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Alain Jacques Chateauneuf

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Alain Chateauneuf & Bernard Cornet, 2022. "The risk-neutral non-additive probability with market frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722945, HAL.

    Cited by:

    1. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Post-Print hal-03722920, HAL.
    2. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).
    3. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202509, University of Kansas, Department of Economics.
    4. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.

  2. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.

    Cited by:

    1. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).

  3. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722920, HAL.

    Cited by:

    1. Alain Chateauneuf & Bernard Cornet, 2022. "The risk-neutral non-additive probability with market frictions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 13-25, May.
    2. Leandro Nascimento, 2024. "Bounded arbitrage and nearly rational behavior," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(4), pages 941-974, June.
    3. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Post-Print hal-03722920, HAL.
    4. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).
    5. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202509, University of Kansas, Department of Economics.
    6. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.
    7. Rabah Amir & Bernard Cornet & M. Ali Khan & David Levine & Edward C. Prescott, 2022. "Special Issue in honor of Nicholas C. Yannelis – Part II," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 377-385, April.

  4. Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021. "Propensity for hedging and ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03330739, HAL.

    Cited by:

    1. Principi, Giulio & Wakker, Peter P. & Wang, Ruodu, 0. "Antimonotonicity for preference axioms: the natural counterpart to comonotonicity," Theoretical Economics, Econometric Society.
    2. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).
    3. Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2024. "Counter-monotonic risk allocations and distortion risk measures," Papers 2407.16099, arXiv.org.

  5. Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020. "Simple Characterization of the Hurwicz Criterium under Uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02974245, HAL.

    Cited by:

    1. Giuseppe De Marco & Maria Romaniello & Alba Roviello, 2024. "On Hurwicz Preferences in Psychological Games," Games, MDPI, vol. 15(4), pages 1-26, July.
    2. Chateauneuf, Alain & Qu, Xiangyu & Ventura, Caroline & Vergopoulos, Vassili, 2024. "Robust α-maxmin representations," Journal of Mathematical Economics, Elsevier, vol. 114(C).

  6. Marcello Basili & Alain Chateauneuf, 2020. "Aggregation of experts' opinions and conditional consensus opinion by the Steiner point," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03260206, HAL.

    Cited by:

    1. Jean-Marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2025. "On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources," PSE Working Papers halshs-04916616, HAL.
    2. Gayer, Gabrielle & Lehrer, Ehud & Persitz, Dotan, 2024. "Aggregating inconclusive data sets," Games and Economic Behavior, Elsevier, vol. 146(C), pages 77-90.
    3. Phoebe Koundouri & Georgios I. Papayiannis & Electra V. Petracou & Athanasios N. Yannacopoulos, 2023. "Consensus group decision making under model uncertainty with a view towards environmental policy making," Papers 2312.00436, arXiv.org.
    4. Jean-Marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2023. "On Future Allocations of Scarce Resources without Explicit Discounting Factors," Documents de travail du Centre d'Economie de la Sorbonne 23004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    5. Marcello Basili & Federico Crudu, 2021. "Aggregation of Experts Opinions and the Assessment of Tipping Points. Catastrophic Forecasts for Higher Temperature Changes," Department of Economics University of Siena 868, Department of Economics, University of Siena.

  7. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252329, HAL.
    • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.

    Cited by:

    1. Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City University London.

  8. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252242, HAL.

    Cited by:

    1. Leandro Nascimento, 2024. "Bounded arbitrage and nearly rational behavior," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(4), pages 941-974, June.
    2. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Post-Print hal-03722920, HAL.
    3. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," PSE-Ecole d'économie de Paris (Postprint) halshs-02495663, HAL.
    4. Lécuyer, Emy & Riedel, Frank & Stanca, Lorenzo, 2024. "Arbitrage Pricing in Convex, Cash-Additive Markets," Center for Mathematical Economics Working Papers 694, Center for Mathematical Economics, Bielefeld University.
    5. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202509, University of Kansas, Department of Economics.
    6. Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019. "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena 808, Department of Economics, University of Siena.
    7. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.
    8. Burzoni, Matteo & Riedel, Frank & Soner, Halil Mete, 2017. "Viability and arbitrage under Knightian Uncertainty," Center for Mathematical Economics Working Papers 575, Center for Mathematical Economics, Bielefeld University.
    9. Marcello Basili & Carlo Zappia, 2018. "Ellsberg’s Decision Rules and Keynes’s Long-Term Expectations," Department of Economics University of Siena 777, Department of Economics, University of Siena.
    10. Lin Zhang & Yuehua Xu & Honghui Chen, 2022. "Do Returnee Executives Value Corporate Philanthropy? Evidence from China," Journal of Business Ethics, Springer, vol. 179(2), pages 411-430, August.
    11. Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023. "A representation of Keynes's long-term expectation in financial markets," Working Papers hal-03999320, HAL.

  9. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018. "General Equilibrium With Uncertainty Loving Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252360, HAL.

    Cited by:

    1. Geng, Runjie & Kubler, Felix, 2023. "Stochastic overlapping generations with non-convex budget sets," Journal of Mathematical Economics, Elsevier, vol. 107(C).
    2. Herings, P.J.J. & Zhan, Yang, 2022. "Competitive Equilibria in Incomplete Markets with Risk Loving Preferences," Discussion Paper 2022-026, Tilburg University, Center for Economic Research.
    3. Le Van, Cuong & Pham, Ngoc-Sang, 2021. "Equilibrium with non-convex preferences: some examples," MPRA Paper 106774, University Library of Munich, Germany.
    4. Cuong Le Van & Ngoc-Sang Pham, 2025. "Equilibrium with non-convex preferences: some insights," Working Papers halshs-03177843, HAL.
    5. Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2024. "Counter-monotonic risk allocations and distortion risk measures," Papers 2407.16099, arXiv.org.
    6. Cuong Le Van & Ngoc-Sang Pham, 2025. "Equilibrium with non-convex preferences: some insights," Papers 2503.16890, arXiv.org.
    7. Araujo, A. & Gama, J. & Suarez, C.E., 2022. "Lack of prevalence of the endowment effect: An equilibrium analysis," Journal of Mathematical Economics, Elsevier, vol. 102(C).

  10. Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017. "Multidimensional Pigou–Dalton transfers and social evaluation functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252205, HAL.

    Cited by:

    1. Francesco Andreoli & Claudio Zoli, 2020. "From unidimensional to multidimensional inequality: a review," METRON, Springer;Sapienza Università di Roma, vol. 78(1), pages 5-42, April.

  11. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01336882, HAL.

    Cited by:

    1. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf, 2021. "Mackey compactness in B(S)," Post-Print halshs-03461538, HAL.
    2. Beissner, Patrick & Werner, Jan, 2023. "Optimal allocations with α-MaxMin utilities, Choquet expected utilities, and Prospect Theory," Theoretical Economics, Econometric Society, vol. 18(3), July.
    3. Jan Werner, 2021. "Participation in risk sharing under ambiguity," Theory and Decision, Springer, vol. 90(3), pages 507-519, May.

  12. Lorenzo Bastianello & Alain Chateauneuf, 2016. "About delay aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302543, HAL.

    Cited by:

    1. Jean-Pierre Drugeon & Thai Ha Huy, 2022. "A not so myopic axiomatization of discounting," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(1), pages 349-376, February.
    2. Faruk Gul & Paulo Natenzon & Wolfgang Pesendorfer, 2020. "Random Evolving Lotteries and Intrinsic Preference for Information," Working Papers 2020-71, Princeton University. Economics Department..
    3. Lorenzo Bastianello & José Heleno Faro, 2023. "Choquet expected discounted utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1071-1098, May.
    4. Jean-Pierre Drugeon & Thai Ha-Huy, 2018. "Towards a Decomposition for the Future: Closeness, Remoteness & Temporal Biases," Working Papers halshs-01962035, HAL.
    5. Faruk Gul & Paulo Natenzon & Wolfgang Pesendorfer, 2021. "Random Evolving Lotteries and Intrinsic Preference for Information," Econometrica, Econometric Society, vol. 89(5), pages 2225-2259, September.
    6. Bastianello, Lorenzo, 2017. "A topological approach to delay aversion," Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 1-12.
    7. Christopher P. Chambers & Federico Echenique, 2020. "The Pareto Comparisons of a Group of Exponential Discounters," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 622-640, May.

  13. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016. "Infinite supermodularity and preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302555, HAL.

    Cited by:

    1. Brian Duricy, 2023. "Preferences on Ranked-Choice Ballots," Papers 2301.02697, arXiv.org.

  14. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01224491, HAL.

    Cited by:

    1. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.

  15. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01161662, HAL.

    Cited by:

  16. Alain Chateauneuf & Ghizlane Lakhnati, 2015. "Increases in risk and demand for a risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01161663, HAL.

    Cited by:

    1. Broll, Udo & Guo, Xu & Welzel, Peter & Wong, Wing-Keung, 2015. "The banking firm and risk taking in a two-moment decision model," Economic Modelling, Elsevier, vol. 50(C), pages 275-280.
    2. Inmaculada Rodríguez-Puerta & Alberto A. Álvarez-López, 2022. "A model for the optimal selection of lenders," Annals of Operations Research, Springer, vol. 313(2), pages 1269-1284, June.

  17. Marcello Basili & Alain Chateauneuf, 2014. "Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule," Working Papers 2014-541, Department of Research, Ipag Business School.

    Cited by:

    1. Marcello Basili, 2013. "Ellsberg Rules and Keynes’s State of Long-Term Expectation: More Than an Accordance," Department of Economics University of Siena 685, Department of Economics, University of Siena.
    2. Marcello Basili, 2018. "Aggregation of experts’ opinions and conditional consensus opinion," Department of Economics University of Siena 780, Department of Economics, University of Siena.
    3. Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019. "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena 808, Department of Economics, University of Siena.
    4. Marcello Basili & Carlo Zappia, 2018. "Ellsberg’s Decision Rules and Keynes’s Long-Term Expectations," Department of Economics University of Siena 777, Department of Economics, University of Siena.

  18. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers 2014-181, Department of Research, Ipag Business School.

    Cited by:

    1. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.
    2. Marko Volker Krause, 2018. "Effects of a capital gains tax on asset pricing," Business Research, Springer;German Academic Association for Business Research, vol. 11(1), pages 115-148, February.

  19. Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2014. "Ignorance and competence in choices under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01015299, HAL.

    Cited by:

    1. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).

  20. Alain Chateauneuf & Caroline Ventura, 2013. "G-continuity, impatience and myopia for Choquet multi-period utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00964446, HAL.

    Cited by:

    1. Faruk Gul & Paulo Natenzon & Wolfgang Pesendorfer, 2020. "Random Evolving Lotteries and Intrinsic Preference for Information," Working Papers 2020-71, Princeton University. Economics Department..
    2. Lorenzo Bastianello & Alain Chateauneuf, 2016. "About delay aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302543, HAL.
    3. Alain Chateauneuf & Freddy Delbaen & Caroline Ventura, 2024. "A solution to a conjecture of David Schmeidler," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(2), pages 183-189, December.
    4. Bastianello, Lorenzo, 2017. "A topological approach to delay aversion," Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 1-12.

  21. Alain Chateauneuf & José Heleno Faro, 2012. "On the confidence preferences model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685409, HAL.

    Cited by:

    1. Sadowski, Philipp & Sarver, Todd, 2024. "Adaptive preferences: An evolutionary model of non-expected utility and ambiguity aversion," Journal of Economic Theory, Elsevier, vol. 218(C).
    2. Faro, José Heleno, 2012. "Cobb-Douglas Preferences under Uncertainty," Insper Working Papers wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  22. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685413, HAL.

    Cited by:

    1. Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
    2. Beißner, Patrick, 2014. "Coherent price systems and uncertainty-neutral valuation," Center for Mathematical Economics Working Papers 464, Center for Mathematical Economics, Bielefeld University.
    3. Tarik Driouchi & Lenos Trigeorgis & Raymond H. Y. So, 2018. "Option implied ambiguity and its information content: Evidence from the subprime crisis," Annals of Operations Research, Springer, vol. 262(2), pages 463-491, March.
    4. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
    5. Gianluca Cassese, 2021. "Complete and competitive financial markets in a complex world," Finance and Stochastics, Springer, vol. 25(4), pages 659-688, October.
    6. Patrick Bei{ss}ner, 2012. "Coherent Price Systems and Uncertainty-Neutral Valuation," Papers 1202.6632, arXiv.org.
    7. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," PSE-Ecole d'économie de Paris (Postprint) halshs-02495663, HAL.
    8. Alain Chateauneuf & Bernard Cornet, 2025. "Financial Markets With Hedging Complements," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202510, University of Kansas, Department of Economics.
    9. Hu, Wei & Zheng, Zhenlong, 2020. "Expectile CAPM," Economic Modelling, Elsevier, vol. 88(C), pages 386-397.
    10. Beißner, Patrick & Riedel, Frank, 2016. "Knight-Walras equilibria," Center for Mathematical Economics Working Papers 558, Center for Mathematical Economics, Bielefeld University.
    11. Lécuyer, Emy & Riedel, Frank & Stanca, Lorenzo, 2024. "Arbitrage Pricing in Convex, Cash-Additive Markets," Center for Mathematical Economics Working Papers 694, Center for Mathematical Economics, Bielefeld University.
    12. Gerasimou, Georgios, 2015. "A Characterization of Risk-Neutral and Ambiguity-Averse Behavior," MPRA Paper 68159, University Library of Munich, Germany.
    13. Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019. "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena 808, Department of Economics, University of Siena.
    14. Yaarit Even & Ehud Lehrer, 2014. "Decomposition-integral: unifying Choquet and the concave integrals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 33-58, May.
    15. Marcello Basili & Carlo Zappia, 2018. "Ellsberg’s Decision Rules and Keynes’s Long-Term Expectations," Department of Economics University of Siena 777, Department of Economics, University of Siena.
    16. Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023. "A representation of Keynes's long-term expectation in financial markets," Working Papers hal-03999320, HAL.

  23. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

    Cited by:

    1. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
    2. Maria Näther, 2019. "The effect of the central bank’s standing facilities on interbank lending and bank liquidity holding," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(3), pages 537-577, October.
    3. Chudjakow, Tatjana & Riedel, Frank, 2010. "The Best Choice Problem under Ambiguity," Center for Mathematical Economics Working Papers 413, Center for Mathematical Economics, Bielefeld University.
    4. Yehuda Izhakian & Zur Izhakian, 2015. "Decision making in phantom spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 59-98, January.
    5. Christian Gollier, 2014. "Optimal insurance design of ambiguous risks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(3), pages 555-576, November.
    6. Zhang, Yu, 2022. "Subjective beliefs and ambiguity aversion," Economics Letters, Elsevier, vol. 212(C).
    7. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," PSE-Ecole d'économie de Paris (Postprint) halshs-02495663, HAL.
    8. Shiri Alon & Aviad Heifetz, 2014. "The logic of Knightian games," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(2), pages 161-182, October.
    9. Eisei Ohtaki, 2023. "Optimality in an OLG model with nonsmooth preferences," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 611-659, September.
    10. Faro, José Heleno, 2012. "Cobb-Douglas Preferences under Uncertainty," Insper Working Papers wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    11. Angelos Angelopoulos & Leonidas Koutsougeras, 2015. "Value allocation under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(1), pages 147-167, May.
    12. Lombardi, Michele & Yoshihara, Naoki & 吉原, 直毅 & ヨシハラ, ナオキ, 2010. "A Full Characterization of Nash Implementation with Strategy Space Reduction," Discussion Paper Series a538, Institute of Economic Research, Hitotsubashi University.
    13. Saskia ter Ellen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2016. "Agreeing on disagreement: heterogeneity or uncertainty?," Working Paper 2016/4, Norges Bank.
    14. Boonen, Tim J. & Jiang, Wenjun, 2022. "Bilateral risk sharing in a comonotone market with rank-dependent utilities," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 361-378.
    15. Frederik S. Herzberg, 2013. "The (im)possibility of collective risk measurement: Arrovian aggregation of variational preferences," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 69-92, May.
    16. Jan Werner, 2021. "Participation in risk sharing under ambiguity," Theory and Decision, Springer, vol. 90(3), pages 507-519, May.
    17. Zhiwei Liu, 2014. "A note on the welfare of the maximin rational expectations," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(2), pages 213-218, October.
    18. Patrick Beissner, 2017. "Equilibrium prices and trade under ambiguous volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 213-238, August.
    19. Tamini, Lota D., 2012. "Optimal quality choice under uncertainty on market development," MPRA Paper 40845, University Library of Munich, Germany.
    20. M. Peiris & Alexandros Vardoulakis, 2013. "Savings and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 153-180, September.
    21. Tamini, Lota Dabio, 2012. "Optimal quality choice under uncertainty on market development," Working Papers 148589, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    22. Patrick Beissner & Frank Riedel, 2018. "Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty," Finance and Stochastics, Springer, vol. 22(3), pages 603-620, July.
    23. De Castro, Luciano & Yannelis, Nicholas C., 2018. "Uncertainty, efficiency and incentive compatibility: Ambiguity solves the conflict between efficiency and incentive compatibility," Journal of Economic Theory, Elsevier, vol. 177(C), pages 678-707.
    24. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
    25. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Trading, Ambiguity and Information in the Options Market," SocArXiv ewunv, Center for Open Science.
    26. Boonen, Tim J., 2017. "Risk Redistribution Games With Dual Utilities," ASTIN Bulletin, Cambridge University Press, vol. 47(1), pages 303-329, January.

  24. Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685408, HAL.

    Cited by:

    1. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
    2. Maria Näther, 2019. "The effect of the central bank’s standing facilities on interbank lending and bank liquidity holding," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(3), pages 537-577, October.
    3. Jack Stecher & Radhika Lunawat & Kira Pronin & John Dickhaut, 2007. "Decision Making and Trade without Probabilities," CIRANO Working Papers 2007s-21, CIRANO.
    4. Chudjakow, Tatjana & Riedel, Frank, 2010. "The Best Choice Problem under Ambiguity," Center for Mathematical Economics Working Papers 413, Center for Mathematical Economics, Bielefeld University.
    5. Vassili Vergopoulos, 2011. "Dynamic consistency for non-expected utility preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 493-518, October.
    6. Yehuda Izhakian & Zur Izhakian, 2015. "Decision making in phantom spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 59-98, January.
    7. Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01109639, HAL.
    8. Christian Gollier, 2014. "Optimal insurance design of ambiguous risks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(3), pages 555-576, November.
    9. Zhang, Yu, 2022. "Subjective beliefs and ambiguity aversion," Economics Letters, Elsevier, vol. 212(C).
    10. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," PSE-Ecole d'économie de Paris (Postprint) halshs-02495663, HAL.
    11. Shiri Alon & Aviad Heifetz, 2014. "The logic of Knightian games," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(2), pages 161-182, October.
    12. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," Post-Print hal-00685413, HAL.
    13. Eisei Ohtaki, 2023. "Optimality in an OLG model with nonsmooth preferences," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 611-659, September.
    14. Beißner, Patrick & Riedel, Frank, 2016. "Knight-Walras equilibria," Center for Mathematical Economics Working Papers 558, Center for Mathematical Economics, Bielefeld University.
    15. Faro, José Heleno, 2012. "Cobb-Douglas Preferences under Uncertainty," Insper Working Papers wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    16. Riedel, Frank & Beißner, Patrick, 2016. "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Center for Mathematical Economics Working Papers 527, Center for Mathematical Economics, Bielefeld University.
    17. Angelos Angelopoulos & Leonidas Koutsougeras, 2015. "Value allocation under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(1), pages 147-167, May.
    18. Beissner, Patrick & Riedel, Frank, 2019. "Equilibria Under Knightian Price Uncertainty," Rationality and Competition Discussion Paper Series 142, CRC TRR 190 Rationality and Competition.
    19. Lombardi, Michele & Yoshihara, Naoki & 吉原, 直毅 & ヨシハラ, ナオキ, 2010. "A Full Characterization of Nash Implementation with Strategy Space Reduction," Discussion Paper Series a538, Institute of Economic Research, Hitotsubashi University.
    20. Saskia ter Ellen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2016. "Agreeing on disagreement: heterogeneity or uncertainty?," Working Paper 2016/4, Norges Bank.
    21. Boonen, Tim J. & Jiang, Wenjun, 2022. "Bilateral risk sharing in a comonotone market with rank-dependent utilities," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 361-378.
    22. Frederik S. Herzberg, 2013. "The (im)possibility of collective risk measurement: Arrovian aggregation of variational preferences," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 69-92, May.
    23. Jan Werner, 2021. "Participation in risk sharing under ambiguity," Theory and Decision, Springer, vol. 90(3), pages 507-519, May.
    24. Zhiwei Liu, 2014. "A note on the welfare of the maximin rational expectations," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(2), pages 213-218, October.
    25. Patrick Beissner, 2017. "Equilibrium prices and trade under ambiguous volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 213-238, August.
    26. Tamini, Lota D., 2012. "Optimal quality choice under uncertainty on market development," MPRA Paper 40845, University Library of Munich, Germany.
    27. M. Peiris & Alexandros Vardoulakis, 2013. "Savings and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 153-180, September.
    28. Tamini, Lota Dabio, 2012. "Optimal quality choice under uncertainty on market development," Working Papers 148589, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    29. Patrick Beissner & Frank Riedel, 2018. "Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty," Finance and Stochastics, Springer, vol. 22(3), pages 603-620, July.
    30. De Castro, Luciano & Yannelis, Nicholas C., 2018. "Uncertainty, efficiency and incentive compatibility: Ambiguity solves the conflict between efficiency and incentive compatibility," Journal of Economic Theory, Elsevier, vol. 177(C), pages 678-707.
    31. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
    32. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Trading, Ambiguity and Information in the Options Market," SocArXiv ewunv, Center for Open Science.
    33. Boonen, Tim J., 2017. "Risk Redistribution Games With Dual Utilities," ASTIN Bulletin, Cambridge University Press, vol. 47(1), pages 303-329, January.

  25. Marcello Basili & Alain Chateauneuf, 2011. "Extreme events and entropy: A multiple quantile utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685405, HAL.

    Cited by:

    1. Helena Gaspars-Wieloch, 2017. "Newsvendor problem under complete uncertainty: a case of innovative products," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(3), pages 561-585, September.
    2. Marcello Basili & Luca Pratelli, 2013. "Aggregation of not necessarily independent opinions," Department of Economics University of Siena 677, Department of Economics, University of Siena.
    3. Alexander Zimper, 2012. "The emergence of "fifty-fifty" probability judgements in a conditional Savage world," Working Papers 201221, University of Pretoria, Department of Economics.
    4. Marcello Basili & Alain Chateauneuf, 2013. "Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule," Department of Economics University of Siena 676, Department of Economics, University of Siena.
    5. Marcello Basili, 2013. "Ellsberg Rules and Keynes’s State of Long-Term Expectation: More Than an Accordance," Department of Economics University of Siena 685, Department of Economics, University of Siena.
    6. Marcello Basili & Silvia Ferrini & Emanuele Montomoli, 2012. "Swine influenza and vaccines: an alternative approach for decision making about pandemic prevention," Department of Economics University of Siena 647, Department of Economics, University of Siena.
    7. Marcello Basili & Carlo Zappia, 2018. "Ellsberg’s Decision Rules and Keynes’s Long-Term Expectations," Department of Economics University of Siena 777, Department of Economics, University of Siena.
    8. Marcello Basili & Antonio Nicita, 2020. "The Covid-19/SARS CoV-2 pandemic outbreak and the risk of institutional failures," Department of Economics University of Siena 823, Department of Economics, University of Siena.
    9. Marcello Basili & Federico Crudu, 2021. "Aggregation of Experts Opinions and the Assessment of Tipping Points. Catastrophic Forecasts for Higher Temperature Changes," Department of Economics University of Siena 868, Department of Economics, University of Siena.
    10. Helena Gaspars-Wieloch, 2019. "Project Net Present Value estimation under uncertainty," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(1), pages 179-197, March.
    11. Helena Gaspars-Wieloch, 2015. "On a decision rule supported by a forecasting stage based on the decision maker’s coefficient of optimism," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(3), pages 579-594, September.

