Alain Chateauneuf: search on Z-Library

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1

Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model

Alain Chateauneuf, Michèle Cohen, Isaac Meilijson

Journal:

Journal of Mathematical Economics

Year:

2004

Language:

english

File:

PDF, 197 KB

english, 2004

2

On the use of capacities in modeling uncertainty aversion and risk aversion

Alain Chateauneuf

Journal:

Journal of Mathematical Economics

Year:

1991

Language:

english

File:

PDF, 1.64 MB

english, 1991

3

An Axiomatization of Cumulative Prospect Theory for Decision Under Risk

Alain Chateauneuf, Peter Wakker

Journal:

Journal of Risk and Uncertainty

Year:

1999

Language:

english

File:

PDF, 81 KB

english, 1999

4

Comonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of Risk

Chateauneuf, Alain, Mostoufi, Mina, Vyncke, David

Journal:

The Journal of Derivatives

Year:

2016

Language:

english

File:

PDF, 990 KB

english, 2016

5

Continuous representation of a preference relation on a connected topological space

Alain Chateauneuf

Journal:

Journal of Mathematical Economics

Year:

1987

Language:

english

File:

PDF, 499 KB

english, 1987

6

Sharing Beliefs: Between Agreeing and Disagreeing

Antoine Billot, Alain Chateauneuf, Itzhak Gilboa, Jean-Marc Tallon

Journal:

Year:

2000

Language:

english

File:

PDF, 98 KB

english, 2000

7

Risk Seeking with Diminishing Marginal Utility in a Non-Expected Utility Model

ALAIN CHATEAUNEUF and MICHÈLE COHEN

Journal:

Journal of Risk and Uncertainty

Year:

1994

Language:

english

File:

PDF, 1.00 MB

english, 1994

8

Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion

Alain Chateauneuf, Jean-Yves Jaffray

Journal:

Mathematical Social Sciences

Year:

1989

File:

PDF, 698 KB

1989

9

Choice under uncertainty with the best and worst in mind: Neo-additive capacities

Alain Chateauneuf, Jürgen Eichberger, Simon Grant

Journal:

Journal of Economic Theory

Year:

2007

Language:

english

File:

PDF, 334 KB

english, 2007

10

Optimal risk-sharing rules and equilibria with Choquet-expected-utility

Alain Chateauneuf, Rose-Anne Dana, Jean-Marc Tallon

Journal:

Journal of Mathematical Economics

Year:

2000

Language:

english

File:

PDF, 196 KB

english, 2000

11

On the existence of a probability measure compatible with a total preorder on a Boolean algebra

Alain Chateauneuf

Journal:

Journal of Mathematical Economics

Year:

1985

Language:

english

File:

PDF, 568 KB

english, 1985

12

Conditioning Capacities and Choquet Integrals: The Role of Comonotony

Alain Chateauneuf, Robert Kast, André Lapied

Journal:

Theory and Decision

Year:

2001

Language:

english

File:

PDF, 191 KB

english, 2001

13

Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences

Alain Chateauneuf

Journal:

Journal of Mathematical Economics

Year:

1999

Language:

english

File:

PDF, 168 KB

english, 1999

14

A simple axiomatization and constructive representation proof for choquet expected utility

Alain Chateauneuf, Jürgen Eichberger, Simon Grant

Journal:

Economic Theory

Year:

2003

Language:

english

File:

PDF, 117 KB

english, 2003

15

An Axiomatization of Cumulative Prospect Theory for Decision Under Risk

ALAIN CHATEAUNEUF and PETER WAKKER

Journal:

Journal of Risk and Uncertainty

Year:

1999

Language:

english

File:

PDF, 717 KB

english, 1999

16

Extreme events and entropy: A multiple quantile utility model

Marcello Basili, Alain Chateauneuf

Journal:

International Journal of Approximate Reasoning

Year:

2011

Language:

english

File:

PDF, 268 KB

english, 2011

17

Sharing beliefs and the absence of betting in the Choquet expected utility model

Antoine Billot, Alain Chateauneuf, Itzhak Gilboa, Jean-Marc Tallou

Journal:

Statistical Papers

Year:

2002

Language:

english

File:

PDF, 2.30 MB

english, 2002

18

Lorenz non-consistent welfare and inequality measurement

Alain Chateauneuf, Patrick Moyes

Journal:

The Journal of Economic Inequality

Year:

