# André Lapied

## Personal Details

First Name: | André |

Middle Name: | |

Last Name: | Lapied |

Suffix: | |

RePEc Short-ID: | pla393 |

http://greqam.univ-mrs.fr/academic_fr.php?ID=38 | |

## Affiliation

### Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM)

École d'Économie d'Aix-Marseille

Aix-Marseille Université

Marseille, Francehttp://www.greqam.fr/

: 04.91.14.07.70

04.91.90.02.27

2, rue de la Charité 13002 Marseille

RePEc:edi:greqafr (more details at EDIRC)

## Research output

Jump to: Working papers Articles### Working papers

- David Roubaud & André Lapied & Robert Kast, 2017.
"
**Modelling under ambiguity with two correlated Choquet-Brownian motions**," Post-Print hal-01590004, HAL.- David Roubaud & Alain Lapied & Robert Kast, 2017.
"
**Modelling under ambiguity with two correlated Choquet-Brownian motions**," Economics Bulletin, AccessEcon, vol. 37(2), pages 1012-1020.

- David Roubaud & Alain Lapied & Robert Kast, 2017.
"
- André Lapied & Olivier Renault, 2017.
"
**Modèles de décision intertemporels et temps subjectivement perçu**," Post-Print hal-01670063, HAL. - Nicolas Aubert & Guillaume Garnotel & André Lapied & Patrick Rousseau, 2014.
"
**Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management**," Post-Print halshs-01256766, HAL.- Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014.
"
**Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management**," Economic Modelling, Elsevier, vol. 40(C), pages 423-434.

- Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014.
"
- André Lapied & Sophie Swaton, 2014.
"
**Le cycle de la conjoncture chez Schumpeter: éternel retour du même?**," Post-Print hal-01474267, HAL. - Robert Kast & André Lapied & David Roubaud, 2014.
"
**Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet'Brownian motions**," Post-Print hal-01474262, HAL.- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"
**Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions**," Economic Modelling, Elsevier, vol. 38(C), pages 495-503.

- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"
- André Lapied & Thomas Rongiconi, 2013.
"
**Ambiguity as a Source of Temptation: Modeling Unstable Beliefs**," Working Papers halshs-00797631, HAL.- André Lapied & Thomas Rongiconi, 2013.
"
**Ambiguity as a Source of Temptation: Modeling Unstable Beliefs**," AMSE Working Papers 1316, Aix-Marseille School of Economics, Marseille, France.

- André Lapied & Thomas Rongiconi, 2013.
"
- André Lapied & Sophie Swaton, 2013.
"
**L'entrepreneur schumpétérien est-il surhumain ?**," Post-Print hal-01499619, HAL. - André Lapied & Olivier Renault, 2012.
"
**An Investigation of Time Consistency for Subjective Discontinued Utility**," AMSE Working Papers 1210, Aix-Marseille School of Economics, Marseille, France.- André Lapied & Olivier Renault, 2012.
"
**An Investigation of Time Consistency for Subjective Discontinued Utility**," Working Papers halshs-00793174, HAL.

- André Lapied & Olivier Renault, 2012.
"
- André Lapied & Olivier Renault, 2012.
"
**A subjective Discounted Utility Model**," Post-Print hal-01670030, HAL.- André Lapied & Olivier Renault, 2012.
"
**A subjective discounted utility model**," Economics Bulletin, AccessEcon, vol. 32(2), pages 1171-1179.

- André Lapied & Olivier Renault, 2012.
"
- André Lapied & Pascal Toquebeuf, 2011.
"
**Dynamically consistent CEU preferences**," Working Papers halshs-00856193, HAL.- Andre Lapied & Pascal Toquebeuf, 2012.
"
**Dynamically consistent CEU preferences**," TEPP Working Paper 2012-10, TEPP.

- Andre Lapied & Pascal Toquebeuf, 2012.
"
- André Lapied & Pascal Toquebeuf, 2011.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," Working Papers halshs-00856184, HAL.- 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.

- André Lapied & Pascal Toquebeuf, 2013.
"
**A note on “Re-examining the law of iterated expectations for Choquet decision makers”**," Post-Print hal-01499621, HAL. - Andre Lapied & Pascal Toquebeuf, 2012.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," TEPP Working Paper 2012-09, TEPP.

- André Lapied & Pascal Toquebeuf, 2013.
"
- André Lapied & Sophie Swaton, 2011.
"
**Sélection naturelle ou volonté de puissance : comment interpréter le processus de destruction créatrice ?**," Working Papers halshs-00609058, HAL.- André Lapied & Sophie Swaton, 2013.
"
**Sélection naturelle ou volonté de puissance: comment interpréter le processus de destruction créatrice ?**," Post-Print hal-01499620, HAL.

- André Lapied & Sophie Swaton, 2013.
"
- David Roubaud & André Lapied & Robert Kast, 2010.
"
**Real Options under Choquet-Brownian Ambiguity**," Working Papers halshs-00534027, HAL.- David Roubaud & André Lapied & Robert Kast, 2010.
"
**Real Options under Choquet-Brownian Ambiguitys**," Working Papers 10-20, LAMETA, Universtiy of Montpellier, revised 2010.

- David Roubaud & André Lapied & Robert Kast, 2010.
"
- Robert Kast & André Lapied, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers halshs-00533826, HAL.- André Lapied & Robert Kast, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers 10-21, LAMETA, Universtiy of Montpellier, revised 2010.

