Mohammed ABDELLAOUI

CNRS Research Professor

Economics and Decision Sciences

Research Director at CNRS
abdellaoui@hec.fr https://sites.google.com/a/greg-hec.com/mohammed-abdellaoui/
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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

The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation

American Economic Review, April 2011, vol. 101, n° 2, pp 695-723, (in coll. with A. Baillon, L. Placido, P. Wakker)

Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility

Economic Journal, June 2010, vol. 120, n° 545, pp 845-866, (in coll. with A. Attema, H. Bleichrodt)

Separating curvature and elevation: A parametric probability weighting function

Journal of Risk and Uncertainty, August 2010, vol. 41, n° 1, pp 39-65, (in coll. with O. L'HARIDON, H. Zank)

A tractable method to measure utility and loss aversion in prospect theory

Journal of Risk and Uncertainty, June 2008, vol. 36, n° 3, pp 245-266, (in coll. with H. Bleichrodt, O. L'HARIDON)

Loss Aversion Under Prospect Theory: A Parameter-Free Measurement

Management Science, October 2007, vol. 53, n° 10, pp 1659-1674, (in coll. with H. Bleichrodt, C. PARASCHIV)

Reconciling Introspective Utility with Revealed Preferences: Experimental Arguments based on Prospect Theory

Journal of Econometrics, december, 2 2007, vol. 138, n° 1, pp 356-378, (in coll. with C. Barrios, P. Wakker)

Eliciting Gul's theory of disappointment aversion by the tradeoff method

Journal of Economic Psychology, february, 3 2007, vol. 28, n° 6, pp 631-645, (in coll. with H. Bleichrodt)

Testing prospect theories using probability tradeoff consistency

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

The Likelihood Method for Decision under Uncertainty

Theory and Decision, 2005, vol. 58, n° 1, pp 3-76, (in coll. with P. Wakker)

Choice-based Elicitation and Decomposition of Decision Weights for Gains and Losses under Uncertainty

Management Science, 2005, vol. 51, n° 9, pp 1384-1399, (in coll. with M. Vossmann, M. Weber)

Books

Chapters in edited books

Proceedings

Working papers

Scientific articles

Temporal Discounting of Gains and Losses of Time: An Experimental Investigation

Journal of Risk and Uncertainty, aout 2018, vol. 57, n° 1, pp 1-28, (in coll. with C. GUTIERREZ, E. KEMEL)

Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable

Journal of Risk and Uncertainty, February 2016, vol. 52, n° 1, pp 1-20, (in coll. with H. BLEICHRODT, O. L'HARIDON, D. VAN DOLDER)

Experiments on compound risk in relation to simple risk and to ambiguity

Management Science, June 2015, vol. 61, n° 6, pp 1306-1322, (in coll. with P. KLIBANOFF, L. PLACIDO)

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)

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