  26. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011. "Regular updating," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00455779, HAL.

    Cited by:

    1. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray," Theory and Decision, Springer, vol. 71(1), pages 1-10, July.
    2. Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
    3. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00664715, HAL.
    4. Aurélien Baillon & Han Bleichrodt & Umut Keskin & Olivier L'Haridon & Author-Name: Chen Li, 2013. "Learning under ambiguity: An experiment using initial public offerings on a stock market," Economics Working Paper Archive (University of Rennes & University of Caen) 201331, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.

  27. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634653, HAL.

    Cited by:

    1. Daniele Pennesi, 2013. "Endogenous Status Quo," Carlo Alberto Notebooks 314, Collegio Carlo Alberto.
    2. Alessandra Cillo & Philippe Delquié, 2013. "Mean-Risk Analysis with Enhanced Behavioral Content," Working Papers 498, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    3. Marta Cardin & Bennett Eisenberg & Luisa Tibiletti, 2012. "Bid and Ask Prices Tailored to Traders' Risk Aversion and Gain Propension: a Normative Approach," International Journal of Business Research and Management (IJBRM), Computer Science Journals (CSC Journals), vol. 3(6), pages 294-306, December.
    4. Jungeilges, Jochen & Maklakova, Elena & Perevalova, Tatyana, 2021. "Asset price dynamics in a “bull and bear market”," Structural Change and Economic Dynamics, Elsevier, vol. 56(C), pages 117-128.
    5. Rinaldi, Francesca, 2009. "Endogenous incompleteness of financial markets: The role of ambiguity and ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 880-901, December.

  28. Alain Chateauneuf & José Heleno Faro, 2009. "Ambiguity through confidence functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634651, HAL.

    Cited by:

    1. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    2. ,, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, vol. 7(3), September.
    3. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2012. "Probabilistic sophistication, second order stochastic dominance and uncertainty aversion," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 271-283.
    4. Godfrey Cadogan, 2012. "Representation theory for risk on markowitz-tversky-kahneman topology," Economics Bulletin, AccessEcon, vol. 32(4), pages 1-34.
    5. Matthias Lang, 2015. "First-Order and Second-Order Ambiguity Aversion," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2015_13, Max Planck Institute for Research on Collective Goods.
    6. McClellon, Morgan, 2016. "Confidence models of incomplete preferences," Mathematical Social Sciences, Elsevier, vol. 83(C), pages 30-34.
    7. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
    8. Jingyi Xue, 2020. "Preferences with changing ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 1-60, February.
    9. Francesco Fabbri & Giulio Principi & Lorenzo Stanca, 2024. "Absolute and Relative Ambiguity Attitudes," Papers 2406.01343, arXiv.org, revised Jun 2024.
    10. Gérard Mondello, 2023. "Information Source's Reliability," GREDEG Working Papers 2023-18, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    11. Spyros Galanis, 2021. "Speculative trade and the value of public information," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(1), pages 53-68, February.
    12. Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City University London.
    13. Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2023. "Randomization advice and ambiguity aversion," Papers 2301.03304, arXiv.org, revised Jul 2024.
    14. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    15. Faro, José Heleno, 2011. "Variational Bewley Preferences," Insper Working Papers wpe_258, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    16. Knispel, Thomas & Laeven, Roger J.A. & Svindland, Gregor, 2016. "Robust optimal risk sharing and risk premia in expanding pools," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 182-195.
    17. Paolo Ghirardato & Daniele Pennesi, 2023. "Randomizing without randomness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1009-1037, May.
    18. Baillon, Aurélien & Placido, Lætitia, 2019. "Testing constant absolute and relative ambiguity aversion," Journal of Economic Theory, Elsevier, vol. 181(C), pages 309-332.
    19. Hengjie Ai & Ravi Bansal, 2016. "Risk Preferences and The Macro Announcement Premium," NBER Working Papers 22527, National Bureau of Economic Research, Inc.
    20. Joseph Halpern & Samantha Leung, 2015. "Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions," Theory and Decision, Springer, vol. 79(3), pages 415-450, November.
    21. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.
    22. Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2019. "Is Ellsberg behavior evidence of ambiguity aversion?," Graz Economics Papers 2019-07, University of Graz, Department of Economics.
    23. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto.
    24. Ehud Lehrer & Roee Tepper, 2013. "Concave Expected Utility and Event Separability," Levine's Working Paper Archive 786969000000000809, David K. Levine.
    25. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient Allocations under Ambiguity," Scholarly Articles 11352637, Harvard University Department of Economics.
    26. Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2022. "An Ellsberg paradox for ambiguity aversion," Papers 2212.03603, arXiv.org, revised Jan 2023.
    27. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    28. Victor Filipe Martins da Rocha, 2010. "Interim efficiency with MEU-preferences," Post-Print hal-01413020, HAL.
    29. He, Ying & Dyer, James S. & Butler, John C. & Jia, Jianmin, 2019. "An additive model of decision making under risk and ambiguity," Journal of Mathematical Economics, Elsevier, vol. 85(C), pages 78-92.
    30. Peter Caradonna & Christopher P. Chambers, 2024. "Revealed Invariant Preference," Papers 2408.04573, arXiv.org.
    31. Sadowski, Philipp & Sarver, Todd, 2024. "Adaptive preferences: An evolutionary model of non-expected utility and ambiguity aversion," Journal of Economic Theory, Elsevier, vol. 218(C).
    32. Ma, Jinling & Zhao, Chen, 2024. "Logic-based updating," Journal of Economic Theory, Elsevier, vol. 221(C).
    33. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2014. "Ignorance and competence in choices under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 143-150.
    34. Aurélien Baillon & Zhenxing Huang & Asli Selim & Peter P. Wakker, 2018. "Measuring Ambiguity Attitudes for All (Natural) Events," Econometrica, Econometric Society, vol. 86(5), pages 1839-1858, September.
    35. Lorenzo Bastianello & José Heleno Faro, 2023. "Choquet expected discounted utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1071-1098, May.
    36. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014. "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 1-17, February.
    37. Blavatskyy, Pavlo R., 2013. "Two examples of ambiguity aversion," Economics Letters, Elsevier, vol. 118(1), pages 206-208.
    38. Michael Greinecker & Christoph Kuzmics, 2019. "Limit Orders under Knightian Uncertainty," Graz Economics Papers 2019-03, University of Graz, Department of Economics.
    39. Li, Jian & Zhou, Junjie, 2020. "Information order in monotone decision problems under uncertainty," Journal of Economic Theory, Elsevier, vol. 187(C).
    40. Faro, José Heleno, 2012. "Cobb-Douglas Preferences under Uncertainty," Insper Working Papers wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    41. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Post-Print halshs-00429573, HAL.
    42. Lorenzo Bastianello & José Heleno Faro & Ana Santos, 2022. "Dynamically consistent objective and subjective rationality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 477-504, September.
    43. Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
    44. Gérard Mondello, 2021. "Uncertainty and Information Sources' Reliability," GREDEG Working Papers 2021-31, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    45. Youichiro Higashi & Kazuya Hyogo & Norio Takeoka, 2020. "Costly Subjective Learning," KIER Working Papers 1040, Kyoto University, Institute of Economic Research.
    46. Florian Schneider & Martin Schonger, 2015. "An experimental test of the Anscombe-Aumann Monotonicity axiom," ECON - Working Papers 207, Department of Economics - University of Zurich, revised May 2017.
    47. Frick, Mira & Iijima, Ryota & Le Yaouanq, Yves, 2019. "Boolean Representations of Preferences under Ambiguity," Rationality and Competition Discussion Paper Series 173, CRC TRR 190 Rationality and Competition.
    48. Ge Bai & Ranjani Krishnan, 2016. "Effects of Ambiguous Common Uncertainty on Employee Preference for Relative Performance Contracts," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 6, pages 65-93, December.
    49. Stefan Trautmann & Peter P. Wakker, 2018. "Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications," Journal of Risk and Uncertainty, Springer, vol. 56(1), pages 83-116, February.
    50. Paolo Ghirardato & Daniele Pennesi, 2018. "A general theory of subjective mixtures," Carlo Alberto Notebooks 573, Collegio Carlo Alberto, revised 2020.
    51. Li, Jian & Zhou, Junjie, 2016. "Blackwell's informativeness ranking with uncertainty-averse preferences," Games and Economic Behavior, Elsevier, vol. 96(C), pages 18-29.
    52. Ivanenko, Victor & Pasichnichenko, Illia, 2016. "Expected utility for nonstochastic risk," MPRA Paper 70433, University Library of Munich, Germany.
    53. Baillon, Aurélien & Bleichrodt, Han & Li, Chen & Wakker, Peter P., 2021. "Belief hedges: Measuring ambiguity for all events and all models," Journal of Economic Theory, Elsevier, vol. 198(C).
    54. Sigrid Källblad, 2017. "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Finance and Stochastics, Springer, vol. 21(2), pages 397-425, April.
    55. Christoph Bühren & Fabian Meier & Marco Pleßner, 2023. "Ambiguity aversion: bibliometric analysis and literature review of the last 60 years," Management Review Quarterly, Springer, vol. 73(2), pages 495-525, June.
    56. Eric André, 2016. "Crisp monetary acts in multiple-priors models of decision under ambiguity," Post-Print hal-02311921, HAL.
    57. Lehrer, Ehud & Teper, Roee, 2015. "Subjective independence and concave expected utility," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 33-53.
    58. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.
    59. Roee Teper, 2016. "Who is a Bayesian?," Working Paper 5861, Department of Economics, University of Pittsburgh.
    60. ,, 2013. "Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion," Theoretical Economics, Econometric Society, vol. 8(1), January.
    61. Enrica Carbone & Xueqi Dong & John Hey, 2017. "Elicitation of preferences under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 54(2), pages 87-102, April.
    62. Massimo Marinacci, 2015. "Model Uncertainty," Working Papers 553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    63. Ravi Bansal & Hengjie Ai, 2016. "Macro Announcement Premium and Risk Preferences," 2016 Meeting Papers 715, Society for Economic Dynamics.
    64. Soheil Ghili & Peter Klibanoff, 2021. "If It Is Surely Better, Do It More? Implications for Preferences Under Ambiguity," Management Science, INFORMS, vol. 67(12), pages 7619-7636, December.
    65. Anna Gumena & Andrei Savochkin, 2012. "Dynamically Stable Preferences," Carlo Alberto Notebooks 263, Collegio Carlo Alberto.
    66. Galanis, Spyros, 2018. "Financial complexity and trade," Games and Economic Behavior, Elsevier, vol. 112(C), pages 219-230.
    67. Brian Hill, 2021. "Decision under Uncertainty," Post-Print hal-03504015, HAL.
    68. Roee Teper, 2015. "Subjective Independence and Concave Expected Utility," Working Paper 5865, Department of Economics, University of Pittsburgh.
    69. Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Other publications TiSEM 08f59c7c-7302-47f9-9a9b-b, Tilburg University, School of Economics and Management.
    70. Christopher P. Chambers & Federico Echenique & Nicolas S. Lambert, 2023. "Recovering utility," Papers 2301.11492, arXiv.org.
    71. Ivanenko, Victor & Pasichnichenko, Illia, 2017. "Expected utility for nonstochastic risk," Mathematical Social Sciences, Elsevier, vol. 86(C), pages 18-22.
    72. Hill, Brian, 2023. "Beyond uncertainty aversion," Games and Economic Behavior, Elsevier, vol. 141(C), pages 196-222.
    73. Joseph Y. Halpern & Samantha Leung, 2016. "Minimizing regret in dynamic decision problems," Theory and Decision, Springer, vol. 81(1), pages 123-151, June.
    74. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dispersed Behavior and Perceptions in Assortative Societies," Cowles Foundation Discussion Papers 2180, Cowles Foundation for Research in Economics, Yale University.
    75. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
    76. Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
    77. Christian Bauer, 2012. "Products of non-additive measures: a Fubini-like theorem," Theory and Decision, Springer, vol. 73(4), pages 621-647, October.
    78. Lorenzo Bastianello & Jos'e Heleno Faro, 2019. "Time discounting under uncertainty," Papers 1911.00370, arXiv.org, revised Mar 2020.
    79. Hill, Brian, 2013. "Confidence and decision," Games and Economic Behavior, Elsevier, vol. 82(C), pages 675-692.
    80. Karni, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications,, Elsevier.
    81. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo, 2022. "Ambiguity aversion and wealth effects," Journal of Economic Theory, Elsevier, vol. 199(C).
    82. Chambers, Christopher P. & Liu, Ce & Rehbeck, John, 2020. "Costly information acquisition," Journal of Economic Theory, Elsevier, vol. 186(C).
    83. Brian Hill, 2023. "Beyond Uncertainty Aversion," Post-Print hal-02428398, HAL.

  29. Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671302, HAL.

    Cited by:

    1. Didier Dubois, 2010. "Representation, Propagation, and Decision Issues in Risk Analysis Under Incomplete Probabilistic Information," Risk Analysis, John Wiley & Sons, vol. 30(3), pages 361-368, March.
    2. Albrecht, Peter & Huggenberger, Markus, 2017. "The fundamental theorem of mutual insurance," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 180-188.

  30. Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2009. "Decision under Uncertainty: The Classical Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671295, HAL.

    Cited by:

    1. Franz Dietrich, 2021. "Fully Bayesian Aggregation," Post-Print hal-03194928, HAL.
    2. Helena Gaspars-Wieloch, 2018. "The Impact of the Structure of the Payoff Matrix on the Final Decision made Under Uncertainty," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(01), pages 1-27, February.

  31. Zaier Aouani & Alain Chateauneuf, 2008. "Exact Capacities and Star-Shaped Distorted Probabilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271367, HAL.

    Cited by:

    1. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    2. Nendel, Max & Streicher, Jan, 2023. "An axiomatic approach to default risk and model uncertainty in rating systems," Journal of Mathematical Economics, Elsevier, vol. 109(C).
    3. Max Nendel & Jan Streicher, 2023. "An axiomatic approach to default risk and model uncertainty in rating systems," Papers 2303.08217, arXiv.org, revised Sep 2023.
    4. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    5. Erio Castagnoli & Giacomo Cattelan & Fabio Maccheroni & Claudio Tebaldi & Ruodu Wang, 2021. "Star-shaped Risk Measures," Papers 2103.15790, arXiv.org, revised Apr 2022.
    6. Felix-Benedikt Liebrich & Cosimo Munari, 2022. "Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity," Mathematics and Financial Economics, Springer, volume 16, number 2, September.

  32. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2008. "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00273211, HAL.

    Cited by:

    1. Helena Gaspars-Wieloch, 2017. "Newsvendor problem under complete uncertainty: a case of innovative products," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(3), pages 561-585, September.
    2. A. Maron & M. Maron, 2019. "Minimizing the Maximum Risk of Currency Conversion for a Company Buying Abroad," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 59-67.
    3. Fulvio Fontini & Georg Umgiesser & Lucia Vergano, 2008. "The Role of Ambiguity in the Evaluation of the Net Benefits of the MOSE System in the Venice Lagoon," "Marco Fanno" Working Papers 0080, Dipartimento di Scienze Economiche "Marco Fanno".
    4. Meglena Jeleva & Stéphane Rossignol, 2019. "Optimists, Pessimists, and the Precautionary Principle," Post-Print hal-04256724, HAL.
    5. Aldred, Jonathan, 2013. "Justifying precautionary policies: Incommensurability and uncertainty," Ecological Economics, Elsevier, vol. 96(C), pages 132-140.
    6. BRECHET, Thierry & THENIE, Julien & ZEIMES, Thibaut & ZUBER, Stéphane, 2012. "The benefits of cooperation under uncertainty: the case of climate change," LIDAM Reprints CORE 2435, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Marcello Basili, 2008. "The global strategy to cope with H5N1: the property rights caveat," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 0908, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
    8. Marcello Basili & Antonio Nicita, 2020. "The Covid-19/SARS CoV-2 pandemic outbreak and the risk of institutional failures," Department of Economics University of Siena 823, Department of Economics, University of Siena.
    9. Helena Gaspars-Wieloch, 2019. "Project Net Present Value estimation under uncertainty," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(1), pages 179-197, March.
    10. Helena Gaspars-Wieloch, 2018. "The Impact of the Structure of the Payoff Matrix on the Final Decision made Under Uncertainty," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(01), pages 1-27, February.
    11. Helena Gaspars-Wieloch, 2014. "Modifications of the Hurwicz’s decision rule," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(4), pages 779-794, December.
    12. Helena Gaspars-Wieloch, 2015. "On a decision rule supported by a forecasting stage based on the decision maker’s coefficient of optimism," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(3), pages 579-594, September.
    13. Heyen, Daniel & Goeschl, Timo & Wiesenfarth , Boris, 2015. "Risk Assessment under Ambiguity: Precautionary Learning vs. Research Pessimism," Working Papers 0605, University of Heidelberg, Department of Economics.

  33. Alain Chateauneuf & Jean-Philippe Lefort, 2008. "Some Fubini theorems on product sigma-algebras for non-additive measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271357, HAL.

    Cited by:

    1. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.

  34. Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00327700, HAL.

    Cited by:

    1. Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A characterization of the 2-additive Choquet integral through cardinal information," Post-Print halshs-00625708, HAL.
    2. Boczek, Michał & Hovana, Anton & Hutník, Ondrej & Kaluszka, Marek, 2021. "New monotone measure-based integrals inspired by scientific impact problem," European Journal of Operational Research, Elsevier, vol. 290(1), pages 346-357.
    3. Michał Boczek, 2015. "On some risk measures," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 37, pages 323-338.
    4. Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A representation of preferences by the Choquet integral with respect to a 2-additive capacity," Theory and Decision, Springer, vol. 71(3), pages 297-324, September.
    5. Christopher P. Chambers & Federico Echenique & Nicolas S. Lambert, 2023. "Recovering utility," Papers 2301.11492, arXiv.org.
    6. Christopher P. Chambers & Alan D. Miller, 2023. "Multiple Adjusted Quantiles," Papers 2305.06354, arXiv.org.

  35. Alain Chateauneuf & Jean-Yves Jaffray, 2008. "Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649208, HAL.

    Cited by:

