Binary Diversification Characterizes Exact Capacities

References

• Amarante M (2009) Foundations of neo-Bayesian statistics. J. Econom. Theory 144(5):2146–2173.Crossref, Google Scholar
• Anscombe FJ, Aumann RJ (1963) A definition of subjective probability. Ann. Math. Statist. 34(1):199–205.Crossref, Google Scholar
• Aouani Z, Chateauneuf A (2008) Exact capacities and star-shaped distorted probabilities. Math. Soc. Sci. 56(2):185–194.Crossref, Google Scholar
• Azrieli Y, Lehrer E (2005) Cooperative investment games or population games. Game Theory and Information Working Paper No. 0503007, University Library of Munich, Munich, Germany.Google Scholar
• Bondareva ON (1963) Some applications of linear programming methods to the theory of cooperative games. Problemy Kibernetiki 10(119):119–139.Google Scholar
• Branzei R, Tijs S, Zarzuelo JM (2009) Convex multi-choice games: Characterizations and monotonic allocation schemes. Eur. J. Oper. Res. 198(2):571–575.Crossref, Google Scholar
• Calleja PC, Borm P, Hendrickx R (2005) Multi-issue allocation situations. Eur. J. Oper. Res. 164(3):730–747.Crossref, Google Scholar
• Castagnoli E, Cattelan G, Maccheroni F, Tebaldi C, Wang R (2022) Star-shaped risk measures. Oper. Res. 70(5):2637–2654.Link, Google Scholar
• Cerreia-Vioglio S, Ghirardato P, Maccheroni F, Marinacci M, Siniscalchi M (2011) Rational preferences under ambiguity. Econom. Theory 48(2–3):341–375.Crossref, Google Scholar
• Chandrasekher M, Frick M, Iijima R, Le Yaouanq Y (2022) Dual-self representations of ambiguity preferences. Econometrica 90(3):1029–1061.Crossref, Google Scholar
• Chateauneuf A, Tallon J-M (2002) Diversification, convex preferences and non-empty core in the Choquet expected utility model. Econom. Theory 19(3):509–523.Crossref, Google Scholar
• Choquet G (1954) Theory of capacities. Ann. L’institut Fourier. 5:131–295.Crossref, Google Scholar
• Csóka P, Herings PJ-J, Kóczy LA (2009) Stable allocations of risk. Games Econom. Behav. 67(1):266–276.Crossref, Google Scholar
• Dunford N, Schwartz JT (1958) Linear Operators Part I: General Theory, vol. 7 (Interscience Publishers, New York).Google Scholar
• Galand L, Perny P, Spanjaard O (2010) Choquet-based optimisation in multiobjective shortest path and spanning tree problems. Eur. J. Oper. Res. 204(2):303–315.Crossref, Google Scholar
• Ghirardato P, Marinacci M (2002) Ambiguity made precise: A comparative foundation. J. Econom. Theory 102(2):251–289.Crossref, Google Scholar
• Ghirardato P, Maccheroni F, Marinacci M (2004) Differentiating ambiguity and ambiguity attitude. J. Econom. Theory 118(2):133–173.Crossref, Google Scholar
• Grabisch M, Labreuche C (2010) A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid. Ann. Oper. Res. 175:247–286.Crossref, Google Scholar
• Grant S, Polak B (2013) Mean-dispersion preferences and constant absolute uncertainty aversion. J. Econom. Theory 148(4):1361–1398.Crossref, Google Scholar
• Kou S, Peng X (2016) On the measurement of economic tail risk. Oper. Res. 64(5):1056–1072.Link, Google Scholar
• Miyamoto JM, Wakker P (1996) Multiattribute utility theory without expected utility foundations. Oper. Res. 44(2):313–326.Link, Google Scholar
• Savage L (1954) The Foundations of Statistics (John Wiley and Sons, New York).Google Scholar
• Schmeidler D (1972) Cores of exact games, I. J. Math. Anal. Appl. 40(1):214–225.Crossref, Google Scholar
• Schmeidler D (1986) Integral representation without additivity. Proc. Amer. Math. Soc. 97:255–261.Crossref, Google Scholar
• Schmeidler D (1989) Subjective probability and expected utility without additivity. Econometrica 57(3):571–587.Crossref, Google Scholar
• Shapley LS (1967) On balanced sets and cores. Naval Res. Logist. Quart. 14(4):453–460.Crossref, Google Scholar
• Shapley LS (1971) Cores of convex games. Internat. J. Game Theory 1(4):11–26.Crossref, Google Scholar