- André Lapied & Robert Kast, 2010.
"
- Nicolas Aubert & André Lapied & Patrick Rousseau, 2010.
"
**Employee ownership as a signal of management quality**," Working Papers halshs-00534025, HAL. - Robert Kast & André Lapied & Pascal Toquebeuf, 2009.
"
**Attitude toward information and learning under multiple priors**," Working Papers halshs-00409368, HAL. - Nicolas Aubert & Grand Bernard & André Lapied & Patrick Rousseau, 2009.
"
**Is employee ownership so senseless ?**," Post-Print halshs-00454017, HAL.- 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.

- Nicolas Aubert & Bernard Grand & André Lapied & Patrick Rousseau, 2009.
"
- 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. - 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.- Robert Kast & André Lapied, 2010.
"
**Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty**," Theory and Decision, Springer, vol. 69(1), pages 27-53, July.

- Robert Kast & André Lapied, 2010.
"
- André Lapied & Pascal Tocquebeuf, 2007.
"
**Consistent Dynamice Choice And Non-Expected Utility Preferences**," Working Papers halshs-00353880, HAL.- André Lapied & Pascal Toquebeuf, 2009.
"
**Consistent dynamic choice and non-expected utility preferences**," Working Papers hal-00416214, HAL.

- André Lapied & Pascal Toquebeuf, 2009.
"
- Robert Kast & André Lapied, 2007.
"
**Dynamically Consistent Conditional Choquet Capacities**," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research. - André Lapied & Robert Kast, 2005.
"
**Updating Choquet valuation and discounting information arrivals**," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005.- André Lapied & Robert Kast, 2009.
"
**Updating Choquet valuation and discounting information arrivals**," Working Papers halshs-00410532, HAL.

- André Lapied & Robert Kast, 2009.
"
- Kast, R. & Lapied, A., 1999.
"
**Precautionary Savings in Incomplete Financial Markets**," G.R.E.Q.A.M. 99a14, Universite Aix-Marseille III. - Kast, R. & Lapied, A., 1997.
"
**A Decision Theoretic Approach to Bid-Ask Spreads**," G.R.E.Q.A.M. 97a17, Universite Aix-Marseille III. - 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. - Kast, R. & Lapied, A., 1995.
"
**Discrete Time Option Pricing with Bid-Ask Spreads**," G.R.E.Q.A.M. 97a26, Universite Aix-Marseille III. - 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.- A. Chateauneuf & R. Kast & A. Lapied, 1996.
"
**Choquet Pricing For Financial Markets With Frictions**," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330.

- A. Chateauneuf & R. Kast & A. Lapied, 1996.
"
- Bertrand, P. & Kast & R. & Lapied, A., 1990.
"
**Evaluation Des Titres Hypothecaires**," G.R.E.Q.A.M. 90b04, Universite Aix-Marseille III.

### Articles

- David Roubaud & Alain Lapied & Robert Kast, 2017.
"
**Modelling under ambiguity with two correlated Choquet-Brownian motions**," Economics Bulletin, AccessEcon, vol. 37(2), pages 1012-1020.- David Roubaud & André Lapied & Robert Kast, 2017.
"
**Modelling under ambiguity with two correlated Choquet-Brownian motions**," Post-Print hal-01590004, HAL.

- David Roubaud & André Lapied & Robert Kast, 2017.
"
- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"
**Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions**," Economic Modelling, Elsevier, vol. 38(C), pages 495-503.- Robert Kast & André Lapied & David Roubaud, 2014.
"
**Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet'Brownian motions**," Post-Print hal-01474262, HAL.

- Robert Kast & André Lapied & David Roubaud, 2014.
"
- Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014.
"
**Employee ownership: A theoretical and empirical investigation of management entrenchment vs. reward management**," Economic Modelling, Elsevier, vol. 40(C), pages 423-434.- Nicolas Aubert & Guillaume Garnotel & André Lapied & Patrick Rousseau, 2014.
"

- Nicolas Aubert & Guillaume Garnotel & André Lapied & Patrick Rousseau, 2014.
"
- 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.- André Lapied & Pascal Toquebeuf, 2011.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," Working Papers halshs-00856184, HAL. - André Lapied & Pascal Toquebeuf, 2013.
"
**A note on “Re-examining the law of iterated expectations for Choquet decision makers”**," Post-Print hal-01499621, HAL. - Andre Lapied & Pascal Toquebeuf, 2012.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," TEPP Working Paper 2012-09, TEPP.

- André Lapied & Pascal Toquebeuf, 2011.
"
- André Lapied & Sophie Swaton, 2013.
"
**Is the Schumpeterian entrepreneur superhuman?**," Cahiers d’économie politique / Papers in Political Economy, L'Harmattan, issue 65, pages 183-202. - Robert Kast & André Lapied & Pascal Toquebeuf, 2012.
"
**Updating Choquet capacities: a general framework**," Economics Bulletin, AccessEcon, vol. 32(2), pages 1495-1503. - André Lapied & Olivier Renault, 2012.
"
**A subjective discounted utility model**," Economics Bulletin, AccessEcon, vol. 32(2), pages 1171-1179.- André Lapied & Olivier Renault, 2012.
"
**A subjective Discounted Utility Model**," Post-Print hal-01670030, HAL.

- André Lapied & Olivier Renault, 2012.
"
- Lapied, André & Toquebeuf, Pascal, 2012.
"
**Dynamically consistent CEU preferences on f-convex events**," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256. - André Lapied & Pascal Toquebeuf, 2010.
"
**Atemporal non-expected utility preferences, dynamic consistency and consequentialism**," Economics Bulletin, AccessEcon, vol. 30(2), pages 1661-1669. - Robert Kast & André Lapied, 2010.
"
**Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty**," Theory and Decision, Springer, vol. 69(1), pages 27-53, July.- 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.

