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

by Chateauneuf, Alain

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  1. Philippe, Fabrice, 2000. "Cumulative prospect theory and imprecise risk," Mathematical Social Sciences, Elsevier, vol. 40(3), pages 237-263, November.
  2. repec:hal:journl:halshs-00177374 is not listed on IDEAS
  3. Zaier Aouani & Alain Chateauneuf, 2008. "Exact Capacities and Star-Shaped Distorted Probabilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271367, HAL.
  4. 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.
  5. Grigoriev Pavel G. & Leitner Johannes, 2006. "Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 18-18, July.
  6. 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.
  7. Thibault Gajdos & Feriel Kandil, 2005. "The ignorant observer," Cahiers de la Maison des Sciences Economiques v06041, Université Panthéon-Sorbonne (Paris 1), revised Mar 2006.
  8. Chateauneuf, Alain & Faro, José Heleno, 2009. "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 535-558, September.
  9. 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.
  10. Robert Kast & André Lapied & Pascal Toquebeuf, 2012. "Updating Choquet capacities: a general framework," Economics Bulletin, AccessEcon, vol. 32(2), pages 1495-1503.
  11. repec:hal:journl:halshs-00130451 is not listed on IDEAS
  12. Tallon, J.-M. & Chateauneuf, A., 1998. "Diversification, Convex Preferences and Non-Empty Core," Papiers d'Economie Mathématique et Applications 98.32, Université Panthéon-Sorbonne (Paris 1).
  13. repec:hal:journl:halshs-00497444 is not listed on IDEAS
  14. 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.
  15. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September.
  16. Leandro Nascimento & Gil Riella, 2013. "Second-order ambiguous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(3), pages 1005-1037, April.
  17. Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2013. "Ignorance and Competence in Choices Under Uncertainty," Working Papers 2013-29, Department of Research, Ipag Business School.
  18. 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.
  19. Rebille, Yann, 2007. "Patience in some non-additive models," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 749-763, August.
  20. repec:hal:journl:halshs-00492170 is not listed on IDEAS
  21. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin expected utility through statewise combinations," Economics Letters, Elsevier, vol. 66(1), pages 49-54, January.
  22. Thibault Gajdos & Jean-Christophe Vergnaud, 2013. "Decisions with conflicting and imprecise information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00443075, HAL.
  23. repec:ipg:wpaper:2013-029 is not listed on IDEAS
  24. Diecidue, Enrico & Wakker, Peter P., 2002. "Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension," Mathematical Social Sciences, Elsevier, vol. 43(2), pages 135-149, March.
  25. Faro, José Heleno & Lefort, Jean Philippe, 2013. "Dynamic Objective and Subjective Rationality," Insper Working Papers wpe_312, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  26. Nascimento, Leandro & Riella, Gil, 2011. "A class of incomplete and ambiguity averse preferences," Journal of Economic Theory, Elsevier, vol. 146(2), pages 728-750, March.
  27. José Faro, 2013. "Cobb-Douglas preferences under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 273-285, October.
  28. Nascimento, Leandro, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, vol. 7(3), pages -, September.
  29. Lefort, Jean-Philippe, 2009. "Guessing the beliefs," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 846-853, December.
  30. 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.
  31. 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.
  32. Wakker, Peter, 1996. "The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 213-227.
  33. Jean-Marc Tallon, 1998. "Do sunspots matter when agents are Choquet-expected-utility maximizers?," Post-Print halshs-00502493, HAL.
  34. Chateauneuf, Alain, 1996. "Decomposable capacities, distorted probabilities and concave capacities," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 19-37, February.
  35. repec:hal:journl:halshs-00115722 is not listed on IDEAS
  36. Nascimento, Leandro & Riella, Gil, 2010. "On the uses of the monotonicity and independence axioms in models of ambiguity aversion," Mathematical Social Sciences, Elsevier, vol. 59(3), pages 326-329, May.
  37. repec:hal:journl:halshs-00212281 is not listed on IDEAS
  38. Y, Ivanenko. & B, Munier., 2012. "Price as a choice under nonstochastic randomness in finance," Working papers 381, Banque de France.
  39. Diecidue, E. & Wakker, P.P., 2000. "Comonotonic Book-Making with Nonadditive Probabilities," Discussion Paper 2000-76, Tilburg University, Center for Economic Research.
  40. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin Expected Utility over Savage Acts with a Set of Priors," Journal of Economic Theory, Elsevier, vol. 92(1), pages 35-65, May.
  41. Leitner, Johannes, 2005. "Dilatation monotonous Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 994-1006, December.
  42. Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.
  43. repec:ipg:wpaper:29 is not listed on IDEAS
  44. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers 2007:12, Lund University, Department of Economics.
  45. repec:hal:journl:halshs-00348822 is not listed on IDEAS
  46. Marinacci, Massimo, 1998. "An Axiomatic Approach to Complete Patience and Time Invariance," Journal of Economic Theory, Elsevier, vol. 83(1), pages 105-144, November.
  47. Alon, Shiri & Schmeidler, David, 2014. "Purely subjective Maxmin Expected Utility," Journal of Economic Theory, Elsevier, vol. 152(C), pages 382-412.
  48. 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.
  49. Nascimento, Leandro, 2011. "Zhou’s aggregation theorems with multiple welfare weights," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 654-658.
  50. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
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