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Jean-Max Koskievic

This is information that was supplied by Jean-Max Koskievic in registering through RePEc. If you are Jean-Max KOSKIEVIC, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Jean-Max
Middle Name:
Last Name:Koskievic
RePEc Short-ID:pko466
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Paris, France

25, rue Saint-Ambroise - 75011 Paris
RePEc:edi:esgpgfr (more details at EDIRC)
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  1. Rahma Daly & Marc-Arthur Diaye & Jean-Max Koskievic, 2014. "Workers’ Risk Attitude and Financial Participation," Documents de recherche 14-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  2. Marc-Arthur Diaye & Jean-Max Koskievic, 2001. "Attitude Towards Information and Non-Expected Utility Preferences : A Characterization by Choice Functions," Working Papers 2001-40, Center for Research in Economics and Statistics.
  1. Jean-Max Koskievic, 2014. "Négociation stratégique et utilité non espérée. L'approche par la prime de risque de désaccord," Revue économique, Presses de Sciences-Po, vol. 65(5), pages 653-674.
  2. Koskievic, Jean-Max, 1999. "An intertemporal consumption-leisure model with non-expected utility," Economics Letters, Elsevier, vol. 64(3), pages 285-289, September.
  3. Jean-Max Koskievic, 1999. "Négociations et espérance d'utilité dépendante du rang," Annals of Economics and Statistics, GENES, issue 54, pages 247-267.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBE: Cognitive & Behavioural Economics (1) 2014-07-05
  2. NEP-UPT: Utility Models & Prospect Theory (1) 2014-07-05

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