- Robert Kast & André Lapied, 2008.
"
- 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.- Nicolas Aubert & Grand Bernard & André Lapied & Patrick Rousseau, 2009.
"
**Is employee ownership so senseless ?**," Post-Print halshs-00454017, HAL.

- Nicolas Aubert & Grand Bernard & André Lapied & Patrick Rousseau, 2009.
"
- Sophie Pardo & Robert Kast & André Lapied, 2004.
"
**Construction d'un portefeuille sous-jacent virtuel**," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 407-418. - De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003.
"
**Choquet pricing and equilibrium**," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July. - Kast, Robert & Lapied, Andre, 2003.
"
**Comonotonic book making and attitudes to uncertainty**," Mathematical Social Sciences, Elsevier, vol. 46(1), pages 1-7, August. - Alain Chateauneuf & Robert Kast & AndrÃ© Lapied, 2001.
"
**Conditioning Capacities and Choquet Integrals: The Role of Comonotony**," Theory and Decision, Springer, vol. 51(2), pages 367-386, December. - 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.- Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001.
"
**Évaluation de risques controversés par la théorie des options réelles**," Economie & Prévision, La Documentation Française, vol. 149(3), pages 51-63.

- Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001.
"
- A. Chateauneuf & R. Kast & A. Lapied, 1996.
"
**Choquet Pricing For Financial Markets With Frictions**," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330.- 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.

- Chateauneuf, A. & Kast, R. & Lapied, A., 1992.
"

## 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

- Nicolas Aubert & Guillaume Garnotel & André Lapied & Patrick Rousseau, 2014.
"
- Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014.
"

Cited by:

- Aymen Mselmi & Boutheina Regaieg, 2017.
"
**Managers’ Entrenchment, Governance and Bank Performance**," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 233-246. - Nicolas Aubert & Alexander Kern & Xavier Hollandts, 2017.
"
**Employee stock ownership and the cost of capital**," Post-Print halshs-01502001, HAL. - Iwasaki, Ichiro & Mizobata, Satoshi & Muravyev, Alexander A., 2017.
"
**Ownership Dynamics and Firm Performance in an Emerging Economy: A Meta-Analysis of the Russian Literature**," RRC Working Paper Series 65, Russian Research Center, Institute of Economic Research, Hitotsubashi University.- Ichiro Iwasaki & Satoshi Mizobata & Alexander A. Muravyev, 2017.
"
**Ownership Dynamics and Firm Performance in an Emerging Economy: A Meta-Analysis of the Russian Literature**," KIER Working Papers 955 Classification-JD22, , Kyoto University, Institute of Economic Research.

- Ichiro Iwasaki & Satoshi Mizobata & Alexander A. Muravyev, 2017.
"
- Aubert, Nicolas & Kern, Alexander & Hollandts, Xavier, 2017.
"
**Employee stock ownership and the cost of capital11We are grateful to the Editor in Chief, Thomas Lagoarde-Segot and to participants at 2016 French accounting association conference, 2015 French financ**," Research in International Business and Finance, Elsevier, vol. 41(C), pages 67-78.

- Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014.
"
- Robert Kast & André Lapied & David Roubaud, 2014.
"
**Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet'Brownian motions**," Post-Print hal-01474262, HAL.- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"
**Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions**," Economic Modelling, Elsevier, vol. 38(C), pages 495-503.

Cited by:

- Agliardi, Elettra & Agliardi, Rossella & Spanjers, Willem, 2016.
"
**Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications**," Journal of Business Research, Elsevier, vol. 69(12), pages 6012-6020. - Elettra Agliardi & Rossella Agliardi & Willem Spanjers, 2015.
"
**Convertible Debt: Financing Decisions and Voluntary Conversion under Ambiguity**," International Review of Finance, International Review of Finance Ltd., vol. 15(4), pages 599-611, December. - Silvia Romagnoli & Simona Santoro, 2017.
"
**Interest Rates Term Structure under Ambiguity**," Risks, MDPI, Open Access Journal, vol. 5(3), pages 1-29, September. - David Roubaud & Alain Lapied & Robert Kast, 2017.
"
**Modelling under ambiguity with two correlated Choquet-Brownian motions**," Economics Bulletin, AccessEcon, vol. 37(2), pages 1012-1020.- David Roubaud & André Lapied & Robert Kast, 2017.
"
**Modelling under ambiguity with two correlated Choquet-Brownian motions**," Post-Print hal-01590004, HAL.

- David Roubaud & André Lapied & Robert Kast, 2017.
"
- 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. - E. Agliardi & R. Agliardi & W. Spanjers, 2014.
"
**Cash holdings and financing decisions under ambiguity**," Working Papers wp979, Dipartimento Scienze Economiche, Universita' di Bologna. - Rossella Agliardi, 2017.
"
**Asymmetric Choquet random walks and ambiguity aversion or seeking**," Theory and Decision, Springer, vol. 83(4), pages 591-602, December. - Viviani, Jean-Laurent & Lai, Anh-Ngoc & Louhichi, Waël, 2018.
"
**The impact of asymmetric ambiguity on investment and financing decisions**," Economic Modelling, Elsevier, vol. 69(C), pages 169-180.

- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"
- André Lapied & Olivier Renault, 2012.
"
**An Investigation of Time Consistency for Subjective Discontinued Utility**," AMSE Working Papers 1210, Aix-Marseille School of Economics, Marseille, France.- André Lapied & Olivier Renault, 2012.
"
**An Investigation of Time Consistency for Subjective Discontinued Utility**," Working Papers halshs-00793174, HAL.

