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A simple characterization of the Hurwicz criterium under uncertainty

Chateauneuf, Alain; Ventura, Caroline; Vergopoulos, … - In: Revue économique : revue bimestrielle 71 (2020) 2, pp. 331-336

Persistent link: https://www.econbiz.de/10012582458

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

Decomposable capacities, distorted probabilities and concave capacities

Chateauneuf, Alain - In: Mathematical social sciences 31 (1996) 1, pp. 19-37

Persistent link: https://www.econbiz.de/10001200643

Decision under risk : The classical Expected Utility model

Chateauneuf, Alain; Cohen, Michèle; Tallon, Jean-Marc - HAL - 2008

This chapter of a collective book aims at presenting the basics of decision making under risk. We first define notions of risk and increasing risk and recall definitions and classifications (that are valid independently of any representation) of behavior under risk. We then review the classical...

Persistent link: https://www.econbiz.de/10010738471

Decision under risk : The classical Expected Utility model.

Chateauneuf, Alain; Cohen, Michèle; Tallon, Jean-Marc - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008

Persistent link: https://www.econbiz.de/10004988947

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

Risk seeking with diminishing marginal utility in a non-expected utility model

Chateauneuf, Alain - In: Journal of risk and uncertainty : JRU 9 (1994) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10001168931

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

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

Ignorance and competence in choices under uncertainty

Casaca, Paulo; Chateauneuf, Alain; Faro, José Heleno - 2013

Persistent link: https://www.econbiz.de/10010226703