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Mohammed ABDELLAOUI

CNRS Research Professor

Economics and Decision Sciences

Research Director at CNRS
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Biography

Mohammed Abdellaoui studies individual decision-making with an eye to the perception of uncertainty and time from both behavioral and formal perspectives. Abdellaoui’s research has been published in a number of journals in economics, management sciences and psychology, including the American Economic Review,  Econometrica, Management Science, Journal of Economic Theory, Journal of Econometrics, Games and Economic Behavior, Economic Theory, Operation Research, Journal of Risk and Uncertainty, and Theory and Decision. Prof. Abdellaoui was also the president of the French Association of Experimental Economics (ASFEE) and the co-founder of Rislab (Risk, Insurance, and Savings Laboratory, Ghent University, Belgium), an international research network. Prof. Abdellaoui is also the Editor-in-Chief of Theory and Decision, an International Journal for Multidisciplinary Advances in Decision Science. 

Prior to joining HEC Paris in 2007 as a Research Director at CNRS and a Professor of Decision Sciences, Abdellaoui was a CNRS Researcher and lecturer (Optimization, Behavioral Decision Theory, Decision Analysis) at ENS de Cachan (1993-2002) and at ENSAM & ESTP (2002-2007). Abdellaoui joined the CNRS as a researcher in 1993 after a PhD in “Mathematical Economics and Econometrics” from the University of Aix-Marseille III.

Scientific articles

Testing prospect theories using probability tradeoff consistency

Journal of Risk and Uncertainty, July 2005, vol. 30, n° 2, pp 107-131, (in coll. with G. WU, J. Zhang)

A Genuine Rank-dependent Generalization of the von Neumann-Morgenstern Expected Utility Theorem

Econometrica, 2002, vol. 70, n° 2, pp 717-736,

Parameter-free Elicitation of Utilities and Probability Weighting Functions

Management Science, 2000, vol. 46, n° 11, pp 1497-1512,

Substitutions probabilistiques et décision individuelle devant le risque : Expériences de laboratoire

Revue d'Economie Politique, 2000, vol. 111, pp 29-39, (in coll. with B. Munier)

The Risk-structure Dependence Effect: Experimenting with an Eye to Decision-Aiding

Annals of Operations Research, 1998, vol. 80, pp 237-252, (in coll. with B. Munier)

Comportements individuels devant le risque et distorsion des probabilités

Revue d'Economie Politique, 1995, vol. 105, n° 1, pp 157-178,

Books

Chapters in edited books

Proceedings

Working papers

Scientific articles

Beware of black swans: Taking stock of the description-experience gap in decision under uncertainty

Marketing Letters, September 2014, vol. 25, n° 3, pp 269-280, (in coll. with A. DE PALMA, G. ATTANASI, M. BEN-AKIVA, I. EREV, H. FEHR-DUDA, D. FOK, C. FOX, R. HERTWIG, N. PICARD, P. P. WAKKER, J. WALKER, M. WEBER)

Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money"

Management Science, July 2014, vol. 60, n° 7, pp 1844-1859, (in coll. with E. KEMEL)

Do financial professionals behave according to prospect theory? An experimental study

Theory and Decision, July 2013, vol. 74, n° 3, pp 411-429, (in coll. with H. Bleichrodt, H. Kammoun)

Individual vs. couple behavior: an experimental investigation of risk preferences

Theory and Decision, August 2013, vol. 75, n° 2, pp 175-191, (in coll. with O. L'HARIDON, C. PARASCHIV)

Books

Chapters in edited books

Proceedings

Working papers

Education

  • Habilitation a diriger des recherches en economie (Qualified Research Supervisor), Université d'Aix-en-Provence - France
  • Ph.D. in Economics, Université d'Aix-Marseille - France

Academic appointments

Academic Responsibilities at HEC

  • 2020- CNRS Research Professor , Economics and Decision Science HEC Paris
  • 2007- Member of GREGHEC, the joint research laboratory CNRS-HEC Paris HEC Paris

Scientific Activities

Membership in Academic or Professional Organisation

  • Elu president de l'Association Francaise d'Economie Experimentale
  • AEA
  • INFORMS
  • Econometric Society
  • ASFEE (Association Francaise dEconomie Experimentale)

Awards & honors

  • 2009 Decision Analysis Society Publication Award, for the article "Loss Aversion under Prospect Theory: A Parameter-Free Measurement", Management Science, October 2007