Cited by:

- 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), University of Nice Sophia Antipolis. - Dorian Jullien, 2017.
"
**Under Risk, Over Time, Regarding Other People: Language and Rationality Within Three Dimensions**," Post-Print halshs-01651042, HAL.

[Face au risque, dans le temps, par rapport aux autres : langage et rationalité dans trois dimensions

- André Lapied & Olivier Renault, 2012.
"
- André Lapied & Olivier Renault, 2012.
"
**A subjective Discounted Utility Model**," Post-Print hal-01670030, HAL.- André Lapied & Olivier Renault, 2012.
"
**A subjective discounted utility model**," Economics Bulletin, AccessEcon, vol. 32(2), pages 1171-1179.

Cited by:

- André Lapied & Olivier Renault, 2012.
"
**An Investigation of Time Consistency for Subjective Discontinued Utility**," Working Papers halshs-00793174, HAL.- André Lapied & Olivier Renault, 2012.
"
**An Investigation of Time Consistency for Subjective Discontinued Utility**," AMSE Working Papers 1210, Aix-Marseille School of Economics, Marseille, France.

- André Lapied & Olivier Renault, 2012.
"
- Méder, Zsombor Z. & Flesch, János & Peeters, Ronald, 2017.
"
**Naiveté and sophistication in dynamic inconsistency**," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 40-54. - Peeters R.J.A.P. & MÃ©der Z.Z. & Flesch J., 2014.
"
**NaivetÃ© and sophistication in dynamic inconsistency**," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).

- André Lapied & Olivier Renault, 2012.
"
- André Lapied & Pascal Toquebeuf, 2011.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," Working Papers halshs-00856184, HAL.- 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.

- André Lapied & Pascal Toquebeuf, 2013.
"
**A note on “Re-examining the law of iterated expectations for Choquet decision makers”**," Post-Print hal-01499621, HAL. - Andre Lapied & Pascal Toquebeuf, 2012.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," TEPP Working Paper 2012-09, TEPP.

Cited by:

- André Lapied & Pascal Toquebeuf, 2011.
"
**Dynamically consistent CEU preferences**," Working Papers halshs-00856193, HAL.- Andre Lapied & Pascal Toquebeuf, 2012.
"
**Dynamically consistent CEU preferences**," TEPP Working Paper 2012-10, TEPP.

- Andre Lapied & Pascal Toquebeuf, 2012.
"
- Rossella Agliardi, 2017.
"
**Asymmetric Choquet random walks and ambiguity aversion or seeking**," Theory and Decision, Springer, vol. 83(4), pages 591-602, December.

- André Lapied & Pascal Toquebeuf, 2013.
"
- David Roubaud & André Lapied & Robert Kast, 2010.
"
**Real Options under Choquet-Brownian Ambiguity**," Working Papers halshs-00534027, HAL.- David Roubaud & André Lapied & Robert Kast, 2010.
"
**Real Options under Choquet-Brownian Ambiguitys**," Working Papers 10-20, LAMETA, Universtiy of Montpellier, revised 2010.

Cited by:

- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"
- Robert Kast & André Lapied & David Roubaud, 2014.
"

- Robert Kast & André Lapied & David Roubaud, 2014.
"
- Álvaro Cartea & Sebastian Jaimungal, 2017.
"
**Irreversible Investments And Ambiguity Aversion**," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(07), pages 1-26, November. - So, Leh-chyan, 2013.
"
**Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis**," MPRA Paper 52493, University Library of Munich, Germany. - David Roubaud & Alain Lapied & Robert Kast, 2017.
"
**Modelling under ambiguity with two correlated Choquet-Brownian motions**," Economics Bulletin, AccessEcon, vol. 37(2), pages 1012-1020.- David Roubaud & André Lapied & Robert Kast, 2017.
"
**Modelling under ambiguity with two correlated Choquet-Brownian motions**," Post-Print hal-01590004, HAL.

- David Roubaud & André Lapied & Robert Kast, 2017.
"
- Flor, Christian Riis & Hesel, Søren, 2015.
"
**Uncertain dynamics, correlation effects, and robust investment decisions**," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 278-298.

- David Roubaud & André Lapied & Robert Kast, 2010.
"
- Robert Kast & André Lapied, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers halshs-00533826, HAL.- André Lapied & Robert Kast, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers 10-21, LAMETA, Universtiy of Montpellier, revised 2010.

Cited by:

- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"
- Robert Kast & André Lapied & David Roubaud, 2014.
"

- Robert Kast & André Lapied & David Roubaud, 2014.
"
- Agliardi, Elettra & Agliardi, Rossella & Spanjers, Willem, 2016.
"
**Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications**," Journal of Business Research, Elsevier, vol. 69(12), pages 6012-6020. - E. Agliardi & R. Agliardi & W. Spanjers, 2014.
"
**Cash holdings and financing decisions under ambiguity**," Working Papers wp979, Dipartimento Scienze Economiche, Universita' di Bologna. - Rossella Agliardi, 2017.
"
**Asymmetric Choquet random walks and ambiguity aversion or seeking**," Theory and Decision, Springer, vol. 83(4), pages 591-602, December.

- André Lapied & Robert Kast, 2010.
"
- Nicolas Aubert & Grand Bernard & André Lapied & Patrick Rousseau, 2009.
"
**Is employee ownership so senseless ?**," Post-Print halshs-00454017, HAL.- 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.