2005

Language:

english

File:

PDF, 386 KB

english, 2005

19

Archimedean qualitative probabilities

Alain Chateauneuf, Jean-Yves Jaffray

Journal:

Journal of Mathematical Psychology

Year:

1984

Language:

english

File:

PDF, 756 KB

english, 1984

20

Pricing rules and Arrow–Debreu ambiguous valuation

Aloisio Araujo, Alain Chateauneuf, José Heleno Faro

Journal:

Economic Theory

Year:

2012

Language:

english

File:

PDF, 353 KB

english, 2012

21

Choices Under Ambiguity With Familiar And Unfamiliar Outcomes

Marcello Basili, Alain Chateauneuf, Fulvio Fontini

Journal:

Theory and Decision

Year:

2005

Language:

english

File:

PDF, 87 KB

english, 2005

22

About delay aversion

Bastianello, Lorenzo, Chateauneuf, Alain

Journal:

Journal of Mathematical Economics

Year:

2016

Language:

english

File:

PDF, 507 KB

english, 2016

23

Infinite supermodularity and preferences

Chateauneuf, Alain, Vergopoulos, Vassili, Zhang, Jianbo

Journal:

Economic Theory

Year:

2017

Language:

english

File:

PDF, 436 KB

english, 2017

24

From local to global additive representation

Alain Chateauneuf, Peter Wakker

Journal:

Journal of Mathematical Economics

Year:

1993

Language:

english

File:

PDF, 1.50 MB

english, 1993

25

General Equilibrium With Uncertainty Loving Preferences

Araujo, Aloisio, Chateauneuf, Alain, Gama, Juan Pablo, Novinski, Rodrigo

Journal:

Year:

2018

Language:

english

File:

PDF, 138 KB

english, 2018

26

Multivariate risk sharing and the derivation of individually rational Pareto optima

Chateauneuf, Alain, Mostoufi, Mina, Vyncke, David

Journal:

Mathematical Social Sciences

Year:

2015

Language:

english

File:

PDF, 402 KB

english, 2015

27

From sure to strong diversification

Alain Chateauneuf, Ghizlane Lakhnati

Journal:

Economic Theory

Year:

2007

Language:

english

File:

PDF, 145 KB

english, 2007

28

Diversification, Convex Preferences and Non-Empty Core in the Choquet Expected Utility Model

Alain Chateauneuf and Jean-Marc Tallon

Journal:

Economic Theory

Year:

2002

Language:

english

File:

PDF, 1.36 MB

english, 2002

29

Choquet representability of submodular functions

Chateauneuf, Alain, Cornet, Bernard

Journal:

Mathematical Programming

Year:

2016

Language:

english

File:

PDF, 477 KB

english, 2016

30

General introduction to this special issue on Choquet integral and applications

Alain Chateauneuf, Michéle Cohen, Dieter Denneberg

Journal:

Statistical Papers

Year:

2002

Language:

english

File:

PDF, 766 KB

english, 2002

31

Lorenz non-consistent welfare and inequality measurement

Alain Chateauneuf, Patrick Moyes

Journal:

The Journal of Economic Inequality

Year:

2005

Language:

english

File:

PDF, 254 KB

english, 2005

32

Positivity of bid-ask spreads and symmetrical monotone risk aversion*

Moez Abouda, Alain Chateauneuf

Journal:

Theory and Decision

Year:

2002

Language:

english

File:

PDF, 163 KB

english, 2002

33

Characterization of symmetrical monotone risk aversion in the RDEU model

Moez Abouda, Alain Chateauneuf

Journal:

Mathematical Social Sciences

Year:

2002

Language:

english

File:

PDF, 205 KB

english, 2002

34

Aggregation of experts' opinions and conditional consensus opinion by the Steiner point

Basili, Marcello, Chateauneuf, Alain

Journal:

International Journal of Approximate Reasoning

Year:

2020

File:

PDF, 382 KB

2020

35

Some Fubini Theorems on product σ-algebras for non-additive measures

Alain Chateauneuf, Jean-Philippe Lefort

Journal:

International Journal of Approximate Reasoning

Year:

2008

Language:

english

File:

PDF, 198 KB

english, 2008

36

SPIE Proceedings [SPIE SPIE MOEMS-MEMS: Micro- and Nanofabrication - San Jose, CA (Saturday 24 January 2009)] Reliability, Packaging, Testing, and Characterization of MEMS/MOEMS and Nanodevices VIII - Hybrid wafer-level vacuum hermetic micropackaging technology for MOEMS-MEMS