    1. Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A characterization of the 2-additive Choquet integral through cardinal information," Post-Print halshs-00625708, HAL.
    2. Tuan-Anh Vu & Sohaib Afifi & Eric Lefèvre & Frédéric Pichon, 2025. "Optimization problems with uncertain objective coefficients using capacities," Annals of Operations Research, Springer, vol. 344(1), pages 383-412, January.
    3. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2001. "Entrepreneurial Innovation," GE, Growth, Math methods 0103002, University Library of Munich, Germany.
    4. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2016. "Throwing good money after bad," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 175-202, November.
    5. Michel Grabisch & Tong Li, 2011. "On the set of imputations induced by the k-additive core," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00625339, HAL.
    6. Corrente, Salvatore & Greco, Salvatore & Ishizaka, Alessio, 2016. "Combining analytical hierarchy process and Choquet integral within non-additive robust ordinal regression," Omega, Elsevier, vol. 61(C), pages 2-18.
    7. Takao Asano & Hiroyuki Kojima, 2014. "Modularity and monotonicity of games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 80(1), pages 29-46, August.
    8. Victor H. Aguiar & Maria Jose Boccardi & Nail Kashaev & Jeongbin Kim, 2018. "Random Utility and Limited Consideration," Papers 1812.09619, arXiv.org, revised Jul 2022.
    9. Michel Grabisch & Ivan Kojadinovic & Patrick Meyer, 2008. "A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package," Post-Print halshs-00187175, HAL.
    10. Ulrich Faigle & Michel Grabisch, 2011. "A Discrete Choquet Integral for Ordered Systems," Post-Print halshs-00563926, HAL.
    11. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016. "Infinite supermodularity and preferences," PSE-Ecole d'économie de Paris (Postprint) hal-01302555, HAL.
    12. Victor Ivanenko & Illia Pasichnichenko, 2019. "Kolmogorov Consistency Theorem for Nonstochastic Random Processes," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(2), pages 399-405, December.
    13. Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006. "Attitude toward imprecise information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00130179, HAL.
    14. Jian-Zhang Wu & Yi-Ping Zhou & Li Huang & Jun-Jie Dong, 2019. "Multicriteria Correlation Preference Information (MCCPI)-Based Ordinary Capacity Identification Method," Mathematics, MDPI, vol. 7(3), pages 1-13, March.
    15. Pedro Miranda & Michel Grabisch & Pedro Gil, 2005. "Axiomatic structure of k-additive capacities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00188165, HAL.
    16. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray," Theory and Decision, Springer, vol. 71(1), pages 1-10, July.
    17. Fujimoto, Katsushige & Kojadinovic, Ivan & Marichal, Jean-Luc, 2006. "Axiomatic characterizations of probabilistic and cardinal-probabilistic interaction indices," Games and Economic Behavior, Elsevier, vol. 55(1), pages 72-99, April.
    18. Yehuda Izhakian, 2012. "Ambiguity Measurement," Working Papers 12-01, New York University, Leonard N. Stern School of Business, Department of Economics.
    19. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2011. "Optimism and firm formation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(1), pages 1-38, January.
    20. Abellán, Joaquín & Baker, Rebecca M. & Coolen, Frank P.A., 2011. "Maximising entropy on the nonparametric predictive inference model for multinomial data," European Journal of Operational Research, Elsevier, vol. 212(1), pages 112-122, July.
    21. Vassili Vergopoulos, 2011. "Dynamic consistency for non-expected utility preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 493-518, October.
    22. Silvia Bortot & Mario Fedrizzi & Silvio Giove, 2011. "Modelling fraud detection by attack trees and Choquet integral," DISA Working Papers 2011/09, Department of Computer and Management Sciences, University of Trento, Italy, revised 31 Aug 2011.
    23. Michel Grabisch & Christophe Labreuche & Jean-Claude Vansnick, 2003. "On the Extension of Pseudo-Boolean Functions for the Aggregation of Interacting Criteria," Post-Print hal-00272780, HAL.
    24. Bernt P. Stigum, 2000. "Rationality in Econometrics," Econometric Society World Congress 2000 Contributed Papers 0747, Econometric Society.
    25. Miranda, Pedro & Grabisch, Michel, 2010. "k-Balanced games and capacities," European Journal of Operational Research, Elsevier, vol. 200(2), pages 465-472, January.
    26. Chateauneuf, Alain & Rebille, Yann, 2004. "Some characterizations of non-additive multi-period models," Mathematical Social Sciences, Elsevier, vol. 48(3), pages 235-250, November.
    27. Gong, Zaiwu & Guo, Weiwei & Słowiński, Roman, 2021. "Transaction and interaction behavior-based consensus model and its application to optimal carbon emission reduction," Omega, Elsevier, vol. 104(C).
    28. Pereira, Miguel Alves & Figueira, José Rui & Marques, Rui Cunha, 2020. "Using a Choquet integral-based approach for incorporating decision-maker’s preference judgments in a Data Envelopment Analysis model," European Journal of Operational Research, Elsevier, vol. 284(3), pages 1016-1030.
    29. Billot, Antoine & Thisse, Jacques-Francois, 2005. "How to share when context matters: The Mobius value as a generalized solution for cooperative games," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 1007-1029, December.
    30. Klaus Nehring, 2003. "Preference for Flexibility and Freedom of Choice in a Savage Framework," Working Papers 51, University of California, Davis, Department of Economics.
    31. Fabien Lange & Michel Grabisch, 2006. "Interaction transform for bi-set functions over a finite set," Post-Print hal-00186891, HAL.
    32. Takao Asano & Hiroyuki Kojima, 2022. "Choquet Integrals and Belief Functions," KIER Working Papers 1077, Kyoto University, Institute of Economic Research.
    33. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011. "Regular updating," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00455779, HAL.
    34. Denis Bouyssou & Thierry Marchant, 2013. "Multiattribute preference models with reference points," Post-Print hal-02359806, HAL.
    35. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," Post-Print hal-00685413, HAL.
    36. Takao Asano & Hiroyuki Kojima, 2013. "Modularity and Monotonicity of Games," KIER Working Papers 871, Kyoto University, Institute of Economic Research.
    37. Michael Magill & Klaus Nehring & Julian R. Betts, 2003. "Capacities And Probabilistic Beliefs: A Precarious Coexistence," Working Papers 263, University of California, Davis, Department of Economics.
    38. Michel Grabisch, 2016. "Bases and Transforms of Set Functions," PSE-Ecole d'économie de Paris (Postprint) hal-01302376, HAL.
    39. Yaron Azrieli & John Rehbeck, 2022. "Marginal stochastic choice," Papers 2208.08492, arXiv.org.
    40. Stauber, Ronald, 2019. "A strategic product for belief functions," Games and Economic Behavior, Elsevier, vol. 116(C), pages 38-64.
    41. Michel Grabisch & Christophe Labreuche, 2002. "The Symmetric and Asymmetric Choquet integrals on finite spaces for decision making," Post-Print halshs-00273184, HAL.
    42. Xueting Guan & Kaihong Guo & Ran Zhang & Xiao Han, 2024. "Unsupervised Identification for 2-Additive Capacity by Principal Component Analysis and Kendall’s Correlation Coefficient in Multi-Criteria Decision-Making," Mathematics, MDPI, vol. 13(1), pages 1-22, December.
    43. Takao Asano & Hiroyuki Kojima, 2013. "An Axiomatization of Choquet Expected Utility with Cominimum Independence," KIER Working Papers 878, Kyoto University, Institute of Economic Research.
    44. Peter Wakker, 2011. "Jaffray’s ideas on ambiguity," Theory and Decision, Springer, vol. 71(1), pages 11-22, July.
    45. Michel Grabisch & Christophe Labreuche, 2018. "Monotone decomposition of 2-additive Generalized Additive Independence models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02043268, HAL.
    46. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00664715, HAL.
    47. Michel Grabisch, 2003. "The Symmetric Sugeno Integral," Post-Print hal-00272084, HAL.
    48. Michel Grabisch, 2013. "The core of games on ordered structures and graphs," PSE-Ecole d'économie de Paris (Postprint) hal-00803233, HAL.
    49. Daniel Li Li & Erfang Shan, 2020. "Marginal contributions and derivatives for set functions in cooperative games," Journal of Combinatorial Optimization, Springer, vol. 39(3), pages 849-858, April.
    50. Ghirardato, Paolo, 1997. "On Independence for Non-Additive Measures, with a Fubini Theorem," Journal of Economic Theory, Elsevier, vol. 73(2), pages 261-291, April.
    51. Mikhail Timonin, 2016. "Choquet integral in decision analysis - lessons from the axiomatization," Papers 1611.09926, arXiv.org.
    52. Hamed Hamze Bajgiran & Federico Echenique, 2022. "Closure operators: Complexity and applications to classification and decision-making," Papers 2202.05339, arXiv.org, revised May 2022.
    53. Kojadinovic, Ivan, 2007. "Minimum variance capacity identification," European Journal of Operational Research, Elsevier, vol. 177(1), pages 498-514, February.
    54. Silvia Bortot & Ricardo Alberto Marques Pereira, 2013. "The binomial Gini inequality indices and the binomial decomposition of welfare functions," Working Papers 305, ECINEQ, Society for the Study of Economic Inequality.
    55. Ben Abdelaziz, F. & Masri, H., 2005. "Stochastic programming with fuzzy linear partial information on probability distribution," European Journal of Operational Research, Elsevier, vol. 162(3), pages 619-629, May.
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    57. Silvia Bortot & Ricardo Alberto Marques Pereira, 2011. "Inconsistency and non-additive Choquet integration in the Analytic Hierarchy Process," DISA Working Papers 2011/06, Department of Computer and Management Sciences, University of Trento, Italy, revised 29 Jul 2011.
    58. Pedro Miranda & Michel Grabisch, 2012. "An algorithm for finding the vertices of the k-additive monotone core," PSE-Ecole d'économie de Paris (Postprint) hal-00806905, HAL.
    59. Kolesárová, Anna & Li, Jun & Mesiar, Radko, 2018. "k-additive aggregation functions and their characterization," European Journal of Operational Research, Elsevier, vol. 265(3), pages 985-992.
    60. Miranda, Pedro & Grabisch, Michel & Gil, Pedro, 2006. "Dominance of capacities by k-additive belief functions," European Journal of Operational Research, Elsevier, vol. 175(2), pages 912-930, December.
    61. Stéphane Gonzalez & Michel Grabisch, 2012. "Preserving coalitional rationality for non-balanced games," Documents de travail du Centre d'Economie de la Sorbonne 12022r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Apr 2013.
    62. Klaus Nehring, "undated". "Capacities And Probabilistic Beliefs: A Precarious Coexistence," Department of Economics 97-08, California Davis - Department of Economics.
    63. J.- Y. Jaffray & Ph. Mongin, 1998. "Constrained egalitarianism in a simple redistributive model," THEMA Working Papers 98-37, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    64. Torra, Vicenç, 2023. "The transport problem for non-additive measures," European Journal of Operational Research, Elsevier, vol. 311(2), pages 679-689.
    65. Lopomo, Giuseppe & Rigotti, Luca & Shannon, Chris, 2011. "Knightian uncertainty and moral hazard," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1148-1172, May.
    66. Keiran Sharpe, 2018. "On Risk and Uncertainty, and Objective versus Subjective Probability," The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 49-72, June.
    67. Michel Grabisch, 2006. "Capacities and Games on Lattices: A Survey of Result," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179830, HAL.
    68. Chateauneuf, Alain & Rebille, Yann, 2004. "A Yosida-Hewitt decomposition for totally monotone games," Mathematical Social Sciences, Elsevier, vol. 48(1), pages 1-9, July.
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    70. Patrick Meyer & Grégory Ponthière, 2011. "Eliciting Preferences on Multiattribute Societies with a Choquet Integral," Computational Economics, Springer;Society for Computational Economics, vol. 37(2), pages 133-168, February.
    71. Silvia Angilella & Marta Bottero & Salvatore Corrente & Valentina Ferretti & Salvatore Greco & Isabella M. Lami, 2016. "Non Additive Robust Ordinal Regression for urban and territorial planning: an application for siting an urban waste landfill," Annals of Operations Research, Springer, vol. 245(1), pages 427-456, October.
    72. Miranda, P. & Combarro, E.F. & Gil, P., 2006. "Extreme points of some families of non-additive measures," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1865-1884, November.
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    74. Matthew Ryan, 2019. "Generalised Random Categorisation Rules," Working Papers 2019-03, Auckland University of Technology, Department of Economics.
    75. Silvia Angilella & Sally Giuseppe Arcidiacono & Salvatore Corrente & Salvatore Greco & Benedetto Matarazzo, 2020. "An application of the SMAA–Choquet method to evaluate the performance of sailboats in offshore regattas," Operational Research, Springer, vol. 20(2), pages 771-793, June.
    76. Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A representation of preferences by the Choquet integral with respect to a 2-additive capacity," Theory and Decision, Springer, vol. 71(3), pages 297-324, September.
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    81. Branke, Juergen & Corrente, Salvatore & Greco, Salvatore & Słowiński, Roman & Zielniewicz, Piotr, 2016. "Using Choquet integral as preference model in interactive evolutionary multiobjective optimization," European Journal of Operational Research, Elsevier, vol. 250(3), pages 884-901.
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    95. Takao Asano & Hiroyuki Kojima & Kaname Miyagishima, 2022. "A Simple Axiomatization of Neo-Additive Choquet Expected Utility Theory on a Finite State Space," KIER Working Papers 1080, Kyoto University, Institute of Economic Research.
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  36. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271265, HAL.

    Cited by:

    1. Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023. "Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
    2. Chiu, W. Henry, 2019. "Comparative statics in an ordinal theory of choice under risk," Mathematical Social Sciences, Elsevier, vol. 101(C), pages 113-123.
    3. Gilles Boevi Koumou & Georges Dionne, 2022. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Risks, MDPI, vol. 10(11), pages 1-19, October.
    4. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2014. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Working Papers 2014-579, Department of Research, Ipag Business School.
    5. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    6. Ola Mahmoud, 2022. "The Willingness to Pay for Diversification," Management Science, INFORMS, vol. 68(8), pages 6235-6249, August.
    7. Assa, Hirbod & Zimper, Alexander, 2018. "Preferences over all random variables: Incompatibility of convexity and continuity," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 71-83.
    8. Gilles Boevi Koumou, 2016. "Risk reduction and Diversification within Markowitz's Mean-Variance Model: Theoretical Revisit," Papers 1608.05024, arXiv.org, revised Aug 2016.
    9. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    10. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01336882, HAL.
    11. Wakker, Peter P. & Yang, Jingni, 2021. "Concave/convex weighting and utility functions for risk: A new light on classical theorems," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 429-435.
    12. Jean Baccelli, 2018. "Risk Attitudes in Axiomatic Decision Theory: a Conceptual Perspective," Post-Print hal-01620886, HAL.
    13. Jean Baccelli, 2018. "Risk attitudes in axiomatic decision theory: a conceptual perspective," Theory and Decision, Springer, vol. 84(1), pages 61-82, January.
    14. Moez Abouda, 2008. "Decreasing absolute risk aversion: some clarification," Post-Print halshs-00270648, HAL.
    15. Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
    16. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
    17. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Naive Diversification Preferences and their Representation," Papers 1611.01285, arXiv.org, revised Nov 2016.

  37. Alain Chateauneuf & Patrick Moyes, 2006. "A non-welfarist approach to inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156413, HAL.

    Cited by:

    1. Philippe Bich & Alain Chateauneuf & Caroline Ventura, 2023. "Social tension order: A new approach to inequality reduction," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04353027, HAL.
    2. Satya R. Chakravarty, 2009. "Equity and efficiency as components of a social welfare function," International Journal of Economic Theory, The International Society for Economic Theory, vol. 5(2), pages 181-199, June.
    3. Udo Ebert, 2009. "Taking empirical studies seriously: the principle of concentration and the measurement of welfare and inequality," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 32(4), pages 555-574, May.
    4. Chakravarty, Satya R. & D'Ambrosio, Conchita, 2013. "An axiomatic approach to the measurement of poverty reduction failure," Economic Modelling, Elsevier, vol. 35(C), pages 874-880.
    5. Ramses H. Abul Naga, 2022. "The Minimal Hilbert Basis of the Hammond Order Cone," Working Papers 2022-02, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
    6. Brice Magdalou, 2018. "A model of social welfare improving transfers," Working Papers hal-01975452, HAL.

  38. Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177057, HAL.

    Cited by:

    1. Mononen, Lasse, 2024. "Dynamically Consistent Intergenerational Welfare," Center for Mathematical Economics Working Papers 687, Center for Mathematical Economics, Bielefeld University.
    2. Fabio Maccheroni & Fabio Maccheroni & Massimo Marinacci & Massimo Marinacci, 2003. "How to cut a pizza fairly: Fair division with decreasing marginal evaluations," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 20(3), pages 457-465, June.
    3. Bach Dong-Xuan & Philippe Bich, 2024. "Dynamic choices, temporal invariance and variational discounting," Papers 2408.05632, arXiv.org.
    4. M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006. "Cores of non-atomic market games," International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
    5. Thai Ha-Huy & Tuyet Mai Nguyen, 2019. "Optimal growth and Ramsey-Rawls criteria," Documents de recherche 19-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    6. Kopylov, Igor, 2010. "Unbounded probabilistic sophistication," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 113-118, September.
    7. Marciano Siniscalchi, 2007. "Vector Expected Utility and Attitudes toward Variation," Discussion Papers 1455, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    8. Éric André, 2014. "Crisp Fair Gambles," AMSE Working Papers 1410, Aix-Marseille School of Economics, France, revised 15 Mar 2014.
    9. Massimiliano AMARANTE, 2013. "A Characterization of Exact Non-atomic Market Games," Cahiers de recherche 12-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    10. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.
    11. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research.
    12. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto.
    13. Chudjakow, Tatjana & Riedel, Frank, 2010. "The Best Choice Problem under Ambiguity," Center for Mathematical Economics Working Papers 413, Center for Mathematical Economics, Bielefeld University.
    14. Bach Dong-Xuan & Philippe Bich & Bertrand Wigniolle, 2025. "Prudent aggregation of quasi-hyperbolic experts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(2), pages 417-444, March.
    15. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004. "Variational representation of preferences under ambiguity," ICER Working Papers - Applied Mathematics Series 05-2004, ICER - International Centre for Economic Research.
    16. Sujoy Mukerji & Peter Klibanoff and Kyoungwon Seo, 2011. "Relevance and Symmetry," Economics Series Working Papers 539, University of Oxford, Department of Economics.
    17. Ghossoub, Mario, 2010. "Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"," MPRA Paper 37717, University Library of Munich, Germany, revised 22 Mar 2012.
    18. Mark Dean & Pietro Ortoleva, 2012. "Allais, Ellsberg, and Preferences for Hedging," Working Papers 2012-2, Brown University, Department of Economics.
    19. Massimo Marinacci, 2002. "Probabilistic Sophistication and Multiple Priors," Econometrica, Econometric Society, vol. 70(2), pages 755-764, March.
    20. Massimiliano Amarante & Fabio Maccheroni, 2006. "When an Event Makes a Difference," Theory and Decision, Springer, vol. 60(2), pages 119-126, May.
    21. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004. "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences," Carlo Alberto Notebooks 12, Collegio Carlo Alberto, revised 2006.
    22. Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2023. "Optimal insurance under maxmin expected utility," Finance and Stochastics, Springer, vol. 27(2), pages 467-501, April.
    23. Ha-Huy, Thai & Nguyen, Thi Tuyet Mai, 2022. "Saving and dissaving under Ramsey–Rawls criterion," Journal of Mathematical Economics, Elsevier, vol. 103(C).
    24. Mononen, Lasse, 2024. "Dynamically Consistent Intertemporal Dual-Self Expected Utility," Center for Mathematical Economics Working Papers 686, Center for Mathematical Economics, Bielefeld University.
    25. Jean-Pierre Drugeon & Thai Ha-Huy, 2018. "Towards a Decomposition for the Future: Closeness, Remoteness & Temporal Biases," Working Papers halshs-01962035, HAL.
    26. Craig Webb, 2015. "Piecewise additivity for non-expected utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(2), pages 371-392, October.
    27. Amarante, Massimiliano & Filiz, Emel, 2007. "Ambiguous events and maxmin expected utility," Journal of Economic Theory, Elsevier, vol. 134(1), pages 1-33, May.
    28. Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2020. "Optimal Insurance under Maxmin Expected Utility," Papers 2010.07383, arXiv.org.
    29. Ghossoub, Mario, 2010. "Belief heterogeneity in the Arrow-Borch-Raviv insurance model," MPRA Paper 37630, University Library of Munich, Germany, revised 22 Mar 2012.
    30. Eric André, 2016. "Crisp monetary acts in multiple-priors models of decision under ambiguity," Post-Print hal-02311921, HAL.
    31. Christopher P. Chambers & Federico Echenique, 2020. "The Pareto Comparisons of a Group of Exponential Discounters," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 622-640, May.
    32. Riedel, Frank, 2010. "Optimal Stopping under Ambiguity," Center for Mathematical Economics Working Papers 390, Center for Mathematical Economics, Bielefeld University.
    33. Bier, Monika & Engelage, Daniel, 2010. "Merging of Opinions under Uncertainty," Bonn Econ Discussion Papers 11/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
    34. Federica Ceron & Vassili Vergopoulos, 2021. "On stochastic independence under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 925-960, April.
    35. Nabil Kazi-Tani, 2018. "Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer," Working Papers hal-01742629, HAL.
    36. Polak, George G. & Rogers, David F. & Sweeney, Dennis J., 2010. "Risk management strategies via minimax portfolio optimization," European Journal of Operational Research, Elsevier, vol. 207(1), pages 409-419, November.
    37. Gaurab Aryal & Dong-Hyuk Kim, 2013. "Emprical Relevance of Ambiguity in First Price Auction Models," ANU Working Papers in Economics and Econometrics 2013-607, Australian National University, College of Business and Economics, School of Economics.
    38. Fabio Bellini & Tiantian Mao & Ruodu Wang & Qinyu Wu, 2024. "Disappointment concordance and duet expectiles," Papers 2404.17751, arXiv.org, revised Oct 2024.
    39. Mackenzie, Andrew, 2019. "A foundation for probabilistic beliefs with or without atoms," Theoretical Economics, Econometric Society, vol. 14(2), May.
    40. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research.
    41. Tian, Dejian & Tian, Weidong, 2014. "Optimal risk-sharing under mutually singular beliefs," Mathematical Social Sciences, Elsevier, vol. 72(C), pages 41-49.
    42. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Insurance Premia Consistent with the Market," ICER Working Papers - Applied Mathematics Series 24-2002, ICER - International Centre for Economic Research.
    43. Bier, Monika & Engelage, Daniel, 2011. "Merging of opinions under uncertainty," Center for Mathematical Economics Working Papers 433, Center for Mathematical Economics, Bielefeld University.
    44. Alain Chateauneuf & Jean-Philippe Lefort, 2006. "Some Fubini theorems on sigma-algebras for non additive measures," Cahiers de la Maison des Sciences Economiques b06086, Université Panthéon-Sorbonne (Paris 1).
    45. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research.

  39. Agnès Rico & Michel Grabisch & Christophe Labreuche & Alain Chateauneuf, 2005. "Preference modelling on totally ordered sets by the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00268984, HAL.

    Cited by:

    1. Michel Grabisch & Christophe Labreuche, 2008. "A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00267932, HAL.
    2. Michel Grabisch, 2006. "Representation of preferences over a finite scale by a mean operator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179069, HAL.
    3. Michel Grabisch, 2008. "How to score alternatives when criteria are scored on an ordinal scale," Post-Print halshs-00340381, HAL.
    4. Christophe Labreuche & Michel Grabisch, 2003. "The Choquet integral for the aggregation of interval scales in multicriteria decision making," Post-Print hal-00272090, HAL.

  40. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005. "Choices under ambiguity with familiar and unfamilar outcomes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271349, HAL.

    Cited by:

    1. Fontini, Fulvio & Paloscia, Lorenzo, 2007. "The impact of the new investments in combined cycle gas turbine power plants on the Italian electricity price," Energy Policy, Elsevier, vol. 35(9), pages 4671-4676, September.
    2. Helena Gaspars-Wieloch, 2017. "Newsvendor problem under complete uncertainty: a case of innovative products," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(3), pages 561-585, September.
    3. Fulvio Fontini & Georg Umgiesser & Lucia Vergano, 2008. "The Role of Ambiguity in the Evaluation of the Net Benefits of the MOSE System in the Venice Lagoon," "Marco Fanno" Working Papers 0080, Dipartimento di Scienze Economiche "Marco Fanno".
    4. Marcello Basili, 2006. "A Rational Decision Rule with Extreme Events," Risk Analysis, John Wiley & Sons, vol. 26(6), pages 1721-1728, December.
    5. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2008. "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses," Post-Print hal-00273211, HAL.
    6. Xiaoxian Ma & Qingzhen Zhao & Jilin Qu, 2008. "Robust portfolio optimization with a generalized expected utility model under ambiguity," Annals of Finance, Springer, vol. 4(4), pages 431-444, October.
    7. Marcello Basili & Carlo Zappia, 2005. "Ambiguity and uncertainty in Ellsberg and Shackle," Department of Economics University of Siena 460, Department of Economics, University of Siena.
    8. José Lara Resende & George Wu, 2010. "Competence effects for choices involving gains and losses," Journal of Risk and Uncertainty, Springer, vol. 40(2), pages 109-132, April.

  41. Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005. "On the precautionary motive for savings and prudence, in an EU and a NEU framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194667, HAL.

    Cited by:

    1. H. Schlesinger & L. Eeckhoudt & I. Tsetlin, 2009. "Apportioning of risks via stochastic dominance," Post-Print hal-00567952, HAL.

  42. 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.

    Cited by:

