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CAPM
Theorie
78
Theory
75
Risk
23
Risiko
21
Entscheidung unter Unsicherheit
19
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19
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19
Decision under uncertainty
18
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18
Choquet expected utility
15
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15
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10
Choquet integral
9
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9
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capacity
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expected utility
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Entscheidungstheorie
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Chateauneuf, Alain
7
Cornet, Bernard
3
Kast, Robert
3
Lapied, André
3
Araújo, Aloisio Pessoa de
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Calcul économique et politique économique en présence d'imperfections de la concurrence, d'imperfections des marchés et de contraintes informationnelles : contrat du Commissariat Général du Plan MDPE no. 20/1990 ; rapport final
2
Economic theory
1
Economic theory bulletin
1
Insper working paper / Insper, Instituto de Ensino e Pesquisa
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
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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2
Choquet pricing for financial markets with frictions
Chateauneuf, Alain
- In:
Calcul économique et politique économique en …
,
(pp. 182-208)
.
1992
Persistent link: https://www.econbiz.de/10001288569
Saved in:
3
Pricing in slack markets
Chateauneuf, Alain
- In:
Calcul économique et politique économique en …
,
(pp. 146-181)
.
1992
Persistent link: https://www.econbiz.de/10001288570
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4
The risk-neutral non-additive probability with market frictions
Chateauneuf, Alain
;
Cornet, Bernard
- In:
Economic theory bulletin
10
(
2022
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10013262870
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5
Efficient complete markets are the rule rather than the exception
Araújo, Aloisio Pessoa de
;
Chateauneuf, Alain
;
Faro, …
-
2015
Persistent link: https://www.econbiz.de/10011344630
Saved in:
6
Put-Call parities, absence of arbitrage opportunities, and nonlinear pricing rules
Bastianello, Lorenzo
;
Chateauneuf, Alain
;
Cornet, Bernard
- In:
Mathematical finance : an international journal of …
34
(
2024
)
4
,
pp. 1242-1262
Persistent link: https://www.econbiz.de/10015149385
Saved in:
7
Submodular financial markets with frictions
Chateauneuf, Alain
;
Cornet, Bernard
- In:
Economic theory
73
(
2022
)
2/3
,
pp. 721-744
Persistent link: https://www.econbiz.de/10013277391
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