Garcia-Blanco, Sonia, Topart, Patrice, Le Foulgoc, Karine, Caron, Jean-Sol, Desroches, Yan, Alain, Christine, Chateauneuf, Francois, Jerominek, Hubert, Kullberg, Richard C., Ramesham, Rajeshuni

Year:

2009

Language:

english

File:

PDF, 1.38 MB

english, 2009

37

Sharing Beliefs: Between Agreeing and Disagreeing

Antoine Billot, Alain Chateauneuf, Itzhak Gilboa and Jean-Marc Tallon

Journal:

Year:

2000

Language:

english

File:

PDF, 251 KB

english, 2000

38

SPIE Proceedings [SPIE Remote Sensing - Prague, Czech Republic (Monday 19 September 2011)] Sensors, Systems, and Next-Generation Satellites XV - TICFIRE: a far infrared payload to monitor the evolution of thin ice clouds

Blanchet, Jean-Pierre, Royer, Alain, Châteauneuf, François, Bouzid, Yacine, Blanchard, Yann, Hamel, Jean-François, de Lafontaine, Jean, Gauthier, Pierre, O'Neill, Norman T., Pancrati, Ovidiu, Garand,

Year:

2011

Language:

english

File:

PDF, 2.81 MB

english, 2011

39

SPIE Proceedings [SPIE SPIE Remote Sensing - Prague, Czech Republic (Monday 19 September 2011)] SAR Image Analysis, Modeling, and Techniques XI - Basis for optronic ScanSAR processing

Marchese, Linda, Bourqui, Pascal, Turgeon, Sandra, Harnish, Bernd, Suess, Martin, Châteauneuf, François, Bergeron, Alain

Year:

2012

Language:

english

File:

PDF, 6.68 MB

english, 2012

40

On the Precautionary Motive for Savings and Prudence, in an EU and a NEU Framework

Langlais, Eric, Chateauneuf, Alain, Lakhnati, Ghyselane

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 190 KB

english, 2005

41

A Sugeno integral representation under Stone condition

Alain Chateauneuf, Agnès Rico

Journal:

Fuzzy Sets and Systems

Year:

2005

Language:

english

File:

PDF, 188 KB

english, 2005

42

Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents

Araujo, Aloisio, Bonnisseau, Jean-Marc, Chateauneuf, Alain, Novinski, Rodrigo

Journal:

Economic Theory

Year:

2017

Language:

english

File:

PDF, 618 KB

english, 2017

43

Risk seeking with diminishing marginal utility in a non-expected utility model

Alain Chateauneuf, Michéle Cohen

Journal:

Journal of Risk and Uncertainty

Year:

1994

Language:

english

File:

PDF, 727 KB

english, 1994

44

Ambiguity aversion and trade

Luciano I. de Castro, Alain Chateauneuf

Journal:

Economic Theory

Year:

2011

Language:

english

File:

PDF, 385 KB

english, 2011

45

On the confidence preferences model

Alain Chateauneuf, José Heleno Faro

Journal:

Fuzzy Sets and Systems

Year:

2012

Language:

english

File:

PDF, 226 KB

english, 2012

46

A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility

Alain Chateauneuf, Jürgen Eichberger and Simon Grant

Journal:

Economic Theory

Year:

2003

Language:

english

File:

PDF, 869 KB

english, 2003

47

More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model

Alain Chateauneuf, Michéle Cohen, Isaac Meilijson

Journal:

Economic Theory

Year:

2005

Language:

english

File:

PDF, 196 KB

english, 2005

48

Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses

Marcello Basili, Alain Chateauneuf, Fulvio Fontini

Journal:

Ecological Economics

Year:

2008

Language:

english

File:

PDF, 268 KB

english, 2008

49

Partial probabilistic information

Alain Chateauneuf, Caroline Ventura

Journal:

Journal of Mathematical Economics

Year:

2011

Language:

english

File:

PDF, 202 KB

english, 2011

50

The Principle of Strong Diminishing Transfer

Alain Chateauneuf, Thibault Gajdos, Pierre-Henry Wilthien

Journal:

Journal of Economic Theory

Year:

2002

Language:

english

File:

PDF, 234 KB

english, 2002

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