    1. Alain Chateauneuf & Patrick Moyes, 2004. "Lorenz non-consistent welfare and inequality measurement," Post-Print hal-00156441, HAL.
    2. Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005. "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00211906, HAL.
    3. Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Post-Print hal-00671302, HAL.
    4. Bommier, Antoine & Chassagnon, Arnold & Le Grand, François, 2012. "Comparative risk aversion: A formal approach with applications to saving behavior," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1614-1641.
    5. Michèle Cohen & Isaac Meilijson, 2011. "In search of characterization of the preference for safety under the Choquet model," Post-Print halshs-00594082, HAL.
    6. Armantier, Olivier & Treich, Nicolas, 2009. "Star-Shaped Probability Weighting Functions and Overbidding in First-Price Auctions," TSE Working Papers 09-024, Toulouse School of Economics (TSE).
    7. Treich, Nicolas, 2010. "The value of a statistical life under ambiguity aversion," Journal of Environmental Economics and Management, Elsevier, vol. 59(1), pages 15-26, January.
    8. Frank A. Cowell, 2008. "Income Distribution and Inequality," Chapters, in: John B. Davis & Wilfred Dolfsma (ed.), The Elgar Companion to Social Economics, chapter 13, Edward Elgar Publishing.
    9. Holden, S.T. & Quiggin, J., 2018. "Probability Weighting and Fertilizer Use in a State-Contingent Framework," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277355, International Association of Agricultural Economists.
    10. Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00840001, HAL.
    11. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September.
    12. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022. "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722936, HAL.
    13. Audrey Light & Taehyun Ahn, 2010. "Divorce as risky behavior," Demography, Springer;Population Association of America (PAA), vol. 47(4), pages 895-921, November.
    14. Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009. "Decision under Risk: The Classical Expected Utility Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671289, HAL.
    15. Johannes G. Jaspersen & Richard Peter & Marc A. Ragin, 2023. "Probability weighting and insurance demand in a unified framework," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 48(1), pages 63-109, March.
    16. Sordo, Miguel A., 2009. "Comparing tail variabilities of risks by means of the excess wealth order," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 466-469, December.
    17. Stein T. Holden & John Quiggin, 2017. "Climate risk and state-contingent technology adoption: shocks, drought tolerance and preferences," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 44(2), pages 285-308.
    18. Louis R. Eeckhoudt & Roger J. A. Laeven, 2015. "Risk Aversion in the Small and in the Large under Rank-Dependent Utility," Papers 1512.08037, arXiv.org.
    19. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    20. Michèle Cohen, 2008. "Risk perception, risk attitude and decision: a Rank-Dependent approach," Documents de travail du Centre d'Economie de la Sorbonne v08084, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    21. Mao, Tiantian & Hu, Taizhong, 2012. "Characterization of left-monotone risk aversion in the RDEU model," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 413-422.
    22. Alex Gershkov & Benny Moldovanu & Philipp Strack & Mengxi Zhang, 2023. "Optimal Insurance: Dual Utility, Random Losses and Adverse Selection," ECONtribute Discussion Papers Series 242, University of Bonn and University of Cologne, Germany.
    23. Simon Grant & John Quiggin, 2004. "Increasing Uncertainty: A Definition," Risk & Uncertainty Working Papers WPR04_4, Risk and Sustainable Management Group, University of Queensland.
    24. Giulio D’Epifanio, 2009. "Implicit Social Scaling from an Institutional Perspective," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 94(2), pages 203-212, November.
    25. Daron Acemoglu & Asuman Ozdaglar & James Siderius & Alireza Tahbaz-Salehi, 2020. "Systemic Credit Freezes in Financial Lending Networks," NBER Working Papers 27149, National Bureau of Economic Research, Inc.
    26. Sordo, Miguel A., 2008. "Characterizations of classes of risk measures by dispersive orders," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1028-1034, June.
    27. Louis R. Eeckhoudt & Roger J. A. Laeven, 2016. "Dual Moments and Risk Attitudes," Papers 1612.03347, arXiv.org, revised Mar 2018.
    28. Matthias Dahm & Paula González & Nicolás Porteiro, 2018. "The Enforcement of Mandatory Disclosure Rules," Working Papers 18.09, Universidad Pablo de Olavide, Department of Economics.
    29. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    30. Arthur Charpentier & Alfred Galichon & Marc Henry, 2012. "Local Utility and Multivariate Risk Aversion," CIRANO Working Papers 2012s-17, CIRANO.
    31. Jean-Louis Arcand, 2011. "Pessimism, Optimism and Credit Rationing," Working Papers halshs-00562645, HAL.
    32. Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2006. "Parametric Weighting Functions," Economics Discussion Paper Series 0622, Economics, The University of Manchester.
    33. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Post-Print halshs-00429573, HAL.
    34. Antoine Bommier & Francois Le Grand, "undated". "A Robust Approach to Risk Aversion," Working Papers ETH-RC-13-002, ETH Zurich, Chair of Systems Design.
    35. Mohammed Abdellaoui & Han Bleichrodt & Enrico Diecidue & Horst Zank, 2022. "Introduction to the Special Issue in Honor of Peter Wakker," Theory and Decision, Springer, vol. 92(3), pages 433-444, April.
    36. Katzman, Brett & Reif, Julian & Schwartz, Jesse A., 2010. "The relation between variance and information rent in auctions," International Journal of Industrial Organization, Elsevier, vol. 28(2), pages 127-130, March.
    37. Hongmei Xie & Keshe Ni & Wenyu Liu, 2016. "Variability ordering of multiplicative frailty models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(6), pages 659-670, August.
    38. Alfred Galichon & Arthur Charpentier & Marc Henry, 2012. "Local Utility and Risk Aversion," Post-Print hal-03569250, HAL.
    39. Ulrich Schmidt & Horst Zank, 2005. "What is Loss Aversion?," Journal of Risk and Uncertainty, Springer, vol. 30(2), pages 157-167, January.
    40. Jidong Zhou, 2020. "Improved Information in Search Markets," Cowles Foundation Discussion Papers 2264, Cowles Foundation for Research in Economics, Yale University.
    41. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015. "Optimality of deductible for Yaari's model: a reappraisal," Documents de travail du Centre d'Economie de la Sorbonne 15072, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    42. Ghossoub, Mario & He, Xue Dong, 2021. "Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 6-22.
    43. Arcand, Jean-Louis & Hongler, Max-Olivier & Rinaldo, Daniele, 2020. "Increasing risk: Dynamic mean-preserving spreads," Journal of Mathematical Economics, Elsevier, vol. 86(C), pages 69-82.
    44. Yang, Jianping & Zhuang, Weiwei & Hu, Taizhong, 2014. "Lp-metric under the location-independent risk ordering of random variables," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 321-324.
    45. Louis R. Eeckhoudt & Roger J. A. Laeven, 2021. "Probability Premium and Attitude Towards Probability," Papers 2105.00054, arXiv.org.
    46. Sordo, Miguel A. & Suárez-Llorens, Alfonso, 2011. "Stochastic comparisons of distorted variability measures," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 11-17, July.
    47. Miguel Sordo & Jorge Navarro & José Sarabia, 2014. "Distorted Lorenz curves: models and comparisons," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 42(4), pages 761-780, April.
    48. Holden , Stein T. & Quiggin, John, 2017. "Probability Weighting and Input Use Intensity in a State-Contingent Framework," CLTS Working Papers 8/17, Norwegian University of Life Sciences, Centre for Land Tenure Studies, revised 21 Oct 2019.
    49. Mich�le Cohen, 2015. "Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis," Mathematical Population Studies, Taylor & Francis Journals, vol. 22(1), pages 53-70, March.
    50. Hu, Taizhong & Chen, Jing & Yao, Junchao, 2006. "Preservation of the location independent risk order under convolution," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 406-412, April.
    51. Jean Baccelli & Georg Schollmeyer & Christoph Jansen, 2022. "Risk aversion over finite domains," Theory and Decision, Springer, vol. 93(2), pages 371-397, September.
    52. Kirkegaard, René, 2014. "Ranking asymmetric auctions: Filling the gap between a distributional shift and stretch," Games and Economic Behavior, Elsevier, vol. 85(C), pages 60-69.
    53. Ryan, Matthew J., 2006. "Risk aversion in RDEU," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 675-697, September.
    54. Ronny Aboudi & Dominique Thon, 2010. "Characterizations of egalitarian binary relations as transitive closures with a special reference to Lorenz dominance and to single-crossing conditions," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 35(4), pages 575-593, October.
    55. Shapiro, Dmitry & Zhuang, Anan, 2015. "Dividends as a signaling device and the disappearing dividend puzzle," Journal of Economics and Business, Elsevier, vol. 79(C), pages 62-81.
    56. Holden , Stein T. & Quiggin, John, 2015. "Climate risk and state-contingent technology adoption: The role of risk preferences and probability weighting," Working Paper Series 15-2015, Norwegian University of Life Sciences, School of Economics and Business.
    57. Arcand, Jean-Louis & McDonald, Stuart, 2018. "Credit markets with imperfect information: Risk-aversion versus pessimism," Economics Letters, Elsevier, vol. 165(C), pages 35-38.
    58. Hanbali, Hamza & Dhaene, Jan & Linders, Daniël, 2022. "Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 22-37.
    59. Alex Gershkov & Benny Moldovanu & Philipp Strack & Mengxi Zhang, 2024. "Optimal Security Design for Risk-Averse Investors," ECONtribute Discussion Papers Series 325, University of Bonn and University of Cologne, Germany.

  43. Alain Chateauneuf & Patrick Moyes, 2004. "Lorenz non-consistent welfare and inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156441, HAL.

    Cited by:

    1. Stephen Bazen & Patrick Moyes, 2011. "Elitism and Stochastic Dominance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00576585, HAL.
    2. Udo Ebert, 2009. "Taking empirical studies seriously: the principle of concentration and the measurement of welfare and inequality," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 32(4), pages 555-574, May.
    3. Patrick Moyes & Brice Magdalou, 2007. "Deprivation, welfare and inequality," Post-Print hal-00389600, HAL.
    4. Giovagnoli, Alessandra & Wynn, Henry P., 2012. "(U,V) ordering and a duality theorem for risk aversion and Lorenz type orderings," LSE Research Online Documents on Economics 55856, London School of Economics and Political Science, LSE Library.
    5. Patrick Moyes & Brice Magdalou, 2008. "Social Welfare, Inequality and Deprivation," LIS Working papers 502, LIS Cross-National Data Center in Luxembourg.
    6. William Horrace & Joseph Marchand & Timothy Smeeding, 2008. "Ranking inequality: Applications of multivariate subset selection," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(1), pages 5-32, March.
    7. Kristof Bosmans, 2005. "Comparing degrees of inequality aversion," Working Papers of Department of Economics, Leuven ces0517, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    8. Fabio Maccheroni & Pietro Muliere & Claudio Zoli, 2005. "Inverse stochastic orders and generalized Gini functionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 529-559.
    9. Ronny Aboudi & Dominique Thon, 2010. "Characterizations of egalitarian binary relations as transitive closures with a special reference to Lorenz dominance and to single-crossing conditions," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 35(4), pages 575-593, October.

  44. Alain Chateauneuf & Patrick Moyes, 2003. "Does the Lorenz curve really measure inequality?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156712, HAL.

    Cited by:

    1. Duclos, Jean-Yves, 2006. "Liberté ou égalité?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 82(4), pages 441-476, décembre.
    2. BOSSERT, Walter & D’AMBROSIO, Conchita, 2005. "Dynamic Measures of Individual Deprivation," Cahiers de recherche 11-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    3. Patrick Moyes, 2007. "An extended Gini approach to inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(3), pages 279-303, December.
    4. Conchita D'Ambrosio & Joachim R. Frick, 2004. "Subjective Well-Being and Relative Deprivation: An Empirical Link," Discussion Papers of DIW Berlin 449, DIW Berlin, German Institute for Economic Research.
    5. Paul-Emile Maingé & Eric Kamwa & Gilles Joseph, 2019. "How to obtain an overall reduction of individual income deprivations by means of a finite sequence of T 2 -transformations? A solution and a well-suited algorithm," Working Papers hal-02162854, HAL.

  45. Grant, Simon & Chateauneuf, A. & Eichberger, J., 2002. "Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities," Working Papers 2002-10, Rice University, Department of Economics.

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    1. Han Bleichrodt & Christophe Courbage & Béatrice Rey, 2019. "The value of a statistical life under changes in ambiguity," Post-Print halshs-02130048, HAL.
    2. David Kelsey & Tigran Melkonyan, 2018. "Contests with ambiguity," Oxford Economic Papers, Oxford University Press, vol. 70(4), pages 1148-1169.
    3. Jürgen Eichberger & Simon Grant & David Kelsey, 2012. "When is ambiguity–attitude constant?," Journal of Risk and Uncertainty, Springer, vol. 45(3), pages 239-263, December.
    4. Jinrui Pan & Craig S. Webb & Horst Zank, 2019. "Delayed probabilistic risk attitude: a parametric approach," Theory and Decision, Springer, vol. 87(2), pages 201-232, September.
    5. Mark Pingle, 2022. "Addressing threats like Covid: why we will tend to over-react and how we can do better," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 21(1), pages 9-23, June.
    6. Yao Thibaut Kpegli, 2023. "Smoothing Spline Method for Measuring Prospect Theory Components," Working Papers 2303, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    7. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
    8. Hillberry, Russell & Karabay, Bilgehan & Tan, Shawn W., 2022. "Risk management in border inspection," Journal of Development Economics, Elsevier, vol. 154(C).
    9. Andre Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008. "Risk, uncertainty and discrete choice models," Marketing Letters, Springer, vol. 19(3), pages 269-285, December.
      • André de Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008. "Risk, Uncertainty and Discrete Choice Models," THEMA Working Papers 2008-02, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    10. Olivier L'Haridon & Mohammed Abdellaoui & Horst Zank, 2010. "Separating curvature and elevation: A parametric probability weighting function," Post-Print hal-00528381, HAL.
    11. Jürgen Eichberger & Simon Grant & David Kelsey, 2017. "Ambiguity and the Centipede Game: Strategic Uncertainty in Multi-Stage Games," Discussion Papers 1705, University of Exeter, Department of Economics.
    12. Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Post-Print hal-00671302, HAL.
    13. Eric Langlais, 2012. "Safety and the allocation of costs in large accidents," Post-Print hal-01411623, HAL.
    14. Thomas Epper & Helga Fehr-Duda, 2012. "The missing link: unifying risk taking and time discounting," ECON - Working Papers 096, Department of Economics - University of Zurich, revised Oct 2018.
    15. Traeger, Christian P., 2011. "Subjective Risk, Confidence, and Ambiguity," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0gw7t7vn, Department of Agricultural & Resource Economics, UC Berkeley.
    16. Gérard Mondello, 2023. "Information Source's Reliability," GREDEG Working Papers 2023-18, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    17. Lisa Bruttel & Muhammed Bulutay & Camille Cornand & Frank Heinemann & Adam Zylbersztejn, 2022. "Measuring strategic-uncertainty attitudes," Working Papers 2211, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    18. Mohammed Abdellaoui & Aurelien Baillon & Laetitia Placido & Peter P. Wakker, 2011. "The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation," American Economic Review, American Economic Association, vol. 101(2), pages 695-723, April.
    19. Lucie Bottega & Dorothée Brécard & Philippe Delacote, 2023. "Greening or greenwashing? How consumers’ beliefs influence firms’ advertising strategies on environmental quality," Working Papers 2023.05, FAERE - French Association of Environmental and Resource Economists.
    20. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
    21. Jianjun Miao & Neng Wang, 2007. "Risk, Uncertainty, and Option Exercise," Boston University - Department of Economics - Working Papers Series WP2007-016, Boston University - Department of Economics.
    22. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    23. Lorenz Hartmann & David Kelsey, 2024. "Location Invariance and Games with Ambiguity," Discussion Papers 2024-05, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
    24. Gérard Mondello, 2013. "Ambiguous Beliefs on Damages and Civil Liability Theories"," Post-Print halshs-00929948, HAL.
    25. Schipper, Burkhard C., 2005. "The Evolutionary Stability of Optimism, Pessimism and Complete Ignorance," Bonn Econ Discussion Papers 35/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
    26. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2020. "Objective rationality foundations for (dynamic) alpha-MEU," Cowles Foundation Discussion Papers 2244, Cowles Foundation for Research in Economics, Yale University.
    27. Kishishita, Daiki & Ozaki, Hiroyuki, 2020. "Public goods game with ambiguous threshold," Economics Letters, Elsevier, vol. 191(C).
    28. Zimper, Alexander, 2012. "Asset pricing in a Lucas fruit-tree economy with the best and worst in mind," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 610-628.
    29. Angel Asensio, 2012. "On Keynes’s Seminal Innovation and Related Essential Features: Revisiting the Notion of Equilibrium in The General Theory," Chapters, in: Thomas Cate (ed.), Keynes’s General Theory, chapter 1, Edward Elgar Publishing.
    30. Bouchouicha, Ranoua & Martinsson, Peter & Medhin, Haileselassie & Vieider, Ferdinand M., 2017. "Stake effects on ambiguity attitudes for gains and losses," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 83(1), pages 19-35.
    31. David Kelsey & Sara Le Roux, 2017. "Dragon Slaying with Ambiguity: Theory and Experiments," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 19(1), pages 178-197, February.
    32. Gérard Mondello, 2021. "Building Belief Systems And Medical Ethics: The Covid-19 Controversies," Working Papers halshs-03502609, HAL.
    33. Diecidue, E. & Wakker, P.P. & Zeelenberg, M., 2007. "Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory," Other publications TiSEM ac35645a-7772-46fe-ba31-c, Tilburg University, School of Economics and Management.
    34. David Dillenberger & Kareen Rozen, 2010. "History-Dependent Risk Attitude," Cowles Foundation Discussion Papers 1763, Cowles Foundation for Research in Economics, Yale University, revised Jul 2012.
    35. Kim Kaivanto, 2014. "The Effect of Decentralized Behavioral Decision Making on System‐Level Risk," Risk Analysis, John Wiley & Sons, vol. 34(12), pages 2121-2142, December.
    36. Mohammed Abdellaoui & Horst Zank, 2023. "Source and rank-dependent utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 949-981, May.
    37. Tarik Driouchi & Lenos Trigeorgis & Raymond H. Y. So, 2018. "Option implied ambiguity and its information content: Evidence from the subprime crisis," Annals of Operations Research, Springer, vol. 262(2), pages 463-491, March.
    38. Baillon, Aurélien & Placido, Lætitia, 2019. "Testing constant absolute and relative ambiguity aversion," Journal of Economic Theory, Elsevier, vol. 181(C), pages 309-332.
    39. Juliane Brach & Willem Spanjers, 2012. "Political Ambiguity and Economic Development: The MENA Countries Pre-Commercial Procurement of Innovation," Working Papers 2012/39, Maastricht School of Management.
    40. Jianli Wang & Yingrong Su & Jingyuan Li & Ho Yin Yick, 2022. "Demand for insurance with nonadditive probabilistic beliefs," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 854-862, July.
    41. L. A. Franzoni, 2016. "Optimal liability design under risk and ambiguity," Working Papers wp1048, Dipartimento Scienze Economiche, Universita' di Bologna.
    42. Eichberger, Jürgen & Guerdjikova, Ani, 2008. "Multiple Priors as Similarity Weighted Frequencies," Papers 08-07, Sonderforschungsbreich 504.
    43. A. Zapata & A. M. Mármol & L. Monroy & M. A. Caraballo, 2019. "A Maxmin Approach for the Equilibria of Vector-Valued Games," Group Decision and Negotiation, Springer, vol. 28(2), pages 415-432, April.
    44. Jurgen Eichberger & David Kelsey, 2006. "Optimism and Pessimism in Games," Discussion Papers 0605, University of Exeter, Department of Economics.
    45. Simon Grant & Patricia Rich & Jack Stecher, 2021. "Objective and subjective rationality and decisions with the best and worst case in mind," Theory and Decision, Springer, vol. 90(3), pages 309-320, May.
    46. Gérard Mondello, 2012. "Ambiguity, Agency Relationships and Adverse Selection," GREDEG Working Papers 2012-06, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    47. Chen, Hsiao-Chi & Liu, Shi-Miin, 2024. "Optimal investments of port authorities facing ambiguity on uncertain market demands," Transportation Research Part B: Methodological, Elsevier, vol. 179(C).
    48. Ulrich Schmidt & Horst Zank, 2022. "Chance theory: A separation of riskless and risky utility," Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 1-32, August.
    49. Eichberger, Jürgen & Kelsey, David, 2008. "Are the Treasures of Game Theory Ambiguous?," Sonderforschungsbereich 504 Publications 08-08, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    50. Faruk Gul & Paulo Natenzon & Wolfgang Pesendorfer, 2020. "Random Evolving Lotteries and Intrinsic Preference for Information," Working Papers 2020-71, Princeton University. Economics Department..
    51. Fulvio Fontini & Georg Umgiesser & Lucia Vergano, 2008. "The Role of Ambiguity in the Evaluation of the Net Benefits of the MOSE System in the Venice Lagoon," "Marco Fanno" Working Papers 0080, Dipartimento di Scienze Economiche "Marco Fanno".
    52. Marcello Basili, 2006. "A Rational Decision Rule with Extreme Events," Risk Analysis, John Wiley & Sons, vol. 26(6), pages 1721-1728, December.
    53. Tsang, Ming, 2020. "Estimating uncertainty aversion using the source method in stylized tasks with varying degrees of uncertainty," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 84(C).
    54. Burkhard C. Schipper & David Kelsey, 2005. "Ambiguity and Social Interaction," Working Papers 56, University of California, Davis, Department of Economics.
    55. Alon, Shiri, 2015. "Worst-case expected utility," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 43-48.
    56. Hans-Bernd Schäfer & Frank Müller-Langer, 2009. "Strict Liability versus Negligence," Chapters, in: Michael Faure (ed.), Tort Law and Economics, chapter 1, Edward Elgar Publishing.
    57. Yehuda Izhakian, 2012. "Ambiguity Measurement," Working Papers 12-01, New York University, Leonard N. Stern School of Business, Department of Economics.
    58. Gerard, Mondello, 2012. "The Equivalence of Strict Liability and Negligence Rule: A « Trompe l'œil » Perspective," Economy and Society 121910, Fondazione Eni Enrico Mattei (FEEM).
    59. Epper, Thomas & Fehr-Duda, Helga, 2017. "A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events," Economics Working Paper Series 1705, University of St. Gallen, School of Economics and Political Science.
    60. Peter Klibanoff & Sujoy Mukerji & Kyoungwon Seo & Lorenzo Staca, 2021. "Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity," Working Papers 922, Queen Mary University of London, School of Economics and Finance.
    61. Heyen, Daniel, 2018. "Ambiguity aversion under maximum-likelihood updating," LSE Research Online Documents on Economics 80342, London School of Economics and Political Science, LSE Library.
    62. Yehuda Izhakian & Zur Izhakian, 2015. "Decision making in phantom spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 59-98, January.
    63. Alexander Zimper & Alexander Ludwig, 2009. "On attitude polarization under Bayesian learning with non-additive beliefs," Journal of Risk and Uncertainty, Springer, vol. 39(2), pages 181-212, October.
    64. Brunner, Christoph & Kauffeldt, T. Florian & Rau, Hannes, 2017. "Does mutual knowledge of preferences lead to more equilibrium play? Experimental evidence," Working Papers 0629, University of Heidelberg, Department of Economics.
    65. Mucahit Aygun & Roger J. A. Laeven & Mitja Stadje, 2025. "Higher-Order Ambiguity Attitudes," Papers 2501.13143, arXiv.org.
    66. Nils Grevenbrock & Max Groneck & Alexander Ludwig & Alexander Zimper, 2021. "Cognition, Optimism, And The Formation Of Age‐Dependent Survival Beliefs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 887-918, May.
    67. Montoya-Villalobos, Maria J., 2023. "Green consumption: The role of confidence and pessimism," Ecological Economics, Elsevier, vol. 205(C).
    68. Gérard Mondello, 2016. "The Negligence Rule Specificity under Radical Uncertainty," GREDEG Working Papers 2016-32, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    69. Giacomo Bonanno & Elias Tsakas, 2017. "Qualitative analysis of common belief of rationality in strategic-form games," Working Papers 181, University of California, Davis, Department of Economics.
    70. 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.
    71. Aurélien Baillon & Zhenxing Huang & Asli Selim & Peter P. Wakker, 2018. "Measuring Ambiguity Attitudes for All (Natural) Events," Econometrica, Econometric Society, vol. 86(5), pages 1839-1858, September.
    72. Hartmann, Lorenz, 2023. "Strength of preference over complementary pairs axiomatizes alpha-MEU preferences," Journal of Economic Theory, Elsevier, vol. 213(C).
    73. Alexander Ludwig & Alexander Zimper, 2013. "Biased Bayesian learning with an application to the risk-free rate puzzle," Working Papers 201366, University of Pretoria, Department of Economics.
    74. Schneider, Mark, 2020. "A bias aggregation theorem," Economics Letters, Elsevier, vol. 196(C).
    75. Webb, Craig S. & Zank, Horst, 2011. "Accounting for optimism and pessimism in expected utility," Journal of Mathematical Economics, Elsevier, vol. 47(6), pages 706-717.
    76. Bayer, Peter & Guerdjikova, Ani, 2021. "Optimism leads to optimality: Ambiguity in network formation," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242439, Verein für Socialpolitik / German Economic Association.
    77. Stephen Dimmock & Roy Kouwenberg & Olivia Mitchell & Kim Peijnenburg, 2015. "Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field," Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 219-244, December.
    78. Ludwig, Alexander & Zimper, Alexander, 2006. "Investment behavior under ambiguity: The case of pessimistic decision makers," Mathematical Social Sciences, Elsevier, vol. 52(2), pages 111-130, September.
    79. Gérard Mondello, 2021. "Un modèle d'accident Unilatéral: incertitUde non-radicale et estimations différenciées," Working Papers halshs-03502614, HAL.
    80. Kanin Anantanasuwong & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2024. "Ambiguity attitudes for real-world sources: field evidence from a large sample of investors," Experimental Economics, Springer;Economic Science Association, vol. 27(3), pages 548-581, July.
    81. Alexander Zimper & Alexander Ludwig & Max Groneck, 2012. "A Life-Cycle Consumption Model with Ambiguous Survival Beliefs," 2012 Meeting Papers 693, Society for Economic Dynamics.
    82. Alexander Zimper, 2012. "The emergence of "fifty-fifty" probability judgements in a conditional Savage world," Working Papers 201221, University of Pretoria, Department of Economics.
    83. le Roux, Sara, 2020. "Climate change catastrophes and insuring decisions: A study in the presence of ambiguity," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 992-1002.
    84. Dirk Hackbarth & Jianjun Maio, 2007. "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series WP2007-017, Boston University - Department of Economics.
    85. Chauvin Pauline & Chopard Bertrand & Tabo Augustin, 2020. "The Role of Optimism and Pessimism in the Substitution Between Primary and Secondary Health Prevention Efforts," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 20(1), pages 1-6, January.
    86. Grant, Simon & Quiggin, John, 2006. "Learning and Discovery," Risk and Sustainable Management Group Working Papers 151174, University of Queensland, School of Economics.
    87. Lorenzo Bastianello & José Heleno Faro, 2023. "Choquet expected discounted utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1071-1098, May.
    88. Yann Braouezec & Robert Joliet, 2019. "Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk," Post-Print hal-02504260, HAL.
    89. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014. "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 1-17, February.
    90. Guo, Liya & Huang, Shan & Sadek, Adel W., 2013. "A novel agent-based transportation model of a university campus with application to quantifying the environmental cost of parking search," Transportation Research Part A: Policy and Practice, Elsevier, vol. 50(C), pages 86-104.
    91. Craig Webb, 2010. "Agreeing to spin the subjective roulette wheel: Bargaining with subjective mixtures," Economics Discussion Paper Series 1005, Economics, The University of Manchester.
    92. Dmitri V. Vinogradov & Michael J. Lamla & Yousef Makhlouf, 2024. "Survey-based expectations and uncertainty attitudes," Working Papers 2024_02, Business School - Economics, University of Glasgow.
    93. Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
    94. Frick, Mira & Iijima, Ryota & Le Yaouanq, Yves, 2022. "Objective rationality foundations for (dynamic) α-MEU," Journal of Economic Theory, Elsevier, vol. 200(C).
    95. Nihad Aliyev & Xue-Zhong He, 2016. "Toward a General Model of Financial Markets," Research Paper Series 371, Quantitative Finance Research Centre, University of Technology, Sydney.
    96. Luigi Alberto Franzoni, 2022. "Efficient liability law when parties genuinely disagree," Working Papers wp1176, Dipartimento Scienze Economiche, Universita' di Bologna.
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    98. Stauber, Ronald, 2019. "A strategic product for belief functions," Games and Economic Behavior, Elsevier, vol. 116(C), pages 38-64.
    99. David Kelsey & Sara le Roux, 2014. "An Experimental Study on the Effect of Ambiguity in a Coordination Game," Discussion Papers 1410, University of Exeter, Department of Economics.
    100. Eddai, Nahed & Guerdjikova, Ani, 2023. "To mitigate or to adapt: How to deal with optimism, pessimism and strategic ambiguity?," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 1-30.
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    102. Alexander Ludwig & Alexander Zimper, 2013. "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Annals of Finance, Springer, vol. 9(4), pages 625-665, November.
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    115. Pierre Bardier & Bach Dong-Xuan & Van-Quy Nguyen, 2025. "Hoping for the best while preparing for the worst in the face of uncertainty: a new type of incomplete preferences," PSE Working Papers halshs-04615290, HAL.
    116. Dimitrios Diamantaras & Robert P. Gilles, 2010. "Ambiguity, Social Opinion and the Use of Common Property Resources," DETU Working Papers 1006, Department of Economics, Temple University.
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    119. Mark Schneider, 2019. "A Bias Aggregation Theorem," Working Papers 19-03, Chapman University, Economic Science Institute.
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  46. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2002. "Sharing beliefs and the absence of betting in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00481307, HAL.

