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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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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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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
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Tribute to Jean-Yves Jaffray : July 22, 1939 - February 26, 2009
Cohen, Michèle; Chateauneuf, Alain; Danan, Eric; … - In: Theory and decision : an international journal for … 71 (2011) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009247243
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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
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Decision under uncertainty : the classical models
Chateauneuf, Alain; Cohen, Michèle; Jaffray, Jean-Yves - In: Decision-making process : concepts and methods, (pp. 385-400). 2009
Persistent link: https://www.econbiz.de/10003841613
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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
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Optimality of deductible : a characterization, with application to Yaari's dual theory
Chateauneuf, Alain; Cohen, Michèle; Mostoufi, Mina - In: Theory and decision : an international journal for … 92 (2022) 3/4, pp. 569-580
Persistent link: https://www.econbiz.de/10013192404
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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
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Security level, potential level, expected utility : a three-criteria decision model under risk
Cohen, Michèle - In: Theory and decision : an international journal for … 33 (1992) 2, pp. 101-134
Persistent link: https://www.econbiz.de/10001132678