behavior, Elsevier, Elsevier, vol. 50(1), pages 107-125, January.
  29. Tallon, J.-M. & Chateauneuf, A., 1998. "Diversification, Convex Preferences and Non-Empty Core," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) 98.32, Université Panthéon-Sorbonne (Paris 1).
  30. repec:hal:journl:halshs-00492170 is not listed on IDEAS
  31. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, Elsevier, vol. 56(2), pages 185-194, September.
  32. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, Springer, vol. 52(2), pages 149-170, March.
  33. Patrick Beißner, 2013. "Radner equilibria under ambiguous volatility," Working Papers, Bielefeld University, Center for Mathematical Economics 493, Bielefeld University, Center for Mathematical Economics.
  34. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers, Lund University, Department of Economics 2007:12, Lund University, Department of Economics.
  35. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 36(1), pages 45-60, September.
  36. Tallon, Jean-Marc, 1998. "Do sunspots matter when agents are Choquet-expected-utility maximizers?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(3), pages 357-368, March.
  37. Enrico Diecidue & Peter Wakker & Marcel Zeelenberg, 2007. "Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory," Journal of Risk and Uncertainty, Springer, Springer, vol. 34(3), pages 179-199, June.
  38. Marinacci, Massimo, 1998. "An Axiomatic Approach to Complete Patience and Time Invariance," Journal of Economic Theory, Elsevier, Elsevier, vol. 83(1), pages 105-144, November.
  39. Leandro Nascimento & Gil Riella, 2013. "Second-order ambiguous beliefs," Economic Theory, Springer, Springer, vol. 52(3), pages 1005-1037, April.
  40. Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004. "Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 40(5), pages 547-571, August.
  41. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014. "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, Springer, vol. 48(1), pages 1-17, February.
  42. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin Expected Utility over Savage Acts with a Set of Priors," Journal of Economic Theory, Elsevier, Elsevier, vol. 92(1), pages 35-65, May.
  43. Lefort, Jean-Philippe, 2009. "Guessing the beliefs," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 45(12), pages 846-853, December.