Cited by:

- Nicolas Aubert & Guillaume Garnotel & André Lapied & Patrick Rousseau, 2014.
"
- Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014.
"

- Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014.
"
- Thierry Poulain-Rehm & Xavier Lepers, 2013.
"
**Does Employee Ownership Benefit Value Creation? The Case of France (2001–2005)**," Journal of Business Ethics, Springer, vol. 112(2), pages 325-340, January. - Xavier Hollandts & Zied Guedri & Nicolas Aubert, 2011.
"
**Les déterminants de la représentation des actionnaires salariés au Conseil d’administration ou de surveillance**," Post-Print halshs-01256775, HAL.

- Nicolas Aubert & Bernard Grand & André Lapied & Patrick Rousseau, 2009.
"
- 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.Cited by:

- Robert Kast & André Lapied, 2010.
"
**Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty**," Theory and Decision, Springer, vol. 69(1), pages 27-53, July.- 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.

- Robert Kast & André Lapied, 2008.
"
- Miklós Rásonyi & Andrea Rodrigues, 2013.
"
**Optimal portfolio choice for a behavioural investor in continuous-time markets**," Annals of Finance, Springer, vol. 9(2), pages 291-318, May. - Robert Kast & André Lapied, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers halshs-00533826, HAL.- André Lapied & Robert Kast, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers 10-21, LAMETA, Universtiy of Montpellier, revised 2010.

- André Lapied & Robert Kast, 2010.
"
- Miklos Rasonyi & Andrea M. Rodrigues, 2012.
"
**Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets**," Papers 1202.0628, arXiv.org, revised Apr 2013.

- Robert Kast & André Lapied, 2010.
"
- Robert Kast & André Lapied, 2008.
"
- Robert Kast & André Lapied, 2010.
"

Cited by:

- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"
- Robert Kast & André Lapied & David Roubaud, 2014.
"

- Robert Kast & André Lapied & David Roubaud, 2014.
"
- Robert Kast & André Lapied, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers halshs-00533826, HAL.- André Lapied & Robert Kast, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers 10-21, LAMETA, Universtiy of Montpellier, revised 2010.

- André Lapied & Robert Kast, 2010.
"
- 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. - Rossella Agliardi, 2017.
"
**Asymmetric Choquet random walks and ambiguity aversion or seeking**," Theory and Decision, Springer, vol. 83(4), pages 591-602, December.

- Robert Kast & André Lapied, 2010.
"
- André Lapied & Pascal Tocquebeuf, 2007.
"
**Consistent Dynamice Choice And Non-Expected Utility Preferences**," Working Papers halshs-00353880, HAL.- André Lapied & Pascal Toquebeuf, 2009.
"
**Consistent dynamic choice and non-expected utility preferences**," Working Papers hal-00416214, HAL.

Cited by:

- Robert Kast & André Lapied, 2010.
"
- Robert Kast & André Lapied, 2008.
"

- Robert Kast & André Lapied, 2008.
"
- Robert Kast, 2011.
"
**Managing financial risks due to natural catastrophes**," Working Papers hal-00610241, HAL. - 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.

- André Lapied & Pascal Toquebeuf, 2009.
"
- Robert Kast & André Lapied, 2007.
"
**Dynamically Consistent Conditional Choquet Capacities**," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research.Cited by:

- Robert Kast & André Lapied, 2010.
"
- Robert Kast & André Lapied, 2008.
"

- Robert Kast & André Lapied, 2008.
"

- Robert Kast & André Lapied, 2010.
"
- André Lapied & Robert Kast, 2005.
"
**Updating Choquet valuation and discounting information arrivals**," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005.- André Lapied & Robert Kast, 2009.
"
**Updating Choquet valuation and discounting information arrivals**," Working Papers halshs-00410532, HAL.

Cited by:

- Jurgen Eichberger & Simon Grant & David Kelsey, 2006.
"
**Updating Choquet Beliefs**," Discussion Papers 0607, Exeter University, Department of Economics.- Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2007.
"
**Updating Choquet beliefs**," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 888-899, September.

- Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2007.
"

- André Lapied & Robert Kast, 2009.
"
- Kast, R. & Lapied, A., 1997.
"
**A Decision Theoretic Approach to Bid-Ask Spreads**," G.R.E.Q.A.M. 97a17, Universite Aix-Marseille III.Cited by:

- Alain Chateauneuf & Robert Kast & AndrÃ© Lapied, 2001.
"
**Conditioning Capacities and Choquet Integrals: The Role of Comonotony**," Theory and Decision, Springer, vol. 51(2), pages 367-386, December. - Robert Kast & André Lapied, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers halshs-00533826, HAL.- André Lapied & Robert Kast, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers 10-21, LAMETA, Universtiy of Montpellier, revised 2010.

- André Lapied & Robert Kast, 2010.
"
- Trabelsi, Mohamed Ali, 2010.
"
**Choix de portefeuille: comparaison des différentes stratégies**," MPRA Paper 82946, University Library of Munich, Germany, revised 01 Dec 2010.

[Portfolio selection: comparison of different strategies]

- Alain Chateauneuf & Robert Kast & AndrÃ© Lapied, 2001.
"
- 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.Cited by:

- 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. - 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.

- Bettzuge, Marc Oliver & Hens, Thorsten & Laitenberger, Marta & Siwik, Thomas, 2000.
"
- 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.- A. Chateauneuf & R. Kast & A. Lapied, 1996.
"
**Choquet Pricing For Financial Markets With Frictions**," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330.

Cited by:

- 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. - Riedel, Frank, 2004.
"
**Dynamic coherent risk measures**," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 185-200, August.- Frank Riedel, 2003.
"
**Dynamic Coherent Risk Measures**," Working Papers 03004, Stanford University, Department of Economics.

