Mohammed Abdellaoui

Research Director (CNRS) & Affiliate professor at HEC

GREG HEC & CNRS (UMR 2959)
1, rue de la libération
78501 Jouy-en-Josas, France
Phone:
abdellaoui[at]greg-hec.com

Curriculum Vitae

Website

Education

2000 Habilitation à diriger des recherche in Economics, Université de Paris 1.

1986-1988 PhD Thesis in Economics - Université d’Aix-Marseille III.

Interests

• Decision under Uncertainty (Mathematical Modeling of Decision Making & Experimental Decision making),

• Decision Analysis and Risk Management,

• Microeconomics.

Publications

Books

• Abdellaoui, M., R. D. Luce, M. Machina & B. Munier (2007), Uncertainty and Risk: Mental, Formal, Experimental Representations, Theory and Decision Library, Springer.

• Abdellaoui, M & J. D. Hey (2008), Advances in Decision Making under Risk and Uncertainty, Theory and Decision Library, Springer.

Articles

• Abdellaoui, M., H. Bleichrodt & O. L’Haridon (2008),"A tractable method to measure utility and loss aversion in prospect theory," forthcoming in Journal of Risk and Uncertainty.

• Abdellaoui, Mohammed, Han Bleichrodt, & Corina Paraschiv (2007),"Loss Aversion under Prospect Theory: A Parameter-Free Measurement," Management Science 53, 1659-1674.

• Abdellaoui, Mohammed & Han Bleichrodt (2007)."Eliciting Gul's Theory of Disappointment Aversion by the Tradeoff Method." Forthcoming Journal of Economic Psychology 28, 631-645.

• Abdellaoui, M. & C. Barrios, & P. P. Wakker (2007),"Reconciling Introspective Utility with Revealed Preference: Experimental Arguments Based on Prospect Theory," Journal of Econometrics 138, 356-378.

• Abdellaoui, M., & P. Wakker (2005),"The Likelihood Method for Decision under Uncertainty", Theory and Decision, vol. 58, 1, 75.

• Abdellaoui, M. (2002),"A Genuine Rank-dependent Generalization of the von Neumann-Morgenstern Expected Utility Theorem", Econometrica 70, 2, 717-736.

• Abdellaoui, M. & B. Munier (2000)."Substitutions probabilistiques et décision individuelle devant le risque : Expériences de laboratoire , Revue d’Economie Politique, 111(1), 29-39.

• Abdellaoui, M. (2000). " Parameter-free Elicitation of Utilities and Probability Weighting Functions ", Management Science 46, 1497-1512.

• Abdellaoui, M. & B. Munier (1999). " How consistent are probability tradeoffs in individual preferences under risk? " in : Beliefs, Interactions and Preferences in Decision Making, Mark Machina and Bertrand Munier (eds), Kluwer Academic Publishers.

• Abdellaoui, M. & B. Munier (1998),"The Risk-structure Dependence Effect: Experimenting with an Eye to Decision-Aiding", Annals of Operation Research, 80, 237-252.

• Abdellaoui, M. & B. Munier (1997),"Experimental Determination of Preferences under Risk : the Case of very Low Probability Radiation", Ciencia y Technelogia dos Materiais, Vol. 19, Lisboa, Portugal.

• Abdellaoui, M. (1995), Comportements individuels devant le risque et distorsion des probabilités, Revue d’Economie Politique, Vol. 105(1), pp. 157-178.

• Abdellaoui, M. & Munier (1994), The Closing-in Method : An Individual Tool to Investigate Individual Choice Patterns Under Risk , Models and Experiments in Risk and Rationality, Dordrecht/Boston.

• Abdellaoui, M. & B. Munier (1992), Expected Utility Violation : An Appropriate and Intercultural Experiment ", in Chikan, A. (ed.), Progress in Decision, Utility and Risk Theory ", Dordrecht/Boston, Kluwer Academic Publishers.

Book Chapters

• Abdellaoui, M. (2004),"Rational Choice under Uncertainty", in Cognitive Economics, P. Bourgine and J.-P. Nadal (Eds), Springer.

• Abdellaoui, M. (2008),"Rank-dependent Utility", forthcoming in Oxford University Press Handbook of Rational and Social Choice, P. Anand, P. Pattanaik and C. Puppe (Eds).

• Abdellaoui, M. & Ch. Gonzalez (2004). " Décision dans l’incertain avec objectifs multiples ", in Concepts et méthodes pour l’aide à la décision, Patrice Perny, Denis Bouyssou & Didier Dubois (Eds), Editions Hermes, 25-62.

Working papers

• Abdellaoui, M., A. Baillon, L. Placido & P. P. Wakker (2008), "The Rich Domain of Uncertainty", with Aurélien Baillon, Laetitia Placido and Peter Wakker", Working paper GREGHEC, HEC-Paris & Erasmus University, Rotterdam.

• Abdellaoui, M., O. L’Haridon & C. Praschiv (2008), "Experience-based vs. Description-based Decision Making: Do we Need Two Different Prospect Theory Specification", with Olivier L'Haridon and Corina Paraschiv", Working paper GREGHEC, HEC-Paris.

• Abdellaoui, M., O. L’Haridon & A. Driouchi (2008),"Utility Elicitation: Reconciling Tractability and Bias Minimization", Working paper GREGHEC, HEC-Paris.

Editorial Activities

2005- Editor-in-Chief of Theory and Decision.

Referee for professional journals (American Economic Review, Econometrica, Journal of Economic Theory, Management Science, Journal of Political Economy, Journal of Risk and Uncertainty, Operations Research …).

Teaching

• 1992-2003 Decision Theory and Optimization, Ecole Normale Supérieure (ENS) de Cachan.

• 1994-1999 Decision Analysis, ESSEC.

• 2003-2007 Decision Analysis, Doctoral program, Ecole Nationale Supérieure d’Arts et Métiers (ENSAM), Paris.

• 2004- Decision Theory, Doctoral program (Finance), Université de Paris I.

• 2008- Decision Analysis, HEC-Paris.