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Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities
Grant, Simon; Chateauneuf, A.; Eichberger, J. - Department of Economics, Rice University - 2002
The concept of a non-extreme-outcome-additive capacity (neo-additive capacity ) is introduced. Neo-additive capacities model optimistic and pessimistic attitudes towards uncertainty as observed in many experimental studies. Moreover, neo-additive capacities can be applied easily in economic...
Persistent link: https://www.econbiz.de/10005002304
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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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An axiomatization of comulative prospect theory for decision under risk
Chateauneuf, Alain; Wakker, Peter P. - In: Journal of risk and uncertainty : JRU 18 (1999) 2, pp. 137-145
Persistent link: https://www.econbiz.de/10001425001
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Symmetrical monotone risk aversion and positive bid-ask spreads
Abouda, Moez; Chateauneuf, Alain - In: Beliefs, interactions, and preferences in decision making, (pp. 299-314). 1999
Persistent link: https://www.econbiz.de/10001487605
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On the existence of a probability measure compatible with a total preorder on a Boolean algebra
Chateauneuf, Alain - In: Journal of mathematical economics 14 (1985) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10001010197
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La finance et les nouveaux modèles de décision dans l'incertain et dans le risque
Chateauneuf, Alain (contributor) - In: Finance : revue de l'Association Française de Finance 18 (1997) 1
Persistent link: https://www.econbiz.de/10001239647
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New tools to better model behavior under risk and uncertainty : an overview
Chateauneuf, Alain - In: Finance : revue de l'Association Française de Finance 18 (1997) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10001337646
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From local to global additive representation
Chateauneuf, Alain - In: Journal of mathematical economics 22 (1993) 6, pp. 523-545
Persistent link: https://www.econbiz.de/10001161907
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Choquet pricing for financial markets with frictions
Chateauneuf, Alain - In: Mathematical finance : an international journal of … 6 (1996) 3, pp. 323-330
Persistent link: https://www.econbiz.de/10001208955
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On the use of capacities in modeling uncertainty aversion and risk aversion
Chateauneuf, Alain - In: Journal of mathematical economics 20 (1991) 4, pp. 343-369
Persistent link: https://www.econbiz.de/10001117172