- Frank Riedel, 2003.
"
- Hurlimann, W., 1998.
"
**On distribution-free safe layer-additive pricing**," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 277-285, July. - 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.- Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001.
"
**Évaluation de risques controversés par la théorie des options réelles**," Economie & Prévision, La Documentation Française, vol. 149(3), pages 51-63.

- Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001.
"
- Gianluca Cassese, 2014.
"
**Option pricing in an imperfect world**," Working Papers 277, University of Milano-Bicocca, Department of Economics, revised Jun 2014.- Gianluca Cassese, 2014.
"
**Option Pricing in an Imperfect World**," Papers 1406.0412, arXiv.org, revised Sep 2016.

- Gianluca Cassese, 2014.
"
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2012.
"
**Put-Call Parity and Market Frictions**," Working Papers 447, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.- 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.

- Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M., 2015.
"
- 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 1-31, June. - De Waegenaere, Anja & Wakker, Peter P., 2001.
"
**Nonmonotonic Choquet integrals**," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September. - Robert Kast & André Lapied, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers halshs-00533826, HAL.- André Lapied & Robert Kast, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers 10-21, LAMETA, Universtiy of Montpellier, revised 2010.

- André Lapied & Robert Kast, 2010.
"
- Robert Kast & André Lapied, 2007.
"
**Dynamically Consistent Conditional Choquet Capacities**," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research. - Castagnoli, Erio & Maccheroni, Fabio & Marinacci, Massimo, 2002.
"
**Insurance premia consistent with the market**," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 267-284, October.- 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.

- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
"
- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012.
"
**Pricing rules and Arrow-Debreu ambiguous valuation**," PSE - Labex "OSE-Ouvrir la Science Economique" hal-00685413, HAL.- 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.

- Aloisio Araujo & Alain Chateauneuf & José Faro, 2012.
"
- 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. - 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. - 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. - 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. - 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. - 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. - De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003.
"
**Choquet pricing and equilibrium**," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July. - 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. - R. Mark Reesor & Don L. McLeish, 2002.
"
**Risk, Entropy, and the Transformation of Distributions**," Staff Working Papers 02-11, Bank of Canada. - Tsanakas, Andreas, 2004.
"
**Dynamic capital allocation with distortion risk measures**," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 223-243, October. - Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2004.
"
**Choquet Insurance Pricing: A Caveat**," Mathematical Finance, Wiley Blackwell, vol. 14(3), pages 481-485.- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
"
**Choquet insurance pricing: a caveat**," ICER Working Papers - Applied Mathematics Series 14-2003, ICER - International Centre for Economic Research, revised May 2003.

- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
"
- Gianluca Cassese, 2014.
"
**Asset Pricing in an Imperfect World**," Papers 1410.6408, arXiv.org.- Gianluca Cassese, 2017.
"
**Asset pricing in an imperfect world**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(3), pages 539-570, October.

- Gianluca Cassese, 2017.
"
- 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. - 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. - 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. - 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. - 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. - Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006.
"
**Risk measurement with equivalent utility principles**," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 1-25, July. - Elyès Jouini & Clotilde Napp, 2004.
"
**Conditional comonotonicity**," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 27(2), pages 153-166, December.- Clotilde Napp & Elyès Jouini, 2005.
"
**Conditional Comonotonicity**," Post-Print halshs-00151516, HAL.

- Clotilde Napp & Elyès Jouini, 2005.
"
- 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. - 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. - 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. - 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. - 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. - 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. - Kast, Robert & Lapied, Andre, 2003.
"
**Comonotonic book making and attitudes to uncertainty**," Mathematical Social Sciences, Elsevier, vol. 46(1), pages 1-7, August. - 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.

- A. Chateauneuf & R. Kast & A. Lapied, 1996.
"

### Articles

- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"See citations under working paper version above.
- Robert Kast & André Lapied & David Roubaud, 2014.
"

- Robert Kast & André Lapied & David Roubaud, 2014.
"
- Aubert, Nicolas & Garnotel, Guillaume & Lapied, André & Rousseau, Patrick, 2014.
"See citations under working paper version above.
- Nicolas Aubert & Guillaume Garnotel & André Lapied & Patrick Rousseau, 2014.
"

- Nicolas Aubert & Guillaume Garnotel & André Lapied & Patrick Rousseau, 2014.
"
- 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.See citations under working paper version above.- André Lapied & Pascal Toquebeuf, 2011.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," Working Papers halshs-00856184, HAL. - André Lapied & Pascal Toquebeuf, 2013.
"
**A note on “Re-examining the law of iterated expectations for Choquet decision makers”**," Post-Print hal-01499621, HAL. - Andre Lapied & Pascal Toquebeuf, 2012.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," TEPP Working Paper 2012-09, TEPP.

- André Lapied & Pascal Toquebeuf, 2011.
"
- Robert Kast & André Lapied & Pascal Toquebeuf, 2012.
"
**Updating Choquet capacities: a general framework**," Economics Bulletin, AccessEcon, vol. 32(2), pages 1495-1503.Cited by:

- Massimiliano AMARANTE, 2014.
"
**What is Ambiguity?**," Cahiers de recherche 04-2014, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- AMARANTE, Massimiliano, 2014.
"
**What is ambiguity?**," Cahiers de recherche 2014-01, Universite de Montreal, Departement de sciences economiques.

- AMARANTE, Massimiliano, 2014.
"

- Massimiliano AMARANTE, 2014.
"
- André Lapied & Olivier Renault, 2012.
"
**A subjective discounted utility model**," Economics Bulletin, AccessEcon, vol. 32(2), pages 1171-1179.See citations under working paper version above.- André Lapied & Olivier Renault, 2012.
"
**A subjective Discounted Utility Model**," Post-Print hal-01670030, HAL.

