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1
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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2
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
Chateauneuf, Alain
;
Cohen, Michèle
;
Meilijson, Isaac
- In:
Journal of mathematical economics
40
(
2004
)
5
,
pp. 547-571
Persistent link: https://www.econbiz.de/10002042758
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3
More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
Chateauneuf, Alain
;
Cohen, Michèle
;
Meilijson, Isaac
- In:
Economic theory : official journal of the Society for …
25
(
2005
)
3
,
pp. 649-667
Persistent link: https://www.econbiz.de/10002703149
Saved in:
4
Risk-aversion concepts in expected- and non-expected-utility models
Cohen, Michèle
- In:
Non-expected utility and risk management
,
(pp. 73-91)
.
2011
Persistent link: https://www.econbiz.de/10009129808
Saved in:
5
Preference for safety under the Choquet model : in search of a characterization
Cohen, Michèle
;
Meilijson, Isaac
- In:
Economic theory : official journal of the Society for …
55
(
2014
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10010346632
Saved in:
6
Decision under risk : the classical expected utility model
Chateauneuf, Alain
;
Cohen, Michèle
;
Tallon, Jean-Marc
- In:
Decision-making process : concepts and methods
,
(pp. 365-384)
.
2009
Persistent link: https://www.econbiz.de/10003841611
Saved in:
7
Cardinal extensions of the EU model based on the Choquet integral
Chateauneuf, Alain
;
Cohen, Michèle
- In:
Decision-making process : concepts and methods
,
(pp. 401-433)
.
2009
Persistent link: https://www.econbiz.de/10003841614
Saved in:
8
Dynamic decision making when risk perception depends on past experience
Cohen, Michèle
;
Etner, Johanna
;
Jeleva, Meglena
- In:
Advances in decision making under risk and uncertainty
,
(pp. 19-32)
.
2008
Persistent link: https://www.econbiz.de/10003756342
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