Marie-José Avenier (CERAG, Grenoble) réagit sur les questions épistémologiques soulevées dans le précédent numéro en défendant le paradigme constructiviste. Pour elle, il s'agit bien d'un paradigme même si elle distingue différents types de constructivisme, fondé sur des hypothèses...

Les recherches qualitatives se veulent souvent exploratoires : elles entendent inventer des concepts, proposer de nouvelles notions et théories. Dans le même temps, pour interpréter les données, elles manient des concepts existants. Mais bien souvent, les notions utilisées ou proposées...

Dans un livre récent, How professors think, Michèle Lamont (Harvard University) analyse la manière dont des chercheurs de différentes disciplines, réunis dans des comités, construisent un jugement collectif en sélectionnant des projets de recherche à financer. L'intérêt de l'ouvrage...

This paper assesses the quantitative impact of ambiguity on the historically observed financial asset returns and prices. The single agent, in a dynamic exchange economy, treats the conditional uncertainty about the consumption and dividends next period as ambiguous. We calibrate the agent's...

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...

In this chapter, we adopt the decision theoretic approach to the representation and updating of beliefs. We take up this issue and propose a reconsideration of Hammond's argument. After reviewing the argument more formally, we propose a weaker notion of dynamic consistency. We observe that this...

This paper explores risk-sharing and equilibrium in a general equilibrium set-up wherein agents are non-additive expected utility maximizers. We show that when agents have the same convex capacity, the set of Pareto-optima is independent of it and identical to the set of optima of an economy in...

We report in this paper the result of three experiments on risk, ambiguity and time attitude. The first two differed by the population considered (students vs general population) while the third one used a different protocol and concerned students and portfolio managers. We find quite a lot of...

We review recent advances in the field of decision making under uncertainty or ambiguity.

We argue, in the spirit of some of Jean-Yves Jaffray's work, that explicitly incorporating the information, however imprecise, available to the decision marker is relevant, feasible and fruitful. In particular, we show that it can lead us to know whether the decision maker has wrong beliefs and...