- André Lapied & Olivier Renault, 2012.
"
- Lapied, André & Toquebeuf, Pascal, 2012.
"
**Dynamically consistent CEU preferences on f-convex events**," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256.Cited by:

- Dominiak, Adam, 2013.
"
**Iterated Choquet expectations: A possibility result**," Economics Letters, Elsevier, vol. 120(2), pages 155-159.

- Dominiak, Adam, 2013.
"
- André Lapied & Pascal Toquebeuf, 2010.
"
**Atemporal non-expected utility preferences, dynamic consistency and consequentialism**," Economics Bulletin, AccessEcon, vol. 30(2), pages 1661-1669.Cited by:

- André Lapied & Pascal Toquebeuf, 2011.
"
**Dynamically consistent CEU preferences**," Working Papers halshs-00856193, HAL.- Andre Lapied & Pascal Toquebeuf, 2012.
"
**Dynamically consistent CEU preferences**," TEPP Working Paper 2012-10, TEPP.

- Andre Lapied & Pascal Toquebeuf, 2012.
"
- André Lapied & Pascal Toquebeuf, 2013.
"
**A note on “Re-examining the law of iterated expectations for Choquet decision makers”**," Post-Print hal-01499621, HAL.- André Lapied & Pascal Toquebeuf, 2011.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," Working Papers halshs-00856184, HAL. - Andre Lapied & Pascal Toquebeuf, 2012.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," TEPP Working Paper 2012-09, TEPP. - 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.

- André Lapied & Pascal Toquebeuf, 2011.
"
- Lapied, André & Toquebeuf, Pascal, 2012.
"
**Dynamically consistent CEU preferences on f-convex events**," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256.

- André Lapied & Pascal Toquebeuf, 2011.
"
- Robert Kast & André Lapied, 2010.
"See citations under working paper version above.
- Robert Kast & André Lapied, 2008.
"

- Robert Kast & André Lapied, 2008.
"
- 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.See citations under working paper version above.- Nicolas Aubert & Grand Bernard & André Lapied & Patrick Rousseau, 2009.
"
**Is employee ownership so senseless ?**," Post-Print halshs-00454017, HAL.

- Nicolas Aubert & Grand Bernard & André Lapied & Patrick Rousseau, 2009.
"
- Sophie Pardo & Robert Kast & André Lapied, 2004.
"
**Construction d'un portefeuille sous-jacent virtuel**," Revue économique, Presses de Sciences-Po, vol. 55(3), pages 407-418.Cited by:

- Robert Kast, 2011.
"
**Managing financial risks due to natural catastrophes**," Working Papers hal-00610241, HAL.

- Robert Kast, 2011.
"
- De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003.
"
**Choquet pricing and equilibrium**," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July.Cited by:

- Jaume Belles-Sampera & José M. Merigó & Montserrat Guillén & Miguel Santolino, 2012.
"
**The connection between distortion risk measures and ordered weighted averaging operators**," IREA Working Papers 201201, University of Barcelona, Research Institute of Applied Economics, revised Jan 2012.- Belles-Sampera, Jaume & Merigó, José M. & Guillén, Montserrat & Santolino, Miguel, 2013.
"
**The connection between distortion risk measures and ordered weighted averaging operators**," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 411-420.

- Belles-Sampera, Jaume & Merigó, José M. & Guillén, Montserrat & Santolino, Miguel, 2013.
"
- Robert Kast & André Lapied, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers halshs-00533826, HAL.- André Lapied & Robert Kast, 2010.
"
**Dynamically consistent Choquet random walk and real investments**," Working Papers 10-21, LAMETA, Universtiy of Montpellier, revised 2010.

- André Lapied & Robert Kast, 2010.
"
- Robert Kast & André Lapied, 2007.
"
**Dynamically Consistent Conditional Choquet Capacities**," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research. - 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. - Wu, Xianyi & Zhou, Xian, 2006.
"
**A new characterization of distortion premiums via countable additivity for comonotonic risks**," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 324-334, April. - Boonen, Tim J. & Tan, Ken Seng & Zhuang, Sheng Chao, 2016.
"
**The role of a representative reinsurer in optimal reinsurance**," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 196-204. - 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. - 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. - Chen, Zengjing & Kulperger, Reg, 2006.
"
**Minimax pricing and Choquet pricing**," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 518-528, June. - Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006.
"
**Risk measurement with equivalent utility principles**," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 1-25, July. - André Lapied & Robert Kast, 2005.
"
**Updating Choquet valuation and discounting information arrivals**," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005.- André Lapied & Robert Kast, 2009.
"
**Updating Choquet valuation and discounting information arrivals**," Working Papers halshs-00410532, HAL.

- André Lapied & Robert Kast, 2009.
"

- Jaume Belles-Sampera & José M. Merigó & Montserrat Guillén & Miguel Santolino, 2012.
"
- Kast, Robert & Lapied, Andre, 2003.
"
**Comonotonic book making and attitudes to uncertainty**," Mathematical Social Sciences, Elsevier, vol. 46(1), pages 1-7, August.Cited by:

- Robert Kast & André Lapied, 2007.
"
**Dynamically Consistent Conditional Choquet Capacities**," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research. - Hougaard, Jens Leth & Keiding, Hans, 2005.
"
**Rawlsian maximin, Dutch books, and non-additive expected utility**," Mathematical Social Sciences, Elsevier, vol. 50(3), pages 239-251, November. - Puccetti, Giovanni & Scarsini, Marco, 2010.
"
**Multivariate comonotonicity**," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 291-304, January.- Marco Scarsini & Giovanni Puccetti, 2010.
"
**Multivariate comonotonicity**," Post-Print hal-00528400, HAL.