    Cited by:

    1. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    2. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    3. Mario Ghossoub & Giulio Principi & Ruodu Wang, 2024. "Allocation Mechanisms in Decentralized Exchange Markets with Frictions," Papers 2404.10900, arXiv.org.
    4. Galanis, Spyros, 2018. "Speculation under unawareness," Games and Economic Behavior, Elsevier, vol. 109(C), pages 598-615.
    5. Zimper, Alexander, 2009. "Half empty, half full and why we can agree to disagree forever," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 283-299, August.
    6. Lo, Kin Chung, 2007. "Sharing beliefs about actions," Mathematical Social Sciences, Elsevier, vol. 53(2), pages 123-133, March.
    7. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.
    8. Galanis, Spyros, 2018. "Financial complexity and trade," Games and Economic Behavior, Elsevier, vol. 112(C), pages 219-230.

  47. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Post-Print halshs-00174770, HAL.

    Cited by:

    1. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    2. Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Post-Print hal-00671302, HAL.
    3. Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023. "Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
    4. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    5. Marciano Siniscalchi, 2007. "Vector Expected Utility and Attitudes toward Variation," Discussion Papers 1455, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    6. Gilles Boevi Koumou & Georges Dionne, 2022. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Risks, MDPI, vol. 10(11), pages 1-19, October.
    7. Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021. "Propensity for hedging and ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03330739, HAL.
    8. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September.
    9. Wakker, Peter P. & Yang, Jingni, 2019. "A powerful tool for analyzing concave/convex utility and weighting functions," Journal of Economic Theory, Elsevier, vol. 181(C), pages 143-159.
    10. Laetitia Placido & Aurélien Baillon & Olivier L'Haridon, 2011. "Ambiguity models and the Machina paradoxes," PSE-Ecole d'économie de Paris (Postprint) hal-00645899, HAL.
    11. Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00327700, HAL.
    12. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    13. Guerdjikova, Ani, 2004. "Preference for diversification with similarity considerations," Papers 04-48, Sonderforschungsbreich 504.
    14. 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.
    15. Hartmann, Lorenz, 2023. "Strength of preference over complementary pairs axiomatizes alpha-MEU preferences," Journal of Economic Theory, Elsevier, vol. 213(C).
    16. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634653, HAL.
    17. Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May.
    18. Ola Mahmoud, 2022. "The Willingness to Pay for Diversification," Management Science, INFORMS, vol. 68(8), pages 6235-6249, August.
    19. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    20. Assa, Hirbod & Zimper, Alexander, 2018. "Preferences over all random variables: Incompatibility of convexity and continuity," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 71-83.
    21. Gilles Boevi Koumou, 2016. "Risk reduction and Diversification within Markowitz's Mean-Variance Model: Theoretical Revisit," Papers 1608.05024, arXiv.org, revised Aug 2016.
    22. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    23. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271265, HAL.
    24. Lorenzo Bastianello & Alain Chateauneuf, 2016. "About delay aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302543, HAL.
    25. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Post-Print halshs-00429573, HAL.
    26. Simon Grant & Ben Polak, 2011. "Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion," Cowles Foundation Discussion Papers 1805, Cowles Foundation for Research in Economics, Yale University.
    27. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers 2007:12, Lund University, Department of Economics.
    28. Frick, Mira & Iijima, Ryota & Le Yaouanq, Yves, 2019. "Boolean Representations of Preferences under Ambiguity," Rationality and Competition Discussion Paper Series 173, CRC TRR 190 Rationality and Competition.
    29. Mayag, Brice & Bouyssou, Denis, 2020. "Necessary and possible interaction between criteria in a 2-additive Choquet integral model," European Journal of Operational Research, Elsevier, vol. 283(1), pages 308-320.
    30. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
    31. Moez Abouda, 2008. "Decreasing absolute risk aversion: some clarification," Post-Print halshs-00270648, HAL.
    32. Massimo Marinacci & Paolo Ghirardato, 2001. "Risk, ambiguity, and the separation of utility and beliefs," ICER Working Papers - Applied Mathematics Series 21-2001, ICER - International Centre for Economic Research.
    33. Safra, Zvi & Segal, Uzi, 2022. "A lot of ambiguity," Journal of Economic Theory, Elsevier, vol. 200(C).
    34. Nabil Kazi-Tani, 2018. "Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer," Working Papers hal-01742629, HAL.
    35. Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
    36. Zvi Safra & Uzi Segal, 2018. "A Lot of Ambiguity," Boston College Working Papers in Economics 954, Boston College Department of Economics, revised 31 Mar 2020.
    37. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
    38. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
    39. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dispersed Behavior and Perceptions in Assortative Societies," Cowles Foundation Discussion Papers 2180, Cowles Foundation for Research in Economics, Yale University.
    40. Galand, Lucie & Perny, Patrice & Spanjaard, Olivier, 2010. "Choquet-based optimisation in multiobjective shortest path and spanning tree problems," European Journal of Operational Research, Elsevier, vol. 204(2), pages 303-315, July.
    41. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Naive Diversification Preferences and their Representation," Papers 1611.01285, arXiv.org, revised Nov 2016.
    42. Baillon, Aurélien & Driesen, Bram & Wakker, Peter P., 2012. "Relative concave utility for risk and ambiguity," Games and Economic Behavior, Elsevier, vol. 75(2), pages 481-489.

  48. Grant, Simon & Chateauneuf, Alain & Eichberger, Jurgen, 2002. "A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility," Working Papers 2002-09, Rice University, Department of Economics.

    Cited by:

    1. Frederik S. Herzberg, 2013. "The (im)possibility of collective risk measurement: Arrovian aggregation of variational preferences," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 69-92, May.
    2. Federica Ceron & Vassili Vergopoulos, 2021. "On stochastic independence under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 925-960, April.

  49. Alain Chateauneuf & Patrick Moyes, 2002. "Measuring inequality without the Pigou-Dalton condition," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156475, HAL.

    Cited by:

    1. Chen, Violet Xinying & Hooker, J.N., 2022. "Combining leximax fairness and efficiency in a mathematical programming model," European Journal of Operational Research, Elsevier, vol. 299(1), pages 235-248.
    2. Casilda Lasso de la Vega & Ana Urrutia & Amaia Sarachu, 2010. "Characterizing multidimensional inequality measures which fulfil the Pigou–Dalton bundle principle," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 35(2), pages 319-329, July.
    3. Fabio Maccheroni & Pietro Muliere & Claudio Zoli, 2005. "Inverse stochastic orders and generalized Gini functionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 529-559.

  50. Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 2001. "Bargaining Over an Uncertain Outcome: The Role of Beliefs," Papers 2001-21, Tel Aviv.

    Cited by:

    1. Wenner, Lukas M., 2018. "Do sellers exploit biased beliefs of buyers? An experiment," Games and Economic Behavior, Elsevier, vol. 110(C), pages 194-215.

  51. Alain Chateauneuf & Jean-Marc Tallon, 2000. "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers 0751, Econometric Society.

    Cited by:

    1. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    2. Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Post-Print hal-00671302, HAL.
    3. Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023. "Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
    4. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    5. Marciano Siniscalchi, 2007. "Vector Expected Utility and Attitudes toward Variation," Discussion Papers 1455, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    6. Gilles Boevi Koumou & Georges Dionne, 2022. "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Risks, MDPI, vol. 10(11), pages 1-19, October.
    7. Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021. "Propensity for hedging and ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03330739, HAL.
    8. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September.
    9. Wakker, Peter P. & Yang, Jingni, 2019. "A powerful tool for analyzing concave/convex utility and weighting functions," Journal of Economic Theory, Elsevier, vol. 181(C), pages 143-159.
    10. Laetitia Placido & Aurélien Baillon & Olivier L'Haridon, 2011. "Ambiguity models and the Machina paradoxes," PSE-Ecole d'économie de Paris (Postprint) hal-00645899, HAL.
    11. Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00327700, HAL.
    12. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    13. Guerdjikova, Ani, 2004. "Preference for diversification with similarity considerations," Papers 04-48, Sonderforschungsbreich 504.
    14. 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.
    15. Hartmann, Lorenz, 2023. "Strength of preference over complementary pairs axiomatizes alpha-MEU preferences," Journal of Economic Theory, Elsevier, vol. 213(C).
    16. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634653, HAL.
    17. Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May.
    18. Ola Mahmoud, 2022. "The Willingness to Pay for Diversification," Management Science, INFORMS, vol. 68(8), pages 6235-6249, August.
    19. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    20. Assa, Hirbod & Zimper, Alexander, 2018. "Preferences over all random variables: Incompatibility of convexity and continuity," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 71-83.
    21. Gilles Boevi Koumou, 2016. "Risk reduction and Diversification within Markowitz's Mean-Variance Model: Theoretical Revisit," Papers 1608.05024, arXiv.org, revised Aug 2016.
    22. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    23. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271265, HAL.
    24. Lorenzo Bastianello & Alain Chateauneuf, 2016. "About delay aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302543, HAL.
    25. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Post-Print halshs-00429573, HAL.
    26. Simon Grant & Ben Polak, 2011. "Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion," Cowles Foundation Discussion Papers 1805, Cowles Foundation for Research in Economics, Yale University.
    27. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers 2007:12, Lund University, Department of Economics.
    28. Frick, Mira & Iijima, Ryota & Le Yaouanq, Yves, 2019. "Boolean Representations of Preferences under Ambiguity," Rationality and Competition Discussion Paper Series 173, CRC TRR 190 Rationality and Competition.
    29. Mayag, Brice & Bouyssou, Denis, 2020. "Necessary and possible interaction between criteria in a 2-additive Choquet integral model," European Journal of Operational Research, Elsevier, vol. 283(1), pages 308-320.
    30. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
    31. Moez Abouda, 2008. "Decreasing absolute risk aversion: some clarification," Post-Print halshs-00270648, HAL.
    32. Massimo Marinacci & Paolo Ghirardato, 2001. "Risk, ambiguity, and the separation of utility and beliefs," ICER Working Papers - Applied Mathematics Series 21-2001, ICER - International Centre for Economic Research.
    33. Safra, Zvi & Segal, Uzi, 2022. "A lot of ambiguity," Journal of Economic Theory, Elsevier, vol. 200(C).
    34. Nabil Kazi-Tani, 2018. "Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer," Working Papers hal-01742629, HAL.
    35. Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
    36. Zvi Safra & Uzi Segal, 2018. "A Lot of Ambiguity," Boston College Working Papers in Economics 954, Boston College Department of Economics, revised 31 Mar 2020.
    37. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
    38. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
    39. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dispersed Behavior and Perceptions in Assortative Societies," Cowles Foundation Discussion Papers 2180, Cowles Foundation for Research in Economics, Yale University.
    40. Galand, Lucie & Perny, Patrice & Spanjaard, Olivier, 2010. "Choquet-based optimisation in multiobjective shortest path and spanning tree problems," European Journal of Operational Research, Elsevier, vol. 204(2), pages 303-315, July.
    41. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Naive Diversification Preferences and their Representation," Papers 1611.01285, arXiv.org, revised Nov 2016.
    42. Baillon, Aurélien & Driesen, Bram & Wakker, Peter P., 2012. "Relative concave utility for risk and ambiguity," Games and Economic Behavior, Elsevier, vol. 75(2), pages 481-489.

  52. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.

    Cited by:

    1. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    2. Anwar, Sajid & Zheng, Mingli, 2012. "Competitive insurance market in the presence of ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 79-84.
    3. Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
    4. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2012. "Contracting for innovation under knightian uncertainty," Cahiers de recherche 2012-15, Universite de Montreal, Departement de sciences economiques.
    5. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Working Papers 2014-74, Department of Research, Ipag Business School.
    6. Giuseppe Dari-Mattiacci & Eric Langlais, 2012. "Social wealth and optimal care," Post-Print hal-01385819, HAL.
    7. Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000. "Sharing Beliefs: between Agreeing and Disagreeing," Post-Print hal-00753122, HAL.
    8. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2015. "Ambiguity on the insurer's side: the demand for insurance," Cahiers de recherche 2015-03, Universite de Montreal, Departement de sciences economiques.
    9. Eric Langlais, 2012. "Safety and the allocation of costs in large accidents," Post-Print hal-01411623, HAL.
    10. Sujoy Mukerji & Jean-Marc Tallon & Université Paris I Panthéon-Sorbonne, 2000. "Ambiguity Aversion and Incompleteness of Financial Markets," Economics Series Working Papers 46, University of Oxford, Department of Economics.
    11. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    12. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    13. Dennery, Charles & Direr, Alexis, 2014. "Optimal lottery," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 15-23.
    14. Amarante, M & Ghossoub, M & Phelps, E, 2013. "Innovation, Entrepreneurship and Knightian Uncertainty," Working Papers 12241, Imperial College, London, Imperial College Business School.
    15. Mao, Tiantian & Hu, Jiuyun & Liu, Haiyan, 2018. "The average risk sharing problem under risk measure and expected utility theory," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 170-179.
    16. Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685408, HAL.
    17. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
    18. Chambers, Robert G., 2014. "Uncertain equilibria and incomplete preferences," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 48-54.
    19. Mario Ghossoub & Michael B. Zhu & Wing Fung Chong, 2024. "Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures," Papers 2409.05103, arXiv.org.
    20. Liurui Deng & Traian A. Pirvu, 2019. "Multi-Period Investment Strategies under Cumulative Prospect Theory," JRFM, MDPI, vol. 12(2), pages 1-15, May.
    21. Mario Ghossoub & Giulio Principi & Ruodu Wang, 2024. "Allocation Mechanisms in Decentralized Exchange Markets with Frictions," Papers 2404.10900, arXiv.org.
    22. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
    23. Zuo Quan Xu, 2018. "Pareto optimal moral-hazard-free insurance contracts in behavioral finance framework," Papers 1803.02546, arXiv.org, revised Aug 2021.
    24. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2014. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Working Papers 2014-579, Department of Research, Ipag Business School.
    25. Thibault Gadjos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004. "Coping with Imprecise Information : A Decision Theoretic Approach," Working Papers 2004-14, Center for Research in Economics and Statistics.
    26. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient Allocations under Ambiguity," Scholarly Articles 11352637, Harvard University Department of Economics.
    27. Massimiliano Amarante & Mario Ghossoub, 2016. "Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer," Risks, MDPI, vol. 4(1), pages 1-27, March.
    28. Liebrich, Felix-Benedikt & Svindland, Gregor, 2019. "Efficient allocations under law-invariance: A unifying approach," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 28-45.
    29. Johannes G. Jaspersen & Richard Peter & Marc A. Ragin, 2023. "Probability weighting and insurance demand in a unified framework," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 48(1), pages 63-109, March.
    30. Ju, Biung-Ghi, 2005. "Strategy-proof risk sharing," Games and Economic Behavior, Elsevier, vol. 50(2), pages 225-254, February.
    31. Sujoy Mukerji & Jean-Marc Tallon, 2004. "An overview of economic applications of David Schmeidler's models of decision making under uncertainty," Post-Print halshs-00502534, HAL.
    32. Victor Filipe Martins da Rocha, 2010. "Interim efficiency with MEU-preferences," Post-Print hal-01413020, HAL.
    33. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers 2014-181, Department of Research, Ipag Business School.
    34. Bernard, C. & De Gennaro Aquino, L. & Vanduffel, S., 2023. "Optimal multivariate financial decision making," European Journal of Operational Research, Elsevier, vol. 307(1), pages 468-483.
    35. Zhiyong Dong & Qingyang Gu & Xu Han, 2010. "Ambiguity aversion and rational herd behaviour," Applied Financial Economics, Taylor & Francis Journals, vol. 20(4), pages 331-343.
    36. Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01109639, HAL.
    37. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
    38. ,, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, vol. 8(3), September.
    39. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    40. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634653, HAL.
    41. Yulian Fan, 2023. "Optimal insurance design under belief-dependent utility and ambiguity," Mathematics and Financial Economics, Springer, volume 17, number 6, September.
    42. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," PSE-Ecole d'économie de Paris (Postprint) halshs-02495663, HAL.
    43. Du, Shaofu & Chen, Yuan & Peng, Jing & Nie, Tengfei, 2022. "Incorporating risk fairness concerns into wine futures under quality uncertainty," Omega, Elsevier, vol. 113(C).
    44. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    45. Grigorova Miryana, 2014. "Stochastic orderings with respect to a capacity and an application to a financial optimization problem," Statistics & Risk Modeling, De Gruyter, vol. 31(2), pages 183-213, June.
    46. Eisei Ohtaki, 2023. "Optimality in an OLG model with nonsmooth preferences," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 611-659, September.
    47. Jan Werner, 2009. "Risk and risk aversion when states of nature matter," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 231-246, November.
    48. Beißner, Patrick & Riedel, Frank, 2016. "Knight-Walras equilibria," Center for Mathematical Economics Working Papers 558, Center for Mathematical Economics, Bielefeld University.
    49. Zimper, Alexander, 2009. "Half empty, half full and why we can agree to disagree forever," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 283-299, August.
    50. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01336882, HAL.
    51. Burgert, Christian & Rüschendorf, Ludger, 2008. "Allocation of risks and equilibrium in markets with finitely many traders," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 177-188, February.
    52. Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2024. "Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures," Papers 2412.00655, arXiv.org.
    53. Beissner, Patrick & Riedel, Frank, 2019. "Equilibria Under Knightian Price Uncertainty," Rationality and Competition Discussion Paper Series 142, CRC TRR 190 Rationality and Competition.
    54. Pazdera, Jaroslav & Schumacher, Johannes M. & Werker, Bas J.M., 2017. "The composite iteration algorithm for finding efficient and financially fair risk-sharing rules," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 122-133.
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    1. Mornet, Pauline & Zoli, Claudio & Mussard, Stéphane & Sadefo-Kamdem, Jules & Seyte, Françoise & Terraza, Michel, 2013. "The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005," Economic Modelling, Elsevier, vol. 35(C), pages 944-963.
    2. Guido Erreygers & Roselinde Kessels, 2017. "Socioeconomic Status and Health: A New Approach to the Measurement of Bivariate Inequality," IJERPH, MDPI, vol. 14(7), pages 1-23, June.
    3. Peter Lambert, & Giuseppe Lanza, 2003. "The effect on inequality of changing one or two incomes," IFS Working Papers W03/15, Institute for Fiscal Studies.
    4. Claudio Zoli, 2002. "Inverse stochastic dominance, inequality measurement and Gini indices," Journal of Economics, Springer, vol. 77(1), pages 119-161, December.
    5. Stefananescu, Stefan, 2008. "Measuring the Socio-Economic Bipolarization Phenomenon," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 149-161, March.
    6. Uberti, Pierpaolo & Figini, Silvia, 2010. "How to measure single-name credit risk concentrations," European Journal of Operational Research, Elsevier, vol. 202(1), pages 232-238, April.
    7. Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020. "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, vol. 185(C).
    8. 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.
    9. Aaberge, Rolf, 2008. "Ranking Intersecting Lorenz Curves," IZA Discussion Papers 3852, Institute of Labor Economics (IZA).
    10. Mussard, Stéphane, 2007. "La décomposition des mesures d’inégalité en sources de revenu : méthodes et applications," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(3), pages 415-445, septembre.
    11. Alejandro Corvalan, 2014. "The Impact of a Marginal Subsidy on Gini Indices," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(3), pages 596-603, September.
    12. Marc Dubois, 2020. "Dominance Criteria on Grids for Measuring Seasonal Competitive Imbalance in Sports Leagues," Working Papers hal-02617635, HAL.
    13. Marc Dubois, 2022. "Dominance criteria on grids for measuring competitive balance in sports leagues," Post-Print hal-04692979, HAL.
    14. W. Henry Chiu, 2021. "Intersecting Lorenz curves and aversion to inverse downside inequality," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 56(3), pages 487-508, April.
    15. Bosmans, Kristof, 2007. "Income inequality, quasi-concavity, and gradual population shifts," Mathematical Social Sciences, Elsevier, vol. 53(1), pages 29-45, January.
    16. Francesco Andreoli & Claudio Zoli, 2020. "From unidimensional to multidimensional inequality: a review," METRON, Springer;Sapienza Università di Roma, vol. 78(1), pages 5-42, April.
    17. Rodolfo Hoffmann & Diego Camargo Botassio, 2020. "Sensitivity of inequality measures considering regressive transfers with fixed relative income distance," METRON, Springer;Sapienza Università di Roma, vol. 78(3), pages 279-296, December.
    18. Fabio Maccheroni & Pietro Muliere & Claudio Zoli, 2005. "Inverse stochastic orders and generalized Gini functionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 529-559.
    19. MUSSARD Stéphane, 2007. "Between-Group Pigou-Dalton Transfers," IRISS Working Paper Series 2007-02, IRISS at CEPS/INSTEAD.
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    21. Dubois, Marc, 2022. "Dominance criteria on grids for measuring competitive balance in sports leagues," Mathematical Social Sciences, Elsevier, vol. 115(C), pages 1-10.
    22. Makdissi Paul & Seif Edine Mohamad, 2020. "Is the Elimination of Food Subsidies the Right Policy to Address Lebanon’s Public Finance Crisis?," Review of Middle East Economics and Finance, De Gruyter, vol. 16(2), pages 1-17, August.
    23. Michel Le Breton & Eugenio Peluso, 2009. "Third-degree stochastic dominance and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 7(3), pages 249-268, September.
    24. Peter Lambert & Giuseppe Lanza, 2006. "The effect on inequality of changing one or two incomes," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 4(3), pages 253-277, December.

