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Pareto efficiency for the concave order and multivariate comonotonicity

Carlier, Guillaume; Dana, Rose-Anne; Galichon, A. - In: Journal of economic theory 147 (2012) 1, pp. 207-229

Persistent link: https://www.econbiz.de/10009548953

Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities

Dana, Rose-Anne - In: Journal of mathematical economics 47 (2011) 3, pp. 328-335

Persistent link: https://www.econbiz.de/10009422734

Efficient allocations and equilibria with short-selling and incomplete preferences

Dana, Rose-Anne; Cuong Le Van - In: Journal of mathematical economics 53 (2014), pp. 101-105

Persistent link: https://www.econbiz.de/10011297140

On multivariate prudence

Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - In: Journal of economic theory 148 (2013) 3, pp. 1255-1267

Persistent link: https://www.econbiz.de/10009763715

Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes

Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - In: Journal of risk and uncertainty : JRU 47 (2013) 2, pp. 199-224

Persistent link: https://www.econbiz.de/10010222373

Aggregation of heterogeneous beliefs

Jouini, Elyès; Napp, Clotilde - In: Journal of mathematical economics 42 (2006) 6, pp. 752-770

Persistent link: https://www.econbiz.de/10003376556

Law invariant risk measures have the Fatou property

Jouini, Elyès; Schachmayer, Walter; Touzi, Nizar - In: Advances in mathematical economics 9 (2006), pp. 49-71

Persistent link: https://www.econbiz.de/10003331355

Subjective expectations and medical testing

Jouini, Elyès; Napp, Clotilde - In: Economics letters 135 (2015), pp. 39-41

Persistent link: https://www.econbiz.de/10011434835

Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Tradeoff

Jouini, Elyès - 2015

Can investors with irrational beliefs be neglected as long as they are rational on average? Do their trades cancel out with no consequences on prices, as implicitly assumed by traditional models? We consider a model with irrational investors, who are rational on average. We obtain waves of...

Persistent link: https://www.econbiz.de/10013039215

The impact of health-related emotions on belief formation and behavior

Jouini, Elyès; Napp, Clotilde - In: Theory and decision : an international journal for … 84 (2018) 3, pp. 405-427

Persistent link: https://www.econbiz.de/10011942506