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Alain Chateauneuf · Study

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Alain Chateauneuf

71 works· latest 2024· 5 institutionscluster: provisional

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i1034

Citations2,584

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Most cited in this library

Choice under uncertainty with the best and worst in mind: Neo-additive capacities2007 · 456 citations
Optimal risk-sharing rules and equilibria with Choquet-expected-utility2000 · 165 citations
Risk seeking with diminishing marginal utility in a non-expected utility model1994 · 160 citations
On the use of capacities in modeling uncertainty aversion and risk aversion1991 · 145 citations
Ambiguity through confidence functions2009 · 130 citations

Works

60 shown

Gain–loss hedging and cumulative prospect theory

Mathematical Social Sciences·2024·3 authors·Open access

1citations

Alpha-maxmin as an aggregation of two selves

Journal of Mathematical Economics·2024·4 authors·Open access

4citations

Propensity for hedging and ambiguity aversion

Journal of Mathematical Economics·2021·3 authors·Open access

3citations

A Simple Characterization of the Hurwicz Criterium under Uncertainty

Revue économique·2020·3 authors·Open access

6citations

About delay aversion

Journal of Mathematical Economics·2016·2 authors

6citations

On the precautionary motive for savings and prudence in the rank-dependent utility framework

HAL·2016·3 authors

0citations

Optimality of deductible for Yaari's model: a reappraisal

RePEc: Research Papers in Economics·2015·4 authors·preprint·Open access

0citations

On the precautionary motive for savings and prudence in the rank-dependent utility framework

Economic Theory·2015·3 authors

1citations

Increases in risk and demand for a risky asset

Mathematical Social Sciences·2015·2 authors·Open access

3citations

Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers

RePEc: Research Papers in Economics·2015·4 authors·preprint·Open access

2citations

Ignorance and competence in choices under uncertainty

Journal of Mathematical Economics·2014·3 authors

8citations

QUADERNI DEL DIPARTIMENTO DI ECONOMIA POLITICA E STATISTICA

·2013·2 authors

11citations

-continuity, impatience and myopia for Choquet multi-period utilities

Journal of Mathematical Economics·2012·2 authors

7citations

Pricing rules and Arrow–Debreu ambiguous valuation

Economic Theory·2011·3 authors

30citations

On the confidence preferences model

Fuzzy Sets and Systems·2011·2 authors

5citations

Ambiguity aversion and trade

Economic Theory·2011·2 authors

59citations

Extreme events and entropy: A multiple quantile utility model

International Journal of Approximate Reasoning·2011·2 authors·Open access

28citations

Ambiguity Aversion and Absence of Trade

RePEc: Research Papers in Economics·2011·2 authors·preprint

0citations

Tribute to Jean-Yves Jaffray

Theory and Decision·2010·8 authors·Open access

3citations

Ambiguity through confidence functions

Journal of Mathematical Economics·2009·2 authors

130citations

Decision under Risk: The Classical Expected Utility Model

·2009·3 authors·other·Open access

8citations

Decision under Uncertainty: The Classical Models

·2009·3 authors·other

3citations

G-continuity, impatience and G-cores of exact games

RePEc: Research Papers in Economics·2009·2 authors·preprint·Open access

1citations

Decision under Uncertainty: the Classical Models

·2008·3 authors·Open access

4citations

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

Ecological Economics·2008·3 authors

37citations

Exact capacities and star-shaped distorted probabilities

Mathematical Social Sciences·2008·2 authors

14citations

Modeling attitudes toward uncertainty through the use of the Sugeno integral

Journal of Mathematical Economics·2008·3 authors·Open access

26citations

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

Journal of Economic Theory·2007·3 authors

456citations

From sure to strong diversification

Economic Theory·2007·2 authors·Open access

21citations

Décision dans l'incertain : les modèles classiques

RePEc: Research Papers in Economics·2006·3 authors·preprint

1citations

Décision dans le risque : Mesure du risque, Aversion pour le risque, Modèle classique d'Utilité espérée, Paradoxe d'Allais, Modèles a niveaux de sécurité et de potentiel

RePEc: Research Papers in Economics·2006·3 authors·preprint

0citations

On the precautionary motive for savings and prudence, in an EU and a NEU framework

HAL·2005·3 authors·other·Open access

1citations

Choices Under Ambiguity With Familiar And Unfamiliar Outcomes

Theory and Decision·2005·3 authors

17citations

Preference modeling on totally ordered sets by the Sugeno integral

Discrete Applied Mathematics·2005·4 authors·Open access

46citations

Monotone continuous multiple priors

Economic Theory·2005·4 authors·Open access

74citations

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

SSRN Electronic Journal·2005·3 authors·preprint·Open access

1citations

Some characterizations of non-additive multi-period models

Mathematical Social Sciences·2004·2 authors

15citations

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

Economic Theory·2004·3 authors·Open access

88citations

Choices Under Risk and Ambiguity with Familiar and Unfamiliar Outcomes

Use Siena air (University of Siena)·2004·3 authors

1citations

A simple axiomatization and constructive representation proof for choquet expected utility

Economic Theory·2003·2 authors

9citations

Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities

MADOC (University of Mannheim)·2003·3 authors·report

11citations

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

Journal of Mathematical Economics·2003·3 authors·Open access

111citations

Characterization of symmetrical monotone risk aversion in the RDEU model

Mathematical Social Sciences·2002·2 authors

8citations

Diversification, convex preferences and non-empty core in the Choquet expected utility model

Economic Theory·2002·2 authors·Open access

78citations

The Principle of Strong Diminishing Transfer

Journal of Economic Theory·2002·3 authors·Open access

39citations

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

Theory and Decision·2002·2 authors

9citations

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

Statistical Papers·2002·4 authors

15citations

Conditioning Capacities and Choquet Integrals: The Role of Comonotony

Theory and Decision·2001·3 authors

40citations

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

Journal of Mathematical Economics·2000·3 authors·Open access

165citations

Sharing Beliefs: between Agreeing and Disagreeing

HAL·2000·4 authors

125citations

An Axiomatization of Cumulative Prospect Theory for Decision Under Risk

Journal of Risk and Uncertainty·1999·2 authors

129citations

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

Journal of Mathematical Economics·1999·1 author

66citations

A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model

RePEc: Research Papers in Economics·1999·2 authors·preprint

5citations

Symmetrical Monotone Risk Aversion and Positive Bid-Ask Spreads

Springer eBooks·1999·2 authors·chapter

3citations

Inverse Stochastic Dominance and Yaari's Model

RePEc: Research Papers in Economics·1999·2 authors·preprint

0citations

An Axiomatization of Cumulative Prospect Theory for Decision Under Risk

·1998·2 authors

6citations

Diversification, Convex Preferences and Non-Empty Core

RePEc: Research Papers in Economics·1998·2 authors·preprint

4citations

New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview

RePEc: Research Papers in Economics·1997·3 authors·preprint

22citations

Comonotonicity, Rank-Dependent Utilities and a Search Problem

Springer eBooks·1997·3 authors·chapter

4citations

CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1

Mathematical Finance·1996·3 authors

100citations