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    1. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    2. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    3. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    4. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271265, HAL.
    5. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.
    6. Moez Abouda, 2008. "Decreasing absolute risk aversion: some clarification," Post-Print halshs-00270648, HAL.

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    1. Dorian Jullien & Alexandre Truc, 2024. "Towards a history of behavioural and experimental economics in France," Post-Print halshs-04810987, HAL.
    2. Toritseju Begho & Kelvin Balcombe, 2023. "Attitudes to Risk and Uncertainty: New Insights From an Experiment Using Interval Prospects," SAGE Open, , vol. 13(3), pages 21582440231, July.
    3. Alexander, L. Brown & Taisuke Imai & Ferdinand M. Vieider & Colin Camerer, 2021. "Meta-Analysis of Empirical Estimates of Loss-Aversion," CESifo Working Paper Series 8848, CESifo.
    4. Marcello Basili & Stefano Dalle Mura, 2004. "Ambiguity and macroeconomics:a rationale for price stickiness," Department of Economics University of Siena 428, Department of Economics, University of Siena.
    5. Jona Linde & Joep Sonnemans, 2009. "Social Comparison and Risky Choices," Tinbergen Institute Discussion Papers 09-097/1, Tinbergen Institute.
    6. Ido Erev & Ira Glozman & Ralph Hertwig, 2008. "What impacts the impact of rare events," Journal of Risk and Uncertainty, Springer, vol. 36(2), pages 153-177, April.
    7. Mohammed Abdellaoui & Horst Zank, 2023. "Source and rank-dependent utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 949-981, May.
    8. Tsoukias, Alexis, 2008. "From decision theory to decision aiding methodology," European Journal of Operational Research, Elsevier, vol. 187(1), pages 138-161, May.
    9. L'Haridon, Olivier, 2009. "Behavior in the loss domain: An experiment using the probability trade-off consistency condition," Journal of Economic Psychology, Elsevier, vol. 30(4), pages 540-551, August.
    10. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005. "Choices under ambiguity with familiar and unfamilar outcomes," Post-Print hal-00271349, HAL.
    11. Laurent Denant-Boèmont & Olivier L’haridon, 2013. "La rationalité à l'épreuve de l'économie comportementale," Post-Print halshs-00921070, HAL.
    12. Schmidt, Ulrich & Zank, Horst, 2010. "Endogenizing prospect theory's reference point," Kiel Working Papers 1611, Kiel Institute for the World Economy (IfW Kiel).
    13. Soham R. Phade & Venkat Anantharam, 2019. "On the Geometry of Nash and Correlated Equilibria with Cumulative Prospect Theoretic Preferences," Decision Analysis, INFORMS, vol. 16(2), pages 142-156, June.
    14. U Schmidt & H Zank, 2002. "Risk Aversion in Cumulative Prospect Theory," Economics Discussion Paper Series 0207, Economics, The University of Manchester.
    15. Birnbaum, Michael H., 2004. "Tests of rank-dependent utility and cumulative prospect theory in gambles represented by natural frequencies: Effects of format, event framing, and branch splitting," Organizational Behavior and Human Decision Processes, Elsevier, vol. 95(1), pages 40-65, September.
    16. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2011. "Prospect theory for continuous distributions: A preference foundation," Journal of Risk and Uncertainty, Springer, vol. 42(3), pages 195-210, June.
    17. Ulrich Schmidt & Horst Zank, 2011. "A Genuine Foundation for Prospect Theory," Economics Discussion Paper Series 1114, Economics, The University of Manchester.
    18. Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May.
    19. Schmidt, Ulrich & Zank, Horst, 2001. "A new axiomatization of rank-dependent expected utility with tradeoff consistency for equally likely outcomes," Journal of Mathematical Economics, Elsevier, vol. 35(4), pages 483-491, July.
    20. Bernard, Carole & Chen, Jit Seng & Vanduffel, Steven, 2015. "Rationalizing investors’ choices," Journal of Mathematical Economics, Elsevier, vol. 59(C), pages 10-23.
    21. Wang, Hsiao-Fan & Hsu, Fei-Chen, 2009. "An integrated operation module for individual risk management," European Journal of Operational Research, Elsevier, vol. 198(2), pages 610-617, October.
    22. Raphaël Giraud, 2004. "Framing under risk: Endogenizing the Reference Point and Separating Cognition and Decision," Cahiers de la Maison des Sciences Economiques bla04090, Université Panthéon-Sorbonne (Paris 1).
    23. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2023. "Gain-Loss Hedging and Cumulative Prospect Theory," Papers 2304.14843, arXiv.org.
    24. Marcos Escobar-Anel & Andreas Lichtenstern & Rudi Zagst, 2020. "Behavioral portfolio insurance strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(4), pages 353-399, December.
    25. Katarzyna Werner & Horst Zank, 2012. "Foundations for Prospect Theory Through Probability Midpoint Consistency," Economics Discussion Paper Series 1210, Economics, The University of Manchester.
    26. Horst Zank, 2007. "Social welfare functions with a reference income," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 28(4), pages 609-636, June.
    27. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025. "Gain-Loss Hedging and Cumulative Prospect Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202511, University of Kansas, Department of Economics.
    28. Mohammed Abdellaoui & Han Bleichrodt & Enrico Diecidue & Horst Zank, 2022. "Introduction to the Special Issue in Honor of Peter Wakker," Theory and Decision, Springer, vol. 92(3), pages 433-444, April.
    29. Valerie Seror, 2008. "Fitting observed and theoretical choices – women's choices about prenatal diagnosis of Down syndrome," Health Economics, John Wiley & Sons, Ltd., vol. 17(5), pages 557-577, May.
    30. Heilpern, S., 2003. "A rank-dependent generalization of zero utility principle," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 67-73, August.
    31. Rosella Castellano & Roy Cerqueti, 2013. "Roots and effects of financial misperception in a stochastic dominance framework," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(6), pages 3371-3389, October.
    32. Kobi Kriesler & Shmuel Nitzan, 2009. "Framing-Based Choice: A Model of Decision-Making Under Risk," Working Papers 2009-17, Bar-Ilan University, Department of Economics.
    33. Efe A. Ok & Pietro Ortoleva & Gil Riella, 2015. "Revealed (P)Reference Theory," American Economic Review, American Economic Association, vol. 105(1), pages 299-321, January.
    34. Dorian Jullien, 2016. "Under Uncertainty, Over Time and Regarding Other People: Rationality in 3D," GREDEG Working Papers 2016-20, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    35. Soham R. Phade & Venkat Anantharam, 2021. "Mechanism Design for Cumulative Prospect Theoretic Agents: A General Framework and the Revelation Principle," Papers 2101.08722, arXiv.org.
    36. Schmidt, Ulrich & Zank, Horst, 2009. "A simple model of cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 308-319, March.
    37. Peter Brooks & Simon Peters & Horst Zank, 2011. "Risk Behaviour for Gain, Loss and Mixed Prospects," Economics Discussion Paper Series 1123, Economics, The University of Manchester.
    38. Katarzyna M. Werner & Horst Zank, 2019. "A revealed reference point for prospect theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(4), pages 731-773, June.
    39. Horst Zank, 2007. "On the Paradigm of Loss Aversion," Economics Discussion Paper Series 0710, Economics, The University of Manchester.
    40. Horst Zank, 2010. "On probabilities and loss aversion," Theory and Decision, Springer, vol. 68(3), pages 243-261, March.
    41. Thomas F Epper & Helga Fehr-Duda, 2024. "RISK IN TIME: The Intertwined Nature of Risk Taking and Time Discounting," Post-Print hal-03473431, HAL.
    42. Dino Borie, 2016. "Additively Separable Preferences Without the Completeness Axiom: An Algebraic Approach," GREDEG Working Papers 2016-11, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    43. Honda, Edward, 2022. "Expected utility with threshold disappointment sensitivity," Economics Letters, Elsevier, vol. 213(C).
    44. Glenn W. Harrison & J. Todd Swarthout, 2023. "Cumulative Prospect Theory in the Laboratory: A Reconsideration," Research in Experimental Economics, in: Models of Risk Preferences: Descriptive and Normative Challenges, volume 22, pages 107-192, Emerald Group Publishing Limited.
    45. Lanzi, Diego, 2011. "Frames as choice superstructures," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(2), pages 115-123, April.
    46. Tuthill, Jonathan W. & Frechette, Darren L., 2002. "Non-Expected Utility Theories: Weighted Expected, Rank Dependent, And Cumulative Prospect Theory Utility," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19073, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    47. Balcombe, Kelvin & Bardsley, Nicholas & Dadzie, Sam & Fraser, Iain, 2019. "Estimating parametric loss aversion with prospect theory: Recognising and dealing with size dependence," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 106-119.
    48. Grechuk, Bogdan & Zabarankin, Michael, 2014. "Risk averse decision making under catastrophic risk," European Journal of Operational Research, Elsevier, vol. 239(1), pages 166-176.
    49. Josheski Dushko & Apostolov Mico, 2023. "The Prospect Theory and First Price Auctions: an Explanation of Overbidding," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(1), pages 33-74, March.
    50. Karni, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications,, Elsevier.
    51. Peter Brooks & Horst Zank, 2005. "Loss Averse Behavior," Journal of Risk and Uncertainty, Springer, vol. 31(3), pages 301-325, December.
    52. P Brooks & H Zank, 2004. "Attitudes on Gain and Loss Lotteries: A Simple Experiment," Economics Discussion Paper Series 0402, Economics, The University of Manchester.
    53. González-Jiménez, Víctor, 2024. "Incentive design for reference-dependent preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 221(C), pages 493-518.
    54. Marcello Basili & Stefano Dalle Mura, 2008. "Ambiguous Money Distribution And The Price Stickiness Phenomenon: A Rationale From An Ambiguous Rational Expectations Approach," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 0708, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
    55. Liang Zou, 2006. "An Alternative to Prospect Theory," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 1-28, May.

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    Cited by:

    1. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    2. Michail Anthropelos & Constantinos Kardaras, 2014. "Equilibrium in risk-sharing games," Papers 1412.4208, arXiv.org, revised Jul 2016.
    3. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
    4. Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2009. "Flexible contracts," Carlo Alberto Notebooks 128, Collegio Carlo Alberto, revised 2015.
    5. Francesco Fabbri & Giulio Principi & Lorenzo Stanca, 2024. "Absolute and Relative Ambiguity Attitudes," Papers 2406.01343, arXiv.org, revised Jun 2024.
    6. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    7. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    8. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
    9. Chambers, Robert G., 2014. "Uncertain equilibria and incomplete preferences," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 48-54.
    10. Mario Ghossoub & Giulio Principi & Ruodu Wang, 2024. "Allocation Mechanisms in Decentralized Exchange Markets with Frictions," Papers 2404.10900, arXiv.org.
    11. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
    12. Kin Chung Lo, 2007. "Correlated Nash Equilibrium," Working Papers 2007_5, York University, Department of Economics.
    13. Marciano Siniscalchi, 2003. "A Behavioral Characterization of Plausible Priors," Discussion Papers 1365, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    14. Rose-Anne Dana & Cuong Le Van, 2009. "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Post-Print halshs-00281582, HAL.
    15. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient Allocations under Ambiguity," Scholarly Articles 11352637, Harvard University Department of Economics.
    16. Ju, Biung-Ghi, 2005. "Strategy-proof risk sharing," Games and Economic Behavior, Elsevier, vol. 50(2), pages 225-254, February.
    17. Sujoy Mukerji & Jean-Marc Tallon, 2004. "An overview of economic applications of David Schmeidler's models of decision making under uncertainty," Post-Print halshs-00502534, HAL.
    18. Victor Filipe Martins da Rocha, 2010. "Interim efficiency with MEU-preferences," Post-Print hal-01413020, HAL.
    19. Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01109639, HAL.
    20. N. Azevedo & D. Pinheiro & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2018. "Who would invest only in the risk-free asset?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-14, September.
    21. Dana, Rose-Anne & Riedel, Frank, 2013. "Intertemporal equilibria with Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1582-1605.
    22. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
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    46. Rose-Anne Dana & Cuong Le Van, 2008. "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Documents de travail du Centre d'Economie de la Sorbonne b08039, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
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    Cited by:

    1. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    2. Anwar, Sajid & Zheng, Mingli, 2012. "Competitive insurance market in the presence of ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 79-84.
    3. Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
    4. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2012. "Contracting for innovation under knightian uncertainty," Cahiers de recherche 2012-15, Universite de Montreal, Departement de sciences economiques.
    5. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Working Papers 2014-74, Department of Research, Ipag Business School.
    6. Giuseppe Dari-Mattiacci & Eric Langlais, 2012. "Social wealth and optimal care," Post-Print hal-01385819, HAL.
    7. Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000. "Sharing Beliefs: between Agreeing and Disagreeing," Post-Print hal-00753122, HAL.
    8. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2015. "Ambiguity on the insurer's side: the demand for insurance," Cahiers de recherche 2015-03, Universite de Montreal, Departement de sciences economiques.
    9. Eric Langlais, 2012. "Safety and the allocation of costs in large accidents," Post-Print hal-01411623, HAL.
    10. Sujoy Mukerji & Jean-Marc Tallon & Université Paris I Panthéon-Sorbonne, 2000. "Ambiguity Aversion and Incompleteness of Financial Markets," Economics Series Working Papers 46, University of Oxford, Department of Economics.
    11. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    12. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    13. Dennery, Charles & Direr, Alexis, 2014. "Optimal lottery," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 15-23.
    14. Amarante, M & Ghossoub, M & Phelps, E, 2013. "Innovation, Entrepreneurship and Knightian Uncertainty," Working Papers 12241, Imperial College, London, Imperial College Business School.
    15. Mao, Tiantian & Hu, Jiuyun & Liu, Haiyan, 2018. "The average risk sharing problem under risk measure and expected utility theory," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 170-179.
    16. Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685408, HAL.
    17. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
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    19. Mario Ghossoub & Michael B. Zhu & Wing Fung Chong, 2024. "Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures," Papers 2409.05103, arXiv.org.
    20. Liurui Deng & Traian A. Pirvu, 2019. "Multi-Period Investment Strategies under Cumulative Prospect Theory," JRFM, MDPI, vol. 12(2), pages 1-15, May.
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    22. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
    23. Zuo Quan Xu, 2018. "Pareto optimal moral-hazard-free insurance contracts in behavioral finance framework," Papers 1803.02546, arXiv.org, revised Aug 2021.
    24. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2014. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Working Papers 2014-579, Department of Research, Ipag Business School.
    25. Thibault Gadjos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004. "Coping with Imprecise Information : A Decision Theoretic Approach," Working Papers 2004-14, Center for Research in Economics and Statistics.
    26. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient Allocations under Ambiguity," Scholarly Articles 11352637, Harvard University Department of Economics.
    27. Massimiliano Amarante & Mario Ghossoub, 2016. "Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer," Risks, MDPI, vol. 4(1), pages 1-27, March.
    28. Liebrich, Felix-Benedikt & Svindland, Gregor, 2019. "Efficient allocations under law-invariance: A unifying approach," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 28-45.
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    36. Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01109639, HAL.
    37. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
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    39. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    40. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634653, HAL.
    41. Yulian Fan, 2023. "Optimal insurance design under belief-dependent utility and ambiguity," Mathematics and Financial Economics, Springer, volume 17, number 6, September.
    42. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," PSE-Ecole d'économie de Paris (Postprint) halshs-02495663, HAL.
    43. Du, Shaofu & Chen, Yuan & Peng, Jing & Nie, Tengfei, 2022. "Incorporating risk fairness concerns into wine futures under quality uncertainty," Omega, Elsevier, vol. 113(C).
    44. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    45. Grigorova Miryana, 2014. "Stochastic orderings with respect to a capacity and an application to a financial optimization problem," Statistics & Risk Modeling, De Gruyter, vol. 31(2), pages 183-213, June.
    46. Eisei Ohtaki, 2023. "Optimality in an OLG model with nonsmooth preferences," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 611-659, September.
    47. Jan Werner, 2009. "Risk and risk aversion when states of nature matter," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 231-246, November.
    48. Beißner, Patrick & Riedel, Frank, 2016. "Knight-Walras equilibria," Center for Mathematical Economics Working Papers 558, Center for Mathematical Economics, Bielefeld University.
    49. Zimper, Alexander, 2009. "Half empty, half full and why we can agree to disagree forever," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 283-299, August.
    50. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01336882, HAL.
    51. Burgert, Christian & Rüschendorf, Ludger, 2008. "Allocation of risks and equilibrium in markets with finitely many traders," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 177-188, February.
    52. Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2024. "Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures," Papers 2412.00655, arXiv.org.
    53. Beissner, Patrick & Riedel, Frank, 2019. "Equilibria Under Knightian Price Uncertainty," Rationality and Competition Discussion Paper Series 142, CRC TRR 190 Rationality and Competition.
    54. Pazdera, Jaroslav & Schumacher, Johannes M. & Werker, Bas J.M., 2017. "The composite iteration algorithm for finding efficient and financially fair risk-sharing rules," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 122-133.
    55. Jayant V. Ganguli & Scott Condie, 2009. "The dynamics of partially-revealing rational expectations equilibria," 2009 Meeting Papers 1122, Society for Economic Dynamics.
    56. Acciaio, Beatrice & Svindland, Gregor, 2009. "Optimal risk sharing with different reference probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 426-433, June.
    57. Ghossoub, Mario & He, Xue Dong, 2021. "Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 6-22.
    58. Bettzuge, Marc Oliver & Hens, Thorsten & Laitenberger, Marta & Siwik, Thomas, 2000. "On Choquet prices in a GEI-model with intermediation costs," Research in Economics, Elsevier, vol. 54(2), pages 133-152, June.
    59. Boonen, Tim J. & Jiang, Wenjun, 2022. "Bilateral risk sharing in a comonotone market with rank-dependent utilities," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 361-378.
    60. Aldo Montesano, 2008. "Effects of Uncertainty Aversion on the Call Option Market," Theory and Decision, Springer, vol. 65(2), pages 97-123, September.
    61. Christoph Bühren & Fabian Meier & Marco Pleßner, 2023. "Ambiguity aversion: bibliometric analysis and literature review of the last 60 years," Management Review Quarterly, Springer, vol. 73(2), pages 495-525, June.
    62. Carole Bernard & Shaolin Ji & Weidong Tian, 2013. "An optimal insurance design problem under Knightian uncertainty," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 99-124, November.
    63. Nabil Kazi-Tani, 2018. "Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer," Working Papers hal-01742629, HAL.
    64. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.
    65. Wen-Fang Liu, 2002. "Heterogeneous Agent Economies with Knightian Uncertainty," Working Papers UWEC-2002-11, University of Washington, Department of Economics.
    66. William A. Barnett & Kangzheng Ding, 2024. "Expected Utility Maximization Under Weakened Assumptions Consistent With Behavioral Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202418, University of Kansas, Department of Economics.
    67. Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2024. "Counter-monotonic risk allocations and distortion risk measures," Papers 2407.16099, arXiv.org.
    68. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
    69. Tian, Dejian & Tian, Weidong, 2014. "Optimal risk-sharing under mutually singular beliefs," Mathematical Social Sciences, Elsevier, vol. 72(C), pages 41-49.
    70. Eichberger, Jürgen & Kelsey, David, 2007. "Ambiguity," Sonderforschungsbereich 504 Publications 07-50, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
      • Eichberger, Jürgen & Kelsey, David, 2007. "Ambiguity," Papers 07-50, Sonderforschungsbreich 504.
    71. Zuo Quan Xu, 2021. "Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory," Papers 2108.06940, arXiv.org, revised Aug 2022.
    72. Li, Yongwu & Xu, Zuo Quan, 2017. "Optimal insurance design with a bonus," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 111-118.
    73. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
    74. Zheng, Mingli & Wang, Chong & Li, Chaozheng, 2015. "Optimal nonlinear pricing by a monopolist with information ambiguity," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 60-66.
    75. Ghossoub, Mario, 2019. "Optimal insurance under rank-dependent expected utility," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 51-66.
    76. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
    77. Liurui Deng & Traian A. Pirvu, 2016. "Multi-period investment strategies under Cumulative Prospect Theory," Papers 1608.08490, arXiv.org, revised Mar 2019.
    78. Xu Zuo Quan & Zhou Xun Yu & Zhuang Sheng Chao, 2015. "Optimal Insurance with Rank-Dependent Utility and Increasing Indemnities," Papers 1509.04839, arXiv.org.
    79. Chakravarty, Surajeet & Kelsey, David, 2015. "Sharing ambiguous risks," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 1-8.
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    81. Eisei Ohtaki, 2010. "Sunspots, whether they are risk or uncertainty, cannot matter in the static Arrow-Debreu economy," Economics Bulletin, AccessEcon, vol. 30(2), pages 961-966.
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    Cited by:

