Details about Massimo Marinacci

Access statistics for papers by Massimo Marinacci.

Last updated 2009-11-04. Update your information in the RePEc Author Service.

Short-id: pma507

Working Papers

2008

1. Complete Monotone Quasiconcave Duality
   Carlo Alberto Notebooks, Collegio Carlo Alberto
2. Objective and Subjective Rationality
   Levine's Bibliography, UCLA Department of Economics
3. Objective and Subjective Rationality in a Multiple Prior Model
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
4. On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility
   Carlo Alberto Notebooks, Collegio Carlo Alberto
5. Portfolio Selection with Monotone Mean-Variance Preferences
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department
   Also in Finance, EconWPA (2005) View citations
   Carlo Alberto Notebooks, Collegio Carlo Alberto (2007) View citations
   ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2004) View citations
   See also Journal Article in Mathematical Finance (2009)
6. Recursive Smooth Ambiguity Preferences
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
7. Risk Measures: Rationality and Diversification
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
8. Social Decision Theory: Choosing within and between Groups
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
9. Uncertainty Averse Preferences
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations

2007

10. Coarse Contingencies
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations
11. Revealed Ambiguity and Its Consequences: Updating
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
12. Unique Solutions of Some Recursive Equations in Economic Dynamics
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations

2006

13. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
    See also Journal Article in Econometrica (2006)
14. Cores of Non-Atomic Market Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
    Also in Discussion Papers, Columbia University, Department of Economics (2005) View citations
    See also Journal Article in International Journal of Game Theory (2006)
15. Dynamic Variational Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
    See also Journal Article in Journal of Economic Theory (2006)
16. Mutual Absolute Continuity of Multiple Priors
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
    See also Journal Article in Journal of Economic Theory (2007)
17. On Concavity and Supermodularity
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations

2005

18. Monotone continuous multiple priors
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2003) View citations
    See also Journal Article in Economic Theory (2005)
19. On convexity and supermodularity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research

2004

20. A strong law of large numbers for capacities
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
21. Variational representation of preferences under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations

2003

22. A smooth model of decision making under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
    See also Journal Article in Econometrica (2005)
23. Choquet insurance pricing: a caveat
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
    See also Journal Article in Mathematical Finance (2004)
24. Cores and stable sets of finite dimensional games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
25. Ultramodular functions
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations

2002

26. Ambiguity from the Differential Viewpoint
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
    Also in Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (2002) View citations
27. Certainty Independence and the Separation of Utility and Beliefs
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
    See also Journal Article in Journal of Economic Theory (2005)
28. How to cut a pizza fairly: fair division with descreasing marginal evaluations
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research
    See also Journal Article in Social Choice and Welfare (2003)
29. Insurance Premia Consistent with the Market
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
    See also Journal Article in Insurance: Mathematics and Economics (2002)
30. The convexity-cone approach to comparative risk and downside risk
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research

2001

31. A Subjective Spin on Roulette Wheels
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2001) View citations
    See also Journal Article in Econometrica (2003)
32. How to Cut a Cake Healthily
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
33. Probabilistic sophistication and multiple priors
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
    See also Journal Article in Econometrica (2002)
34. Random correspndences as bundles of random variables
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
35. Risk, ambiguity, and the separation of utility and beliefs
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
    Also in Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (2000)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations
    Levine's Bibliography, UCLA Department of Economics (2000) View citations
36. Subcalculus for set functions and cores of TU games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations
    See also Journal Article in Journal of Mathematical Economics (2003)

2000

37. Range Convexity and Ambiguity Averse Preferences
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations
38. The Core of Large TU Games
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

1999

39. The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1997

40. Ambiguity Made Precise: A Comparative Foundation and Some Implications
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations

1996

41. Linearity with Multiple Priors
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1995

42. Decomposition and Representation of Coalitional Games
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations

1993

43. On the Ranges of Baire and Borel Measures
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
44. Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

Journal Articles

2009

1. PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
   Mathematical Finance, 2009, 19, (3), 487-521
   See also Working Paper (2008)

