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| Author: | Chateauneuf, A. |
| Title: | La finance et les nouveaux modèles de décision dans l'incertain et dans le risque = Finance and new decision models under uncertainty and risk |
| Journal: | Finance
1997 : VOL. 18:1, p. 3-167 |
| Index terms: | FINANCIAL THEORY FINANCIAL MARKETS FINANCIAL RISK UNCERTAINTY |
| Language: | eng |
| Abstract: | CAPM and new decision models under risk. The basic analytics of insurance demand and the rank-dependent expected utility model. Diversification and the dual theory of choice under risk. Portfolio design and Choquet expected value : prescriptions for the optimal combination of financial assets. Demand for insurance with imprecise probabilities. A decision theoretic approach to bid-ask spreads. Micro-economic risk and asset prices in a general equilibrium model with rank-dependent-expected utility. Analysis of risk in a non expected utility framework and application to the optimality of the deductible. |
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