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Equimeasurable Rearrangements with Capacities
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Equimeasurable Rearrangements with Capacities (2012)Equimeasurable Rearrangements with Capaci…PORTFOLIO CHOICE VIA QUANTILES (2010)PORTFOLIO CHOICE VIA QUANTILESOPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (2010)OPTIMAL DEMAND FOR CONTINGENT…Foundations of neo-Bayesian statistics (2009)Foundations of neo-Bayesian s…BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (2008)BEHAVIORAL PORTFOLIO SELECTIO…Ambiguity and Ambiguity Aversion (2008)Ambiguity and Ambiguity Avers…Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (2007)Two-persons efficient risk-sh…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Market behavior when preferences are generated by second-order stochastic dominance (2004)Market behavior when preferen…Core of convex distortions of a probability (2003)Core of convex distortions of…On Independence for Non-Additive Measures, with a Fubini Theorem (1997)On Independence for Non-Addit…8. Individual Decision Making (1995)8. Individual Decision MakingCo-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion (1994)Co-monotone allocations, Bick…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Three Solutions to the Pricing Kernel Puzzle (2012)Utility maximization with a given pricing measure when the utility is not necessarily concave (2013)ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (2014)Risk, Ambiguity, and the Savage Axioms (1961)Maxmin expected utility with non-unique prior (1989)Non-Additive Beliefs and Strategic Equilibria (2000)Ambiguity Aversion and Incompleteness of Financial Markets (2001)Search and Knightian uncertainty (2004)Subjective Probability and Expected Utility without Additivity (1989)Perceived Ambiguity and Relevant Measures (2014)Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity (2021)Dual‐Self Representations of Ambiguity Preferences (2022)Risk Aversion in the Small and in the Large (1964)On the measurement of inequality (1970)Risk Aversion in the Small and in the Large (1976)Optimal risk-sharing rules and equilibria with Choquet-expected-utility (2000)The Newsvendor Game Has a Nonempty Core (2002)Quantile-Based Risk Sharing (2018)"Expected Utility" Analysis without the Independence Axiom (1982)A theory of anticipated utility (1982)The Dual Theory of Choice under Risk (1987)OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (2008)COHERENCE AND ELICITABILITY (2014)Risk Preferences and the Macroeconomic Announcement Premium (2018)Monopoly and product quality (1978)The Economics of Risk and Time (2001)Stochastic Finance: An Introduction in Discrete Time (2002)OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (2013)Utility Theory for Decision Making (1971)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Psychology and Economics (1997)Static portfolio choice under cumulative prospect theory (2010)Time-Inconsistent Stochastic Linear--Quadratic Control (2012)Theory of games and economic behavior (2019)Optimal insurance under rank‐dependent utility and incentive compatibility (2018)Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan (2019)2. Public Goods: A Survey of Experimental Research (1995)Culture, control, and perception of relationships in the environment. (2000)Investor psychology in capital markets: evidence and policy implications (2002)
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References

  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 19958. Individual Decision Making510 cited
  • 2008BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME316 cited
  • 2010PORTFOLIO CHOICE VIA QUANTILES177 cited
  • 1994Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion161 cited
  • 2003Core of convex distortions of a probability106 cited
  • 1997On Independence for Non-Additive Measures, with a Fubini Theorem95 cited
  • 2010OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES88 cited
  • 2007Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities59 cited
  • 2009Foundations of neo-Bayesian statistics48 cited
  • 2008Ambiguity and Ambiguity Aversion36 cited
  • 2004Market behavior when preferences are generated by second-order stochastic dominance15 cited

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