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Propensity for hedging and ambiguity aversion

Aouani, Zaier; Chateauneuf, Alain; Ventura, Caroline - In: Journal of mathematical economics 97 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013183725

More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model

Chateauneuf, Alain; Cohen, Michèle; Meilijson, Isaac - HAL - 2005

This paper studies monotone risk aversion, the aversion to monotone, meanpreserving increase in risk (Quiggin [21]), in the Rank Dependent Expected Utility (RDEU) model. This model replaces expected utility by another functional, characterized by twofunctions, a utility function u in conjunction...

Persistent link: https://www.econbiz.de/10010750827

Positivity of bid-ask spreads and symmetrical monotone risk aversion<Superscript>*</Superscript>

Abouda, Moez; Chateauneuf, Alain - In: Theory and Decision 52 (2002) 2, pp. 149-170

Persistent link: https://www.econbiz.de/10005068003

More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model

Chateauneuf, Alain; Cohen, Michéle; Meilijson, Isaac - In: Economic Theory 25 (2005) 3, pp. 649-667

This paper studies monotone risk aversion, the aversion to monotone, mean-preserving increase in risk (Quiggin [21]), in the Rank Dependent Expected Utility (RDEU) model. This model replaces expected utility by another functional, characterized by two functions, a utility function u in...

Persistent link: https://www.econbiz.de/10005753225

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

Bargaining over an uncertain outcomes : the role of beliefs

Billot, Antoine (contributor); … - 2001 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001584661

Positivity of bid-ask spreads and symmetrical monotone risk aversion

Abouda, Moez; Chateauneuf, Alain - In: Theory and decision : an international journal for … 52 (2002) 2, pp. 149-170

Persistent link: https://www.econbiz.de/10001692531

Characterization of symmetrical monotone risk aversion in the RDEU model

Abouda, Moez; Chateauneuf, Alain - In: Mathematical social sciences 44 (2002) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001694100

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

Bargaining over an uncertain outcome : the role of beliefs

Billot, Antoine; Chateauneuf, Alain; Gilboa, Itzhak; … - In: Decisions in economics and finance : DEF ; a journal of … 25 (2002) 1, pp. 33-45

Persistent link: https://www.econbiz.de/10001681441