    1. John Quiggin & Robert G. Chambers, 2004. "Supermodularity and the comparative statics of risk," Risk & Uncertainty Working Papers WPR04_5, Risk and Sustainable Management Group, University of Queensland.
    2. Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Post-Print hal-00671302, HAL.
    3. Michèle Cohen & Isaac Meilijson, 2011. "In search of characterization of the preference for safety under the Choquet model," Post-Print halshs-00594082, HAL.
    4. Stéphane Zuber & Geir B. Asheim, 2010. "Justifying Social Discounting: The Rank-Discounted Utilitarian Approach," CESifo Working Paper Series 3192, CESifo.
    5. 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, vol. 40(5), pages 547-571, August.
    6. Ruodu Wang & Zuo Quan Xu & Xun Yu Zhou, 2019. "Dual utilities on risk aggregation under dependence uncertainty," Finance and Stochastics, Springer, vol. 23(4), pages 1025-1048, October.
    7. Jordi Caballe & Joan Esteban, 2007. "Stochastic Dominance and Absolute Risk Aversion," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 28(1), pages 89-110, January.
    8. Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00840001, HAL.
    9. Stéphane Zuber & Geir B. Asheim, 2016. "Evaluating intergenerational risks," PSE-Ecole d'économie de Paris (Postprint) halshs-01383120, HAL.
    10. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    11. Laurie Bréban & André Lapidus, 2019. "Adam Smith on lotteries: an interpretation and formal restatement," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 26(1), pages 157-197, January.
    12. Michèle Cohen, 2008. "Risk perception, risk attitude and decision: a Rank-Dependent approach," Documents de travail du Centre d'Economie de la Sorbonne v08084, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    13. Grant, S. & Quiggin, J., 2001. "A Model-Free Definition of Increasing Uncertainty," Other publications TiSEM 32193c0e-b842-478a-b6ed-8, Tilburg University, School of Economics and Management.
    14. Mao, Tiantian & Hu, Taizhong, 2012. "Characterization of left-monotone risk aversion in the RDEU model," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 413-422.
    15. Simon Grant & John Quiggin, 2004. "Increasing Uncertainty: A Definition," Risk & Uncertainty Working Papers WPR04_4, Risk and Sustainable Management Group, University of Queensland.
    16. Paul H. Y. Cheung, 2023. "Guilt moderation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(3), pages 1025-1050, October.
    17. Assa, Hirbod & Zimper, Alexander, 2018. "Preferences over all random variables: Incompatibility of convexity and continuity," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 71-83.
    18. Sordo, Miguel A., 2008. "Characterizations of classes of risk measures by dispersive orders," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1028-1034, June.
    19. Louis R. Eeckhoudt & Roger J. A. Laeven, 2016. "Dual Moments and Risk Attitudes," Papers 1612.03347, arXiv.org, revised Mar 2018.
    20. Geir Asheim & Stéphane Zuber, 2022. "Rank-discounting as a resolution to a dilemma in population ethics," PSE-Ecole d'économie de Paris (Postprint) halshs-03760526, HAL.
    21. Marc-Arthur Diaye & André Lapidus & Christian Schmidt, 2024. "From Decision in Risk to Decision in Time - and Return: A Restatement of Probability Discounting," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03256606, HAL.
    22. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    23. Thibault Gajdos, 2004. "Single Crossing Lorenz Curves and Inequality Comparisons," Post-Print halshs-00086028, HAL.
    24. Ulrich Schmidt & Horst Zank, 2005. "What is Loss Aversion?," Journal of Risk and Uncertainty, Springer, vol. 30(2), pages 157-167, January.
    25. Jean Baccelli, 2018. "Risk Attitudes in Axiomatic Decision Theory: a Conceptual Perspective," Post-Print hal-01620886, HAL.
    26. Ghossoub, Mario & He, Xue Dong, 2021. "Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 6-22.
    27. Jean Baccelli, 2018. "Risk attitudes in axiomatic decision theory: a conceptual perspective," Theory and Decision, Springer, vol. 84(1), pages 61-82, January.
    28. Mao, Tiantian & Wang, Ruodu, 2022. "Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 103(C).
    29. Minqiang Li, 2014. "On Aumann and Serrano’s economic index of risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 415-437, February.
    30. Dennis W. Jansen & Liqun Liu, 2022. "Portfolio choice in the model of expected utility with a safety-first component," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 187-207, June.
    31. Marta Cardin & Bennett Eisenberg & Luisa Tibiletti, 2012. "Bid and Ask Prices Tailored to Traders' Risk Aversion and Gain Propension: a Normative Approach," International Journal of Business Research and Management (IJBRM), Computer Science Journals (CSC Journals), vol. 3(6), pages 294-306, December.
    32. Trabelsi, Mohamed Ali, 2019. "The new models of decision in risk: A review of the critical literature," MPRA Paper 92693, University Library of Munich, Germany, revised 2019.
    33. Mich�le Cohen, 2015. "Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis," Mathematical Population Studies, Taylor & Francis Journals, vol. 22(1), pages 53-70, March.
    34. Xiangyu Qu, 2015. "A belief-based definition of ambiguity aversion," Post-Print hal-01437539, HAL.
    35. Jean Baccelli & Georg Schollmeyer & Christoph Jansen, 2022. "Risk aversion over finite domains," Theory and Decision, Springer, vol. 93(2), pages 371-397, September.
    36. Jianping Yang & Chaoqun Zhao & Weiru Chen & Diwei Zhou & Shuguang Han, 2022. "Fraction-Degree Reference Dependent Stochastic Dominance," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 1193-1219, June.
    37. Alfred Müller & Marco Scarsini & Ilia Tsetlin & Robert L. Winkler, 2017. "Between First- and Second-Order Stochastic Dominance," Management Science, INFORMS, vol. 63(9), pages 2933-2947, September.
    38. Horst Zank, 2010. "Consistent probability attitudes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 44(2), pages 167-185, August.
    39. Eichberger, Jürgen & Kelsey, David, 2007. "Ambiguity," Sonderforschungsbereich 504 Publications 07-50, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
      • Eichberger, Jürgen & Kelsey, David, 2007. "Ambiguity," Papers 07-50, Sonderforschungsbreich 504.
    40. Eichberger, Jürgen & Pasichnichenko, Illia, 2021. "Decision-making with partial information," Journal of Economic Theory, Elsevier, vol. 198(C).
    41. Ryan, Matthew J., 2006. "Risk aversion in RDEU," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 675-697, September.
    42. Gajdos, Thibault, 2004. "Single crossing Lorenz curves and inequality comparisons," Mathematical Social Sciences, Elsevier, vol. 47(1), pages 21-36, January.
    43. James Cox & Vjollca Sadiraj & Bodo Vogt & Utteeyo Dasgupta, 2013. "Is there a plausible theory for decision under risk? A dual calibration critique," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 305-333, October.
    44. Ehsan Azmoodeh & Ozan Hur, 2023. "Generalized Families of Fractional Stochastic Dominance," Papers 2307.08651, arXiv.org, revised Feb 2025.
    45. Elisa Pagani, 2015. "Certainty Equivalent: Many Meanings of a Mean," Working Papers 24/2015, University of Verona, Department of Economics.
    46. Ruodu Wang & Qinyu Wu, 2024. "Prudence and higher-order risk attitudes in the rank-dependent utility model," Papers 2412.15350, arXiv.org.
    47. Alexander Zimper & Hirbod Assa, 2019. "Preferences Over Rich Sets of Random Variables: Semicontinuity in Measure versus Convexity," Working Papers 201940, University of Pretoria, Department of Economics.

  59. Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997. "New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview," Papiers d'Economie Mathématique et Applications 97.55, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Abouda, M. & Chateauneuf, A., 1999. "A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model," Papiers d'Economie Mathématique et Applications 1999.87, Université Panthéon-Sorbonne (Paris 1).
    2. Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009. "Decision under Risk: The Classical Expected Utility Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671289, HAL.
    3. Trabelsi, Mohamed Ali, 2006. "Les Nouveaux Modèles de Décision dans le Risque et l’Incertain : Quel Apport ? [The New Models of Decision Under Risk or Uncertainty : What Approach?]," MPRA Paper 76954, University Library of Munich, Germany.
    4. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    5. Simon Grant & John Quiggin, 2004. "Increasing Uncertainty: A Definition," Risk & Uncertainty Working Papers WPR04_4, Risk and Sustainable Management Group, University of Queensland.
    6. Thomas Augustin, 2002. "Expected utility within a generalized concept of probability — a comprehensive framework for decision making under ambiguity," Statistical Papers, Springer, vol. 43(1), pages 5-22, January.
    7. Fabio Maccheroni, 2000. "Yaari dual theory without the completeness axiom," ICER Working Papers - Applied Mathematics Series 30-2001, ICER - International Centre for Economic Research, revised Oct 2001.
    8. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    9. Trabelsi, Mohamed Ali, 2010. "Choix de portefeuille: comparaison des différentes stratégies [Portfolio selection: comparison of different strategies]," MPRA Paper 82946, University Library of Munich, Germany, revised 01 Dec 2010.
    10. Trabelsi, Mohamed Ali, 2008. "Peut-on encore parler des mesures de performance ? [One is able again to speak of performance measures?]," MPRA Paper 25443, University Library of Munich, Germany.
    11. Jean Baccelli, 2018. "Risk Attitudes in Axiomatic Decision Theory: a Conceptual Perspective," Post-Print hal-01620886, HAL.
    12. Heilpern, S., 2003. "A rank-dependent generalization of zero utility principle," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 67-73, August.
    13. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015. "Optimality of deductible for Yaari's model: a reappraisal," Documents de travail du Centre d'Economie de la Sorbonne 15072, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    14. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.
    15. Bettzuge, Marc Oliver & Hens, Thorsten & Laitenberger, Marta & Siwik, Thomas, 2000. "On Choquet prices in a GEI-model with intermediation costs," Research in Economics, Elsevier, vol. 54(2), pages 133-152, June.
    16. Jean Baccelli, 2018. "Risk attitudes in axiomatic decision theory: a conceptual perspective," Theory and Decision, Springer, vol. 84(1), pages 61-82, January.
    17. Trabelsi, Mohamed Ali, 2008. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty: What approach?]," MPRA Paper 83347, University Library of Munich, Germany, revised 2008.
    18. Fabio Maccheroni & Pietro Muliere & Claudio Zoli, 2005. "Inverse stochastic orders and generalized Gini functionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 529-559.
    19. Trabelsi, Mohamed Ali, 2019. "The new models of decision in risk: A review of the critical literature," MPRA Paper 92693, University Library of Munich, Germany, revised 2019.
    20. Carlier, G. & Dana, R. A., 2003. "Core of convex distortions of a probability," Journal of Economic Theory, Elsevier, vol. 113(2), pages 199-222, December.
    21. Jean Baccelli & Georg Schollmeyer & Christoph Jansen, 2022. "Risk aversion over finite domains," Theory and Decision, Springer, vol. 93(2), pages 371-397, September.
    22. Neji Saidi, 2022. "Willingness to pay, surplus and Insurance policy under dual theory," Papers 2204.04794, arXiv.org.
    23. Guillaume Carlier & Rose-Anne Dana, 2003. "Pareto efficient insurance contracts when the insurer's cost function is discontinuous," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(4), pages 871-893, June.
    24. Stanislaw Heilpern, 2002. "Using Choquet integral in economics," Statistical Papers, Springer, vol. 43(1), pages 53-73, January.
    25. Jean Baccelli, 2016. "L'analyse axiomatique et l'attitude par rapport au risque," Post-Print hal-01462286, HAL.

  60. Chateauneuf, A. & Jaffray, J.Y., 1992. "Local-Mobius Transforms of Monotone Capacities," Papiers d'Economie Mathématique et Applications 92.60, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray," Theory and Decision, Springer, vol. 71(1), pages 1-10, July.
    2. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011. "Regular updating," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00455779, HAL.

  61. Chateauneuf, A. & Kast, R. & Lapied, A., 1992. "Choquet Pricing for Financial Markets with Frictions," G.R.E.Q.A.M. 92a11, Universite Aix-Marseille III.

    Cited by:

    1. Balbás, Alejandro & Downarowicz, Anna, 2004. "Infinitely many securities and the fundamental theorem of asset pricing," DEE - Working Papers. Business Economics. WB wb043513, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    2. Jean-Pascal Gayant, 1995. "Généralisation de l'espérance d'utilité en univers risqué : représentation et estimation," Revue Économique, Programme National Persée, vol. 46(4), pages 1047-1061.
    3. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2004. "Choquet Insurance Pricing: A Caveat," Mathematical Finance, Wiley Blackwell, vol. 14(3), pages 481-485, July.
    4. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," PSE-Ecole d'économie de Paris (Postprint) halshs-02495663, HAL.
    5. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, vol. 64(2), pages 119-146, March.
    6. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 27(2), pages 153-166, December.
    7. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.
    8. Robert Kast & André Lapied, 2007. "Dynamically Consistent Conditional Choquet Capacities," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research.
    9. Mark Reesor & Don McLeish, 2002. "Risk, Entropy, and the Transformation of Distributions," Staff Working Papers 02-11, Bank of Canada.

Articles

  1. Alain Chateauneuf & Bernard Cornet, 2022. "The risk-neutral non-additive probability with market frictions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 13-25, May.
    See citations under working paper version above.
  2. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
    See citations under working paper version above.
  3. Alain Chateauneuf & Bernard Cornet, 2022. "Correction to: Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 745-746, April.

    Cited by:

    1. Alain Chateauneuf & Bernard Cornet, 2022. "The risk-neutral non-additive probability with market frictions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 13-25, May.
    2. Leandro Nascimento, 2024. "Bounded arbitrage and nearly rational behavior," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(4), pages 941-974, June.
    3. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).
    4. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202509, University of Kansas, Department of Economics.
    5. Rabah Amir & Bernard Cornet & M. Ali Khan & David Levine & Edward C. Prescott, 2022. "Special Issue in honor of Nicholas C. Yannelis – Part II," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 377-385, April.

  4. Aouani, Zaier & Chateauneuf, Alain & Ventura, Caroline, 2021. "Propensity for hedging and ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 97(C).
    See citations under working paper version above.
  5. Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020. "A Simple Characterization of the Hurwicz Criterium under Uncertainty," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 331-336.
    See citations under working paper version above.
  6. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
    See citations under working paper version above.
  7. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
    See citations under working paper version above.
  8. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018. "General Equilibrium With Uncertainty Loving Preferences," Econometrica, Econometric Society, vol. 86(5), pages 1859-1871, September.
    See citations under working paper version above.
  9. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2017. "Infinite supermodularity and preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 99-109, January.
    See citations under working paper version above.
  10. Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017. "Multidimensional Pigou–Dalton transfers and social evaluation functions," Theory and Decision, Springer, vol. 83(4), pages 573-590, December.
    See citations under working paper version above.
  11. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 131-157, January.
    See citations under working paper version above.
  12. Bastianello, Lorenzo & Chateauneuf, Alain, 2016. "About delay aversion," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 62-77.
    See citations under working paper version above.
  13. Chateauneuf, A. & Lakhnati, G., 2015. "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 44-48.
    See citations under working paper version above.
  14. Chateauneuf, Alain & Mostoufi, Mina & Vyncke, David, 2015. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Mathematical Social Sciences, Elsevier, vol. 74(C), pages 73-78.
    See citations under working paper version above.
  15. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2014. "Ignorance and competence in choices under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 143-150.
    See citations under working paper version above.
  16. Chateauneuf, Alain & Ventura, Caroline, 2013. "G-continuity, impatience and myopia for Choquet multi-period utilities," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 97-105.
    See citations under working paper version above.
  17. Aloisio Araujo & Alain Chateauneuf & José Faro, 2012. "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 1-35, January.
    See citations under working paper version above.
  18. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011. "Regular updating," Theory and Decision, Springer, vol. 71(1), pages 111-128, July.
    See citations under working paper version above.
  19. Luciano Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 243-273, October.
    See citations under working paper version above.
  20. Chateauneuf, Alain & Ventura, Caroline, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Mathematical Social Sciences, Elsevier, vol. 59(1), pages 1-14, January.
    See citations under working paper version above.
  21. Chateauneuf, Alain & Faro, José Heleno, 2009. "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 535-558, September.
    See citations under working paper version above.
  22. Chateauneuf, A. & Grabisch, M. & Rico, A., 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1084-1099, December.
    See citations under working paper version above.
  23. Basili, Marcello & Chateauneuf, Alain & Fontini, Fulvio, 2008. "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses," Ecological Economics, Elsevier, vol. 67(3), pages 485-491, October.
    See citations under working paper version above.
  24. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September.
    See citations under working paper version above.
  25. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 511-522, September.
    See citations under working paper version above.
  26. Chateauneuf, Alain & Eichberger, Jurgen & Grant, Simon, 2007. "Choice under uncertainty with the best and worst in mind: Neo-additive capacities," Journal of Economic Theory, Elsevier, vol. 137(1), pages 538-567, November.
    See citations under working paper version above.
  27. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005. "Choices Under Ambiguity With Familiar And Unfamiliar Outcomes," Theory and Decision, Springer, vol. 58(2), pages 195-207, March.
    See citations under working paper version above.
  28. Alain Chateauneuf & Michéle Cohen & Isaac Meilijson, 2005. "More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 649-667, April.
    See citations under working paper version above.
  29. Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(4), pages 973-982, November.
    See citations under working paper version above.
  30. 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, vol. 40(5), pages 547-571, August.
    See citations under working paper version above.
  31. Chateauneuf, Alain & Rebille, Yann, 2004. "Some characterizations of non-additive multi-period models," Mathematical Social Sciences, Elsevier, vol. 48(3), pages 235-250, November.

    Cited by:

    1. André Lapied & Olivier Renault, 2012. "An Investigation of Time Consistency for Subjective Discontinued Utility," AMSE Working Papers 1210, Aix-Marseille School of Economics, France.
    2. Bach Dong-Xuan & Philippe Bich, 2024. "Dynamic choices, temporal invariance and variational discounting," Papers 2408.05632, arXiv.org.
    3. André Lapied & Olivier Renault, 2012. "A subjective discounted utility model," Economics Bulletin, AccessEcon, vol. 32(2), pages 1171-1179.
    4. Robert Kast & André Lapied, 2008. "Valuing future cash flows with non separable discount factors and non additive subjective measures: Conditional Choquet Capacities on Time and on Uncertainty," Working Papers 08-09, LAMETA, Universtiy of Montpellier, revised Jun 2008.
    5. Alain Chateauneuf & Caroline Ventura, 2013. "G-continuity, impatience and myopia for Choquet multi-period utilities," Post-Print hal-00964446, HAL.
    6. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2014. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Working Papers 2014-579, Department of Research, Ipag Business School.
    7. Rebille, Yann, 2007. "Patience in some non-additive models," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 749-763, August.
    8. Faruk Gul & Paulo Natenzon & Wolfgang Pesendorfer, 2020. "Random Evolving Lotteries and Intrinsic Preference for Information," Working Papers 2020-71, Princeton University. Economics Department..
    9. Bach Dong-Xuan & Philippe Bich & Bertrand Wigniolle, 2025. "Prudent aggregation of quasi-hyperbolic experts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(2), pages 417-444, March.
    10. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01336882, HAL.
    11. Chateauneuf, Alain & Rebille, Yann, 2004. "A Yosida-Hewitt decomposition for totally monotone games," Mathematical Social Sciences, Elsevier, vol. 48(1), pages 1-9, July.
    12. André Lapied & Robert Kast, 2009. "Updating Choquet valuation and discounting information arrivals," Working Papers halshs-00410532, HAL.

  32. Alain Chateauneuf & Patrick Moyes, 2004. "Lorenz non-consistent welfare and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 2(2), pages 61-87, August.
    See citations under working paper version above.
  33. Chateauneuf, Alain & Rebille, Yann, 2004. "A Yosida-Hewitt decomposition for totally monotone games," Mathematical Social Sciences, Elsevier, vol. 48(1), pages 1-9, July.

    Cited by:

    1. Alain Chateauneuf & Caroline Ventura, 2009. "G-continuity, impatience and G-cores of exact games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00442855, HAL.
    2. Takao Asano & Hiroyuki Kojima, 2014. "Modularity and monotonicity of games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 80(1), pages 29-46, August.
    3. Alain Chateauneuf & Caroline Ventura, 2013. "G-continuity, impatience and myopia for Choquet multi-period utilities," Post-Print hal-00964446, HAL.
    4. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
    5. Takao Asano & Hiroyuki Kojima, 2013. "Modularity and Monotonicity of Games," KIER Working Papers 871, Kyoto University, Institute of Economic Research.

  34. Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2003. "A simple axiomatization and constructive representation proof for choquet expected utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(4), pages 907-915, November.
    See citations under working paper version above.
  35. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.

    Cited by:

    1. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    2. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634653, HAL.
    3. Bassett, Gilbert Jr., 2005. "Proposing a dinner date: analysis by rank-dependent expected utility," Journal of Economic Behavior & Organization, Elsevier, vol. 58(3), pages 393-402, November.
    4. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    5. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271265, HAL.
    6. Moez Abouda, 2008. "Decreasing absolute risk aversion: some clarification," Post-Print halshs-00270648, HAL.

  36. Chateauneuf, Alain & Gajdos, Thibault & Wilthien, Pierre-Henry, 2002. "The Principle of Strong Diminishing Transfer," Journal of Economic Theory, Elsevier, vol. 103(2), pages 311-333, April.
    See citations under working paper version above.
  37. Abouda, Moez & Chateauneuf, Alain, 2002. "Characterization of symmetrical monotone risk aversion in the RDEU model," Mathematical Social Sciences, Elsevier, vol. 44(1), pages 1-15, September.
    See citations under working paper version above.
  38. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallou, 2002. "Sharing beliefs and the absence of betting in the Choquet expected utility model," Statistical Papers, Springer, vol. 43(1), pages 127-136, January.
    See citations under working paper version above.
  39. Jean-Marc Tallon & Alain Chateauneuf, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 19(3), pages 509-523.
    See citations under working paper version above.
  40. Alain Chateauneuf & Robert Kast & André Lapied, 2001. "Conditioning Capacities and Choquet Integrals: The Role of Comonotony," Theory and Decision, Springer, vol. 51(2), pages 367-386, December.

    Cited by:

    1. André Lapied & Pascal Toquebeuf, 2011. "Dynamically consistent CEU preferences," Working Papers halshs-00856193, HAL.
    2. Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A characterization of the 2-additive Choquet integral through cardinal information," Post-Print halshs-00625708, HAL.
    3. André Lapied & Thomas Rongiconi, 2013. "Ambiguity as a Source of Temptation: Modeling Unstable Beliefs," AMSE Working Papers 1316, Aix-Marseille School of Economics, France.
    4. Robert Kast & André Lapied, 2008. "Valuing future cash flows with non separable discount factors and non additive subjective measures: Conditional Choquet Capacities on Time and on Uncertainty," Working Papers 08-09, LAMETA, Universtiy of Montpellier, revised Jun 2008.
    5. Tarik Driouchi & Lenos Trigeorgis & Raymond H. Y. So, 2018. "Option implied ambiguity and its information content: Evidence from the subprime crisis," Annals of Operations Research, Springer, vol. 262(2), pages 463-491, March.
    6. André Lapied & Pascal Toquebeuf, 2013. "A note on “Re-examining the law of iterated expectations for Choquet decision makers”," Theory and Decision, Springer, vol. 74(3), pages 439-445, March.
    7. Robert Kast & André Lapied & Pascal Toquebeuf, 2008. "Updating Choquet Integrals , Consequentialism and Dynamic Consistency," ICER Working Papers - Applied Mathematics Series 04-2008, ICER - International Centre for Economic Research.
    8. Lapied, André & Toquebeuf, Pascal, 2012. "Dynamically consistent CEU preferences on f-convex events," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256.
    9. Driouchi, Tarik & So, Raymond H.Y. & Trigeorgis, Lenos, 2020. "Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail," Journal of Corporate Finance, Elsevier, vol. 62(C).
    10. Nicolas Aubert & Bernard Grand & André Lapied & Patrick Rousseau, 2009. "Is employee ownership so senseless," Finance, Presses universitaires de Grenoble, vol. 30(2), pages 5-29.
    11. Takashi Ui & Atsushi Kajii, 2005. "Equivalence of the Dempster-Shafer rule and the maximum likelihood rule implies convexity," Economics Bulletin, AccessEcon, vol. 4(10), pages 1-6.
    12. Robert Kast & André Lapied & Pascal Toquebeuf, 2012. "Updating Choquet capacities: a general framework," Economics Bulletin, AccessEcon, vol. 32(2), pages 1495-1503.
    13. André Lapied & Pascal Toquebeuf, 2009. "Consistent dynamic choice and non-expected utility preferences," Working Papers hal-00416214, HAL.
    14. Robert Kast & André Lapied, 2007. "Dynamically Consistent Conditional Choquet Capacities," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research.
    15. Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A representation of preferences by the Choquet integral with respect to a 2-additive capacity," Theory and Decision, Springer, vol. 71(3), pages 297-324, September.
    16. Rossella Agliardi, 2017. "Asymmetric Choquet random walks and ambiguity aversion or seeking," Theory and Decision, Springer, vol. 83(4), pages 591-602, December.
    17. André Lapied & Robert Kast, 2009. "Updating Choquet valuation and discounting information arrivals," Working Papers halshs-00410532, HAL.
    18. Giulianella Coletti & Davide Petturiti & Barbara Vantaggi, 2019. "Dutch book rationality conditions for conditional preferences under ambiguity," Annals of Operations Research, Springer, vol. 279(1), pages 115-150, August.
    19. Robert Kast & André Lapied & Pascal Toquebeuf, 2012. "Updating Choquet capacities: a general framework," Post-Print hal-04476906, HAL.

  41. Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.
    See citations under working paper version above.
  42. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing Beliefs: Between Agreeing and Disagreeing," Econometrica, Econometric Society, vol. 68(3), pages 685-694, May.
    See citations under working paper version above.
  43. Chateauneuf, Alain & Wakker, Peter, 1999. "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, vol. 18(2), pages 137-145, August.
    See citations under working paper version above.
  44. Chateauneuf, Alain, 1999. "Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 21-45, August.

