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Ellsberg's two-color experiment, portfolio inertia and ambiguity
Mukerji, Sujoy; Tallon, Jean-Marc - In: Journal of mathematical economics 39 (2003) 3, pp. 299-316
Persistent link: https://www.econbiz.de/10006028927
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Decision making with imprecise probabilistic information
Gajdos, Thibault; Tallon, Jean-Marc; Vergnaud, … - In: Journal of mathematical economics 40 (2004) 6, pp. 647-682
Persistent link: https://www.econbiz.de/10006022529
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Optimal risk-sharing rules and equilibria with Choquet-expected-utility
Chateauneuf, Alain; Dana, Rose-Anne; Tallon, Jean-Marc - In: Journal of mathematical economics 34 (2000) 2, pp. 191-214
Persistent link: https://www.econbiz.de/10001499094
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Ellsberg's two-color experiment, portfolio inertia and ambiguity
Mukerji, Sujoy; Tallon, Jean-Marc - In: Journal of mathematical economics 39 (2003) 3/4, pp. 299-315
Persistent link: https://www.econbiz.de/10001766841
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Decision making with imprecise probabilistic information
Gajdos, Thibault; Tallon, Jean-Marc; Vergnaud, … - In: Journal of mathematical economics 40 (2004) 6, pp. 647-681
Persistent link: https://www.econbiz.de/10002130943
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Dynamically consistent preferences under imprecise probabilistic information
Riedel, Frank; Tallon, Jean-Marc; Vergopoulos, Vassilios - In: Journal of mathematical economics 79 (2018), pp. 117-124
Persistent link: https://www.econbiz.de/10012105628
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Alpha-maxmin as an aggregation of two selves
Chateauneuf, Alain; Faro, José Heleno; Tallon, Jean-Marc; … - In: Journal of mathematical economics 113 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015071991