- Marco Scarsini & Giovanni Puccetti, 2010.
"
- 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.

- Robert Kast & André Lapied, 2007.
"
- Alain Chateauneuf & Robert Kast & AndrÃ© Lapied, 2001.
"
**Conditioning Capacities and Choquet Integrals: The Role of Comonotony**," Theory and Decision, Springer, vol. 51(2), pages 367-386, December.Cited by:

- Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011.
"
**A characterization of the 2-additive Choquet integral through cardinal information**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00625708, HAL.- Brice Mayag & Michel Grabisch & Christophe Labreuche, 2009.
"
**A characterization of the 2-additive Choquet integral through cardinal information**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00445132, HAL.

- Brice Mayag & Michel Grabisch & Christophe Labreuche, 2009.
"
- André Lapied & Pascal Toquebeuf, 2011.
"
**Dynamically consistent CEU preferences**," Working Papers halshs-00856193, HAL.- Andre Lapied & Pascal Toquebeuf, 2012.
"
**Dynamically consistent CEU preferences**," TEPP Working Paper 2012-10, TEPP.

- Andre Lapied & Pascal Toquebeuf, 2012.
"
- André Lapied & Pascal Toquebeuf, 2013.
"
**A note on “Re-examining the law of iterated expectations for Choquet decision makers”**," Post-Print hal-01499621, HAL.- André Lapied & Pascal Toquebeuf, 2011.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," Working Papers halshs-00856184, HAL. - Andre Lapied & Pascal Toquebeuf, 2012.
"
**A note on "Re-examining the law of iterated expectations for Choquet decision makers"**," TEPP Working Paper 2012-09, TEPP. - 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.

- André Lapied & Pascal Toquebeuf, 2011.
"
- André Lapied & Thomas Rongiconi, 2013.
"
**Ambiguity as a Source of Temptation: Modeling Unstable Beliefs**," AMSE Working Papers 1316, Aix-Marseille School of Economics, Marseille, France.- André Lapied & Thomas Rongiconi, 2013.
"
**Ambiguity as a Source of Temptation: Modeling Unstable Beliefs**," Working Papers halshs-00797631, HAL.

- André Lapied & Thomas Rongiconi, 2013.
"
- Robert Kast & André Lapied, 2010.
"
- Robert Kast & André Lapied, 2008.
"

- Robert Kast & André Lapied, 2008.
"
- Lapied, André & Toquebeuf, Pascal, 2012.
"
**Dynamically consistent CEU preferences on f-convex events**," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256. - Robert Kast & André Lapied & Pascal Toquebeuf, 2012.
"
**Updating Choquet capacities: a general framework**," Economics Bulletin, AccessEcon, vol. 32(2), pages 1495-1503. - André Lapied & Pascal Toquebeuf, 2009.
"
**Consistent dynamic choice and non-expected utility preferences**," Working Papers hal-00416214, HAL.- André Lapied & Pascal Tocquebeuf, 2007.
"
**Consistent Dynamice Choice And Non-Expected Utility Preferences**," Working Papers halshs-00353880, HAL.

- André Lapied & Pascal Tocquebeuf, 2007.
"
- Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011.
"
**A Representation of Preferences by the Choquet Integral with Respect to a 2-Additive Capacity**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00625706, HAL.- 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.

- Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011.
"
- Robert Kast & André Lapied, 2007.
"
**Dynamically Consistent Conditional Choquet Capacities**," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research. - 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. - 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. - André Lapied & Robert Kast, 2005.
"
**Updating Choquet valuation and discounting information arrivals**," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005.- André Lapied & Robert Kast, 2009.
"
**Updating Choquet valuation and discounting information arrivals**," Working Papers halshs-00410532, HAL.

- André Lapied & Robert Kast, 2009.
"
- Rossella Agliardi, 2017.
"
**Asymmetric Choquet random walks and ambiguity aversion or seeking**," Theory and Decision, Springer, vol. 83(4), pages 591-602, December. - 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.

- Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011.
"
- 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.- Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001.
"
**Évaluation de risques controversés par la théorie des options réelles**," Economie & Prévision, La Documentation Française, vol. 149(3), pages 51-63.

Cited by:

- Robert Kast, 2011.
"
**Managing financial risks due to natural catastrophes**," Working Papers hal-00610241, HAL.

- Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001.
"
- A. Chateauneuf & R. Kast & A. Lapied, 1996.
"
**Choquet Pricing For Financial Markets With Frictions**," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330.See citations under working paper version above.- 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.

- Chateauneuf, A. & Kast, R. & Lapied, A., 1992.
"

## More information

Research fields, statistics, top rankings, if available.### Statistics

#### Access and download statistics for all items

### Rankings

This author is among the top 5% authors according to these criteria:### Co-authorship network on CollEc

### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers 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.- NEP-UPT:
**Utility Models & Prospect Theory**(6) 2009-06-03 2009-08-22 2009-08-30 2010-11-20 2013-03-16 2013-03-23. Author is listed - NEP-DCM: Discrete Choice Models (2) 2009-09-26 2013-03-23
- NEP-BEC: Business Economics (1) 2010-11-20
- NEP-CBE: Cognitive & Behavioural Economics (1) 2013-03-23
- NEP-ENT: Entrepreneurship (1) 2011-07-27
- NEP-MIC: Microeconomics (1) 2013-03-16
- NEP-ORE: Operations Research (1) 2010-11-20
- NEP-PPM: Project, Program & Portfolio Management (1) 2010-11-20

## Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, André Lapied should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.