2007

2. Coarse contingencies and ambiguity
   Theoretical Economics, 2007, 2, (4), 355-394 View citations
3. Mutual absolute continuity of multiple priors
   Journal of Economic Theory, 2007, 137, (1), 716-720
   See also Working Paper (2006)

2006

4. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
   Econometrica, 2006, 74, (6), 1447-1498 View citations
   See also Working Paper (2006)
5. Cores of non-atomic market games
   International Journal of Game Theory, 2006, 34, (3), 399-424 View citations
   See also Working Paper (2006)
6. Dynamic variational preferences
   Journal of Economic Theory, 2006, 128, (1), 4-44 View citations
   See also Working Paper (2006)

2005

7. A Smooth Model of Decision Making under Ambiguity
   Econometrica, 2005, 73, (6), 1849-1892 View citations
   See also Working Paper (2003)
8. Certainty Independence and the Separation of Utility and Beliefs
   Journal of Economic Theory, 2005, 120, (1), 129-136 View citations
   See also Working Paper (2002)
9. Monotone continuous multiple priors
   Economic Theory, 2005, 26, (4), 973-982 View citations
   See also Working Paper (2005)
10. Stable cores of large games
    International Journal of Game Theory, 2005, 33, (2), 189-213 View citations

2004

11. A characterization of the core of convex games through Gateaux derivatives
    Journal of Economic Theory, 2004, 116, (2), 229-248 View citations
12. CHOQUET INSURANCE PRICING: A CAVEAT
    Mathematical Finance, 2004, 14, (3), 481-485
    See also Working Paper (2003)
13. Differentiating ambiguity and ambiguity attitude
    Journal of Economic Theory, 2004, 118, (2), 133-173 View citations

2003

14. A Subjective Spin on Roulette Wheels
    Econometrica, 2003, 71, (6), 1897-1908 View citations
    See also Working Paper (2001)
15. How to cut a pizza fairly: Fair division with decreasing marginal evaluations
    Social Choice and Welfare, 2003, 20, (3), 457-465 View citations
    See also Working Paper (2002)
16. Subcalculus for set functions and cores of TU games
    Journal of Mathematical Economics, 2003, 39, (1-2), 1-25 View citations
    See also Working Paper (2001)

2002

17. Ambiguity Made Precise: A Comparative Foundation
    Journal of Economic Theory, 2002, 102, (2), 251-289 View citations
18. Insurance premia consistent with the market
    Insurance: Mathematics and Economics, 2002, 31, (2), 267-284 View citations
    See also Working Paper (2002)
19. Learning from ambiguous urns
    Statistical Papers, 2002, 43, (1), 143-151 View citations
20. Probabilistic Sophistication and Multiple Priors
    Econometrica, 2002, 70, (2), 755-764 View citations
    See also Working Paper (2001)

2001

21. The Core of Large Differentiable TU Games
    Journal of Economic Theory, 2001, 100, (2), 235-273 View citations

2000

22. A uniqueness theorem for convex-ranged probabilities
    Decisions in Economics and Finance, 2000, 23, (2), 121-132 View citations
23. Ambiguous Games
    Games and Economic Behavior, 2000, 31, (2), 191-219 View citations
24. research articles: The impossibility of compromise: some uniqueness properties of expected utility preferences
    Economic Theory, 2000, 16, (2), 245-258

1999

25. Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation
    Journal of Economic Theory, 1999, 84, (2), 145-195 View citations

1998

26. Additivity with multiple priors
    Journal of Mathematical Economics, 1998, 30, (4), 405-420 View citations
27. An Axiomatic Approach to Complete Patience and Time Invariance
    Journal of Economic Theory, 1998, 83, (1), 105-144
28. Finitely Additive and Epsilon Nash Equilibria
    International Journal of Game Theory, 1997, 26, (3), 315-333 View citations

1997

29. Vitali’s early contribution to non-additive integration
    Decisions in Economics and Finance, 1997, 20, (2), 153-158