    Cited by:

    1. H Zank, 2004. "Deriving Rank-Dependent Expected Utility Through Probabilistic Consistency," Economics Discussion Paper Series 0409, Economics, The University of Manchester.
    2. Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021. "Propensity for hedging and ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03330739, HAL.
    3. Laurent Denant-Boèmont & Olivier L’haridon, 2013. "La rationalité à l'épreuve de l'économie comportementale," Post-Print halshs-00921070, HAL.
    4. Michèle Cohen & Johanna Etner & Meglena Jeleva, 2008. "Dynamic Decision Making when Risk Perception Depends on Past Experience," Post-Print halshs-00211942, HAL.
    5. Ulrich Schmidt & Horst Zank, 2011. "A Genuine Foundation for Prospect Theory," Economics Discussion Paper Series 1114, Economics, The University of Manchester.
    6. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    7. Webb, Craig S. & Zank, Horst, 2011. "Accounting for optimism and pessimism in expected utility," Journal of Mathematical Economics, Elsevier, vol. 47(6), pages 706-717.
    8. Mark Dean & Pietro Ortoleva, 2012. "Allais, Ellsberg, and Preferences for Hedging," Working Papers 2012-2, Brown University, Department of Economics.
    9. Marc-Arthur Diaye & André Lapidus & Christian Schmidt, 2024. "From Decision in Risk to Decision in Time - and Return: A Restatement of Probability Discounting," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03256606, HAL.
    10. Katarzyna Werner & Horst Zank, 2012. "Foundations for Prospect Theory Through Probability Midpoint Consistency," Economics Discussion Paper Series 1210, Economics, The University of Manchester.
    11. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    12. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271265, HAL.
    13. Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2006. "Parametric Weighting Functions," Economics Discussion Paper Series 0622, Economics, The University of Manchester.
    14. Castagnoli, Erio & LiCalzi, Marco, 2006. "Benchmarking real-valued acts," Games and Economic Behavior, Elsevier, vol. 57(2), pages 236-253, November.
    15. Jean-Louis ARCAND & Grégoire ROTA-GRAZIOSI, 2004. "Tax Compliance and Rank-Dependent Expected Utility," Working Papers 200403, CERDI.
    16. Wakker, Peter P. & Zank, Horst, 2002. "A simple preference foundation of cumulative prospect theory with power utility," European Economic Review, Elsevier, vol. 46(7), pages 1253-1271, July.
    17. Kirsten Rohde, 2010. "The hyperbolic factor: A measure of time inconsistency," Journal of Risk and Uncertainty, Springer, vol. 41(2), pages 125-140, October.
    18. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.
    19. Bommier, Antoine, 2017. "A dual approach to ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 71(C), pages 104-118.
    20. Matthieu De Lapparent & Moshe Ben-Akiva, 2014. "Risk Aversion in Travel Mode Choice with Rank-Dependent Utility," Mathematical Population Studies, Taylor & Francis Journals, vol. 21(4), pages 189-204, December.
    21. Jean Baccelli, 2018. "Risk attitudes in axiomatic decision theory: a conceptual perspective," Theory and Decision, Springer, vol. 84(1), pages 61-82, January.
    22. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September.
    23. Katarzyna M. Werner & Horst Zank, 2019. "A revealed reference point for prospect theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(4), pages 731-773, June.
    24. Meng, Jingyi & Webb, Craig S. & Zank, Horst, 2024. "Mixture independence foundations for expected utility," Journal of Mathematical Economics, Elsevier, vol. 111(C).
    25. Mich�le Cohen, 2015. "Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis," Mathematical Population Studies, Taylor & Francis Journals, vol. 22(1), pages 53-70, March.
    26. Horst Zank, 2010. "Consistent probability attitudes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 44(2), pages 167-185, August.
    27. Mikhail Sokolov, 2011. "Interval scalability of rank-dependent utility," Theory and Decision, Springer, vol. 70(3), pages 255-282, March.
    28. Daniel R. Burghart, 2020. "The two faces of independence: betweenness and homotheticity," Theory and Decision, Springer, vol. 88(4), pages 567-593, May.
    29. Jean Baccelli, 2016. "L'analyse axiomatique et l'attitude par rapport au risque," Post-Print hal-01462286, HAL.

  45. A. Chateauneuf & R. Kast & A. Lapied, 1996. "Choquet Pricing For Financial Markets With Frictions1," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330, July.

    Cited by:

    1. Alain Chateauneuf & Bernard Cornet, 2022. "The risk-neutral non-additive probability with market frictions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 13-25, May.
    2. Gianluca Cassese, 2014. "Option pricing in an imperfect world," Working Papers 277, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
    3. Andreas Tsanakas & Evangelia Desli, 2005. "Measurement and Pricing of Risk in Insurance Markets," Risk Analysis, John Wiley & Sons, vol. 25(6), pages 1653-1668, December.
    4. Tarik Driouchi & Lenos Trigeorgis & Raymond H. Y. So, 2018. "Option implied ambiguity and its information content: Evidence from the subprime crisis," Annals of Operations Research, Springer, vol. 262(2), pages 463-491, March.
    5. Balbás, Alejandro & Downarowicz, Anna, 2004. "Infinitely many securities and the fundamental theorem of asset pricing," DEE - Working Papers. Business Economics. WB wb043513, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    6. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Post-Print hal-03722920, HAL.
    7. Frank Riedel, 2003. "Dynamic Coherent Risk Measures," Working Papers 03004, Stanford University, Department of Economics.
    8. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
    9. De Waegenaere, A.M.B. & Kast, R. & Lapied, A., 1996. "Non-Linear Asset Valuation on Markets with Frictions," Discussion Paper 1996-112, Tilburg University, Center for Economic Research.
    10. De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003. "Choquet pricing and equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July.
    11. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2004. "Choquet Insurance Pricing: A Caveat," Mathematical Finance, Wiley Blackwell, vol. 14(3), pages 481-485, July.
    12. Gianluca Cassese, 2014. "Asset Pricing in an Imperfect World," Papers 1410.6408, arXiv.org.
    13. De Waegenaere, A.M.B. & Wakker, P.P., 1997. "Choquet Integrals With Respect to Non-Monotonic Set Functions," Discussion Paper 1997-44, Tilburg University, Center for Economic Research.
    14. Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M., 2015. "Put–Call Parity and market frictions," Journal of Economic Theory, Elsevier, vol. 157(C), pages 730-762.
    15. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
    16. Labuschagne, Coenraad C.A. & Offwood, Theresa M., 2010. "A note on the connection between the Esscher-Girsanov transform and the Wang transform," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 385-390, December.
    17. Kast, Robert & Lapied, Andre, 2003. "Comonotonic book making and attitudes to uncertainty," Mathematical Social Sciences, Elsevier, vol. 46(1), pages 1-7, August.
    18. Robert Kast & André Lapied & Sophie Pardo & Camélia Protopopescu, 2001. "Évaluation de risques controversés par la théorie des options réelles," Économie et Prévision, Programme National Persée, vol. 149(3), pages 51-63.
    19. Grigorova Miryana, 2014. "Stochastic orderings with respect to a capacity and an application to a financial optimization problem," Statistics & Risk Modeling, De Gruyter, vol. 31(2), pages 183-213, June.
    20. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," Post-Print hal-00685413, HAL.
    21. Robert Kast & André Lapied, 2010. "Dynamically consistent Choquet random walk and real investments," Working Papers hal-02817702, HAL.
    22. Labuschagne, Coenraad C.A. & Offwood, Theresa M., 2013. "Pricing exotic options using the Wang transform," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 139-150.
    23. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 27(2), pages 153-166, December.
    24. Bernard Cornet, 2025. "Characterizing Arbitrage-Free Choquet Pricing Rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202508, University of Kansas, Department of Economics.
    25. Bettzuge, Marc Oliver & Hens, Thorsten & Laitenberger, Marta & Siwik, Thomas, 2000. "On Choquet prices in a GEI-model with intermediation costs," Research in Economics, Elsevier, vol. 54(2), pages 133-152, June.
    26. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).
    27. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September.
    28. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202509, University of Kansas, Department of Economics.
    29. Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019. "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena 808, Department of Economics, University of Siena.
    30. Yaarit Even & Ehud Lehrer, 2014. "Decomposition-integral: unifying Choquet and the concave integrals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 33-58, May.
    31. Mark Reesor & Don McLeish, 2002. "Risk, Entropy, and the Transformation of Distributions," Staff Working Papers 02-11, Bank of Canada.
    32. Tsanakas, Andreas, 2004. "Dynamic capital allocation with distortion risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 223-243, October.
    33. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.
    34. Laeven, Roger J. A. & Goovaerts, Marc J., 2004. "An optimization approach to the dynamic allocation of economic capital," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 299-319, October.
    35. William A. Barnett & Kangzheng Ding, 2024. "Expected Utility Maximization Under Weakened Assumptions Consistent With Behavioral Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202418, University of Kansas, Department of Economics.
    36. Young, Virginia R. & Zariphopoulou, Thaleia, 2000. "Computation of distorted probabilities for diffusion processes via stochastic control methods," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 1-18, August.
    37. Roger, Patrick, 2000. "Properties of bid and ask reservation prices in the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 269-285, November.
    38. Young, Virginia R., 1998. "Families of update rules for non-additive measures: Applications in pricing risks," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 1-14, October.
    39. Marcello Basili & Carlo Zappia, 2018. "Ellsberg’s Decision Rules and Keynes’s Long-Term Expectations," Department of Economics University of Siena 777, Department of Economics, University of Siena.
    40. Tsanakas, Andreas & Barnett, Christopher, 2003. "Risk capital allocation and cooperative pricing of insurance liabilities," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 239-254, October.
    41. Andrea Cinfrignini & Davide Petturiti & Barbara Vantaggi, 2023. "Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting," Annals of Operations Research, Springer, vol. 321(1), pages 103-137, February.
    42. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Insurance Premia Consistent with the Market," ICER Working Papers - Applied Mathematics Series 24-2002, ICER - International Centre for Economic Research.
    43. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
    44. John A. Major & Stephen J. Mildenhall, 2020. "Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market," Papers 2008.12427, arXiv.org.
    45. Emy Lécuyer & Jean-Philippe Lefort, 2021. "Put–call parity and generalized neo-additive pricing rules," Theory and Decision, Springer, vol. 90(3), pages 521-542, May.
    46. Hurlimann, W., 1998. "On distribution-free safe layer-additive pricing," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 277-285, July.
    47. André Lapied & Robert Kast, 2010. "Dynamically consistent Choquet random walk and real investments," Working Papers 10-21, LAMETA, Universtiy of Montpellier, revised 2010.
    48. Ariful Hoque, 2011. "Transaction Cost Discovery By Decomposition Of The Error Term: A Bootstrapping Approach," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(1), pages 113-121.
    49. Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023. "A representation of Keynes's long-term expectation in financial markets," Working Papers hal-03999320, HAL.
    50. Siu, Tak Kuen & Yang, Hailiang, 1999. "Subjective risk measures: Bayesian predictive scenarios analysis," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 157-169, November.
    51. Boonen, Tim J., 2017. "Risk Redistribution Games With Dual Utilities," ASTIN Bulletin, Cambridge University Press, vol. 47(1), pages 303-329, January.
    52. Baccara, Mariagiovanna & Battauz, Anna & Ortu, Fulvio, 2006. "Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization," Journal of Economic Dynamics and Control, Elsevier, vol. 30(1), pages 55-79, January.

  46. Chateauneuf, Alain, 1996. "Decomposable capacities, distorted probabilities and concave capacities," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 19-37, February.

    Cited by:

    1. Bosi, Gianni & Zuanon, Magali E., 2003. "Continuous representability of homothetic preorders by means of sublinear order-preserving functions," Mathematical Social Sciences, Elsevier, vol. 45(3), pages 333-341, July.

  47. Chateauneuf, Alain & Cohen, Michele, 1994. "Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model," Journal of Risk and Uncertainty, Springer, vol. 9(1), pages 77-91, July.

    Cited by:

    1. Jinrui Pan & Craig S. Webb & Horst Zank, 2019. "Delayed probabilistic risk attitude: a parametric approach," Theory and Decision, Springer, vol. 87(2), pages 201-232, September.
    2. Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005. "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00211906, HAL.
    3. Yao Thibaut Kpegli & Brice Corgnet & Adam Zylbersztejn, 2020. "All at Once! A Comprehensive and Tractable Semi-Parametric Method to Elicit Prospect Theory Components," Working Papers halshs-03016517, HAL.
    4. John Quiggin & Robert G. Chambers, 2004. "Supermodularity and the comparative statics of risk," Risk & Uncertainty Working Papers WPR04_5, Risk and Sustainable Management Group, University of Queensland.
    5. Courtault, Jean-Michel & Gayant, Jean-Pascal, 1998. "Local risk aversion in the rank dependent expected utility model: First order versus second order effects," Economics Letters, Elsevier, vol. 59(2), pages 207-212, May.
    6. Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Post-Print hal-00671302, HAL.
    7. Eric Langlais, 2012. "Safety and the allocation of costs in large accidents," Post-Print hal-01411623, HAL.
    8. Hanany, Eran & Safra, Zvi, 2000. "Existence and Uniqueness of Ordinal Nash Outcomes," Journal of Economic Theory, Elsevier, vol. 90(2), pages 254-276, February.
    9. Langlais, Eric, 2006. "Criminals and risk attitude," MPRA Paper 1149, University Library of Munich, Germany, revised 15 Sep 2006.
    10. Michèle Cohen & Isaac Meilijson, 2011. "In search of characterization of the preference for safety under the Choquet model," Post-Print halshs-00594082, HAL.
    11. Serge Blondel, 2003. "Généralisation de l'espérance d'utilité : le cas des jeux de loterie en France," Economie & Prévision, La Documentation Française, vol. 159(3), pages 105-112.
    12. Diecidue, E. & Wakker, P.P. & Zeelenberg, M., 2007. "Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory," Other publications TiSEM ac35645a-7772-46fe-ba31-c, Tilburg University, School of Economics and Management.
    13. Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00840001, HAL.
    14. Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005. "On the precautionary motive for savings and prudence, in an EU and a NEU framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194667, HAL.
    15. Jean-Pascal Gayant, 1995. "Généralisation de l'espérance d'utilité en univers risqué : représentation et estimation," Revue Économique, Programme National Persée, vol. 46(4), pages 1047-1061.
    16. Laurent Denant-Boèmont & Olivier L’haridon, 2013. "La rationalité à l'épreuve de l'économie comportementale," Post-Print halshs-00921070, HAL.
    17. U Schmidt & H Zank, 2002. "Risk Aversion in Cumulative Prospect Theory," Economics Discussion Paper Series 0207, Economics, The University of Manchester.
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    1. Aurélien Baillon & Olivier L’Haridon, 2021. "Discrete Arrow–Pratt indexes for risk and uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(4), pages 1375-1393, November.
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    9. Mohammed Abdellaoui & Han Bleichrodt & Enrico Diecidue & Horst Zank, 2022. "Introduction to the Special Issue in Honor of Peter Wakker," Theory and Decision, Springer, vol. 92(3), pages 433-444, April.
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    45. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025. "Gain-Loss Hedging and Cumulative Prospect Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202511, University of Kansas, Department of Economics.
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  50. Chateauneuf, Alain & Jaffray, Jean-Yves, 1989. "Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion," Mathematical Social Sciences, Elsevier, vol. 17(3), pages 263-283, June.
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  51. Chateauneuf, Alain, 1987. "Continuous representation of a preference relation on a connected topological space," Journal of Mathematical Economics, Elsevier, vol. 16(2), pages 139-146, April.

    Cited by:

    1. Knoblauch, Vicki, 2000. "Lexicographic orders and preference representation," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 255-267, October.
    2. Karni, Edi, 2011. "Continuity, completeness and the definition of weak preferences," Mathematical Social Sciences, Elsevier, vol. 62(2), pages 123-125, September.
    3. Marc-Arthur Diaye & Michal Wong-Urdanivia, 2005. "A simple test of Richter-rationality," Cahiers de la Maison des Sciences Economiques b06008, Université Panthéon-Sorbonne (Paris 1).
    4. Gianni Bosi & Asier Estevan, 2024. "Continuous Representations of Preferences by Means of Two Continuous Functions," Papers 2402.07908, arXiv.org.
    5. Begoña Subiza Martínez, 1993. "Numerical Representation Of Acyclic Preferences," Working Papers. Serie AD 1993-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    6. Pawel Dziewulski, 2019. "Just-noticeable difference as a behavioural foundation of the critical cost-efficiency index," Working Paper Series 0519, Department of Economics, University of Sussex Business School.
    7. Peris, Josep E. & Subiza, Begona, 1995. "Demand correspondence for pseudo-transitive preferences," Mathematical Social Sciences, Elsevier, vol. 30(3), pages 307-318, December.
    8. Estévez Toranzo, Margarita & García Cutrín, Javier & Hervés Beloso,Carlos & López López, Miguel A., 1993. "A note on representation of references," UC3M Working papers. Economics 2905, Universidad Carlos III de Madrid. Departamento de Economía.
    9. Estévez Toranzo, Margarita & Hervés Beloso, Carlos & López López, Miguel A., 1993. "Una nota sobre la representación numérica de relaciones de preferencia," DES - Documentos de Trabajo. Estadística y Econometría. DS 2941, Universidad Carlos III de Madrid. Departamento de Estadística.
    10. Begoña Subiza Martínez & Carmen Herrero Blanco, 1991. "A characterization of acyclic preferences on countable sets," Working Papers. Serie AD 1991-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    11. Bosi, Gianni & Caterino, Alessandro & Ceppitelli, Rita, 2009. "Existence of continuous utility functions for arbitrary binary relations: some sufficient conditions," MPRA Paper 14808, University Library of Munich, Germany.
    12. Itzhak Gilboa & Robert Lapson, 1995. "Aggregation of Semi-Orders: Intransitive Indifference Makes a Difference," Post-Print hal-00753141, HAL.
    13. Tsogbadral Galaabaatar & Edi Karni, 2010. "Objective and Subjective Expected Utility with Incomplete Preferences," Economics Working Paper Archive 572, The Johns Hopkins University,Department of Economics.
    14. Gianni Bosi, 2002. "Semicontinuous Representability of Homothetic Interval Orders by Means of Two Homogeneous Functionals," Theory and Decision, Springer, vol. 52(4), pages 303-312, June.
    15. Marc-Arthur Diaye & Michal Wong-Urdanivia, 2006. "A Simple Test of Richter-Rationality," Documents de recherche 06-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    16. Rajeev Kohli & Khaled Boughanmi & Vikram Kohli, 2019. "Randomized Algorithms for Lexicographic Inference," Operations Research, INFORMS, vol. 67(2), pages 357-375, March.
    17. M. Ali Khan & Metin Uyanık, 2021. "Topological connectedness and behavioral assumptions on preferences: a two-way relationship," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 411-460, March.
    18. Nuh Aygün Dalkıran & Furkan Yıldız, 2021. "Another Characterization of Expected Scott-Suppes Utility Representation," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 35(2), pages 177-193.
    19. Bosi, Gianni & Zuanon, Magalì, 2014. "Upper semicontinuous representations of interval orders," Mathematical Social Sciences, Elsevier, vol. 68(C), pages 60-63.
    20. Marc Le Menestrel & Bertrand Lemaire, 2004. "Biased quantitative measurement of interval ordered homothetic preferences," Economics Working Papers 789, Department of Economics and Business, Universitat Pompeu Fabra.
    21. Marc-Arthur Diaye & Michal Wong-Urdanivia, 2005. "A simple test of Richter-rationality," Post-Print halshs-00084390, HAL.
    22. Pawel Dziewulski, 2021. "A comprehensive revealed preference approach to approximate utility maximisation," Working Paper Series 0621, Department of Economics, University of Sussex Business School.
    23. Carlos Hervés-Beloso & Monica Patriche, 2014. "A Fixed-Point Theorem and Equilibria of Abstract Economies with Weakly Upper Semicontinuous Set-Valued Maps," Journal of Optimization Theory and Applications, Springer, vol. 163(3), pages 719-736, December.
    24. Toranzo, Margarita Estevez & Garcia-Cutrin, Javier & Lopez Lopez, Miguel A., 1995. "A note on the representation of preferences," Mathematical Social Sciences, Elsevier, vol. 29(3), pages 255-262, June.
    25. Shi, Bowen & Wang, Gaowang & Zhang, Zhixiang, 2020. "On the Utility Function Representability of Lexicographic Preferences," MPRA Paper 102561, University Library of Munich, Germany.
    26. Gianni Bosi & Asier Estevan, 2020. "Continuous Representations of Interval Orders by Means of Two Continuous Functions," Journal of Optimization Theory and Applications, Springer, vol. 185(3), pages 700-710, June.
    27. Bosi, Gianni & Isler, Romano, 1995. "Representing preferences with nontransitive indifference by a single real-valued function," Journal of Mathematical Economics, Elsevier, vol. 24(7), pages 621-631.
    28. Vicki Knoblauch, 2009. "Topologies Defined by Binary Relations," Working papers 2009-28, University of Connecticut, Department of Economics, revised Dec 2009.
    29. Peris, Josep E. & Subiza, Begona, 1995. "A weak utility function for acyclic preferences," Economics Letters, Elsevier, vol. 48(1), pages 21-24, April.
    30. Knoblauch, Vicki, 1998. "Order isomorphisms for preferences with intransitive indifference," Journal of Mathematical Economics, Elsevier, vol. 30(4), pages 421-431, November.
    31. Rajeev Kohli & Kamel Jedidi, 2007. "Representation and Inference of Lexicographic Preference Models and Their Variants," Marketing Science, INFORMS, vol. 26(3), pages 380-399, 05-06.

  52. Chateauneuf, Alain, 1985. "On the existence of a probability measure compatible with a total preorder on a Boolean algebra," Journal of Mathematical Economics, Elsevier, vol. 14(1), pages 43-52, February.

    Cited by:

    1. Sarin, Rakesh & Wakker, Peter P., 2000. "Cumulative dominance and probabilistic sophistication," Mathematical Social Sciences, Elsevier, vol. 40(2), pages 191-196, September.
    2. Itzhak Gilboa & Ehud Lehrer, 1991. "The Value of Information - An Axiomatic Approach," Post-Print hal-00753232, HAL.
    3. Ha-Huy, Thai, 2019. "Savage's theorem with atoms," MPRA Paper 94516, University Library of Munich, Germany.
    4. Peter C. Fishbur, 1992. "A general axiomatization of additive measurement with applications," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(6), pages 741-755, October.
    5. Klaus Nehring, 2006. "Decision-Making in the Context of Imprecise Probabilistic Beliefs," Economics Working Papers 0034, Institute for Advanced Study, School of Social Science.
    6. Ritxar Arlegi & José C. R. Alcantud, 2006. "Ranking Sets Additively in Decisional Contexts: An Axiomatic Characterization," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0610, Departamento de Economía - Universidad Pública de Navarra.
    7. Stefania Minardi & Andrei Savochkin, 2013. "Preferences With Grades of Indecisiveness," Carlo Alberto Notebooks 309, Collegio Carlo Alberto.
    8. Fishburn, Peter C. & LaValle, Irving H., 1998. "Subjective expected lexicographic utility with infinite state sets," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 323-346, October.
    9. Andrew Mackenzie, 2021. "On atom-swarming and Luce’s theorem for probabilistic beliefs," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 67-74, April.
    10. Vantaggi, Barbara, 2010. "Incomplete preferences on conditional random quantities: Representability by conditional previsions," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 104-112, September.
    11. Christopher Chambers, 2007. "An ordinal characterization of the linear opinion pool," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(3), pages 457-474, December.
    12. Zhang, Jiankang, 1999. "Qualitative probabilities on [lambda]-systems," Mathematical Social Sciences, Elsevier, vol. 38(1), pages 11-20, July.
    13. Mackenzie, Andrew, 2019. "A foundation for probabilistic beliefs with or without atoms," Theoretical Economics, Econometric Society, vol. 14(2), May.
    14. Richter, Marcel K. & Wong, Kam-Chau, 2016. "Likelihood relations and stochastic preferences," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 28-35.
    15. LiCalzi, Marco, 1998. "Variations on the measure representation approach," Journal of Mathematical Economics, Elsevier, vol. 29(3), pages 255-269, April.
    16. Mackenzie, Andrew & Komornik, Vilmos, 2023. "Fairly taking turns," Games and Economic Behavior, Elsevier, vol. 142(C), pages 743-764.

Chapters

  1. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2018. "Infinite Supermodularity and Preferences," Chapters, in: Danijela Tuljak-Suban (ed.), Game Theory - Applications in Logistics and Economy, IntechOpen.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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