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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. Thibault Gajdos & Feriel Kandil, 2008. "The ignorant observer," Social Choice and Welfare, Springer, Springer, vol. 31(2), pages 193-232, August.
  2. 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.
  3. 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.
  4. Marinacci, Massimo, 1998. "An Axiomatic Approach to Complete Patience and Time Invariance," Journal of Economic Theory, Elsevier, vol. 83(1), pages 105-144, November.
  5. repec:hal:journl:halshs-00115722 is not listed on IDEAS
  6. Chateauneuf, Alain, 1996. "Decomposable capacities, distorted probabilities and concave capacities," Mathematical Social Sciences, Elsevier, Elsevier, vol. 31(1), pages 19-37, February.
  7. repec:hal:journl:halshs-00497444 is not listed on IDEAS
  8. Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.
  9. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin expected utility through statewise combinations," Economics Letters, Elsevier, vol. 66(1), pages 49-54, January.
  10. 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.
  11. Philippe, Fabrice, 2000. "Cumulative prospect theory and imprecise risk," Mathematical Social Sciences, Elsevier, Elsevier, vol. 40(3), pages 237-263, November.
  12. Leandro Nascimento & Gil Riella, 2013. "Second-order ambiguous beliefs," Economic Theory, Springer, Springer, vol. 52(3), pages 1005-1037, April.
  13. 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.
  14. Nascimento, Leandro, 2011. "Zhou’s aggregation theorems with multiple welfare weights," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 654-658.
  15. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2013. "Ignorance and Competence in Choices Under Uncertainty," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa wpe_323, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  16. Wakker, Peter, 1996. "The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 213-227.
  17. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin Expected Utility over Savage Acts with a Set of Priors," Journal of Economic Theory, Elsevier, vol. 92(1), pages 35-65, May.
  18. Rebille, Yann, 2007. "Patience in some non-additive models," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 749-763, August.
  19. Alain Chateauneuf & Jean-Marc Tallon, 2000. "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers 0751, Econometric Society.
  20. Lefort, Jean-Philippe, 2009. "Guessing the beliefs," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 846-853, December.
  21. Diecidue, E. & Wakker, P.P. & Zeelenberg, M., 2007. "Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory," Open Access publications from Tilburg University urn:nbn:nl:ui:12-225938, Tilburg University.
  22. Nascimento, Leandro, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, Econometric Society, vol. 7(3), September.
  23. repec:hal:journl:halshs-00348822 is not listed on IDEAS
  24. repec:hal:journl:halshs-00130451 is not listed on IDEAS
  25. José Faro, 2013. "Cobb-Douglas preferences under uncertainty," Economic Theory, Springer, Springer, vol. 54(2), pages 273-285, October.
  26. repec:hal:journl:halshs-00492170 is not listed on IDEAS
  27. 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.
  28. 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.
  29. Robert Kast & André Lapied & Pascal Toquebeuf, 2012. "Updating Choquet capacities: a general framework," Economics Bulletin, AccessEcon, vol. 32(2), pages 1495-1503.
  30. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, Elsevier, vol. 56(2), pages 185-194, September.
  31. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers, Lund University, Department of Economics 2007:12, Lund University, Department of Economics.
  32. 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.
  33. Chateauneuf, Alain & Faro, José Heleno, 2009. "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 535-558, September.
  34. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September.
  35. 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.
  36. repec:hal:journl:halshs-00212281 is not listed on IDEAS
  37. 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.
  38. Wakker, Peter P., 2005. "Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces," Games and Economic Behavior, Elsevier, vol. 50(1), pages 107-125, January.
  39. repec:hal:journl:halshs-00177374 is not listed on IDEAS
  40. Leitner, Johannes, 2005. "Dilatation monotonous Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 994-1006, December.
  41. repec:ipg:wpaper:29 is not listed on IDEAS
  42. 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.
  43. Patrick Beißner, 2013. "Radner equilibria under ambiguous volatility," Working Papers 493, Bielefeld University, Center for Mathematical Economics.