Details about Massimo Marinacci

Access statistics for papers by Massimo Marinacci.

Last updated 2012-12-24. Update your information in the RePEc Author Service.

Short-id: pma507

Working Papers

2012

1. Analysis of Information Feedback and Selfconfirming Equilibrium
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
2. Choquet Integration on Riesz Spaces and Dual Comonotonicity
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
3. Niveloids and Their Extensions:Risk Measures on Small Domains
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
4. Put-Call Parity and Market Frictions
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
5. Selfconfirming Equilibrium and Model Uncertainty
   Levine's Working Paper Archive, David K. Levine View citations (1)

2011

6. Ambiguity and Robust Statistics
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (5)
7. Ambiguity and the Bayesian Paradigm
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
8. Classical Subjective Expected Utility
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (2)
9. Definitions of Ambiguous Events and the Smooth Ambiguity Model
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (5)
   See also Journal Article in Economic Theory (2011)
10. Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011)
11. Finitely Well-Positioned Sets
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
12. On the Smooth Ambiguity Model: A Reply
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2009)
    Levine's Working Paper Archive, David K. Levine (2009) View citations (3)
    See also Journal Article in Econometrica (2012)
13. Selfconfirming Equilibrium and Uncertainty
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

2010

14. Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
15. Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion
    Carlo Alberto Notebooks, Collegio Carlo Alberto
    See also Journal Article in Journal of Mathematical Economics (2012)
16. Rational Preferences under Ambiguity
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (9)
    See also Journal Article in Economic Theory (2011)
17. Singed Integral Representations of Comonotonic Additive Functionals
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (4)

2008

18. Complete Monotone Quasiconcave Duality
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (5)
19. Objective and Subjective Rationality
    Levine's Working Paper Archive, David K. Levine
20. Objective and Subjective Rationality in a Multiple Prior Model
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (4)
    See also Journal Article in Econometrica (2010)
21. On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility
    Carlo Alberto Notebooks, Collegio Carlo Alberto
    See also Journal Article in Journal of Mathematical Economics (2012)
22. Portfolio Selection with Monotone Mean-Variance Preferences
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
    Also in Finance, EconWPA (2005) View citations (2)
    Carlo Alberto Notebooks, Collegio Carlo Alberto (2007)
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2004) View citations (3)
    See also Journal Article in Mathematical Finance (2009)
23. Recursive Smooth Ambiguity Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (8)
    See also Journal Article in Journal of Economic Theory (2009)
24. Risk Measures: Rationality and Diversification
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (13)
25. Social Decision Theory: Choosing within and between Groups
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (5)
26. Uncertainty Averse Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (21)
    See also Journal Article in Journal of Economic Theory (2011)

2007

27. Coarse Contingencies
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations (2)
28. Revealed Ambiguity and Its Consequences: Updating
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)
29. Unique Solutions of Some Recursive Equations in Economic Dynamics
    Carlo Alberto Notebooks, Collegio Carlo Alberto

2006

30. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (78)
    See also Journal Article in Econometrica (2006)
31. Cores of Non-Atomic Market Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)
    Also in Discussion Papers, Columbia University, Department of Economics (2005) View citations (1)
    See also Journal Article in International Journal of Game Theory (2006)
32. Dynamic Variational Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (30)
    See also Journal Article in Journal of Economic Theory (2006)
33. Mutual Absolute Continuity of Multiple Priors
    Carlo Alberto Notebooks, Collegio Carlo Alberto
    See also Journal Article in Journal of Economic Theory (2007)
34. On Concavity and Supermodularity
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)

2005

35. Monotone continuous multiple priors
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (10)
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2003) View citations (18)
    See also Journal Article in Economic Theory (2005)
36. On convexity and supermodularity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research

2004

37. A strong law of large numbers for capacities
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (4)
38. Variational representation of preferences under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (6)

2003

39. A smooth model of decision making under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (37)
    See also Journal Article in Econometrica (2005)
40. Choquet insurance pricing: a caveat
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (9)
    See also Journal Article in Mathematical Finance (2004)
41. Cores and stable sets of finite dimensional games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (10)
42. Ultramodular functions
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (17)

2002

43. Ambiguity from the Differential Viewpoint
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations (2)
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2002) View citations (16)
44. Certainty Independence and the Separation of Utility and Beliefs
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (12)
    See also Journal Article in Journal of Economic Theory (2005)
45. 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)
46. Insurance Premia Consistent with the Market
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (12)
    See also Journal Article in Insurance: Mathematics and Economics (2002)
47. The convexity-cone approach to comparative risk and downside risk
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research

2001

48. A Subjective Spin on Roulette Wheels
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2001) View citations (19)
    See also Journal Article in Econometrica (2003)
49. How to Cut a Cake Healthily
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
50. Probabilistic sophistication and multiple priors
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (2)
    See also Journal Article in Econometrica (2002)
51. Random correspndences as bundles of random variables
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (14)
52. Risk, ambiguity, and the separation of utility and beliefs
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (29)
    Also in Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (2000) View citations (19)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (9)
    Levine's Working Paper Archive, David K. Levine (2000)
53. Subcalculus for set functions and cores of TU games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (7)
    See also Journal Article in Journal of Mathematical Economics (2003)

2000

54. Range Convexity and Ambiguity Averse Preferences
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations (1)
55. The Core of Large TU Games
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

1999

56. 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

57. Ambiguity Made Precise: A Comparative Foundation and Some Implications
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations (4)

1996

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

1995

59. Decomposition and Representation of Coalitional Games
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (1)

1993

60. On the Ranges of Baire and Borel Measures
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (1)
61. 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

2012

1. On the Smooth Ambiguity Model: A Reply
   Econometrica, 2012, 80, (3), 1303-1321 View citations (2)
   See also Working Paper (2011)
2. On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility
   Journal of Mathematical Economics, 2012, 48, (6), 386-395 View citations (1)
   See also Working Paper (2008)
3. Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
   Journal of Mathematical Economics, 2012, 48, (5), 271-283
   See also Working Paper (2010)

2011

4. Definitions of ambiguous events and the smooth ambiguity model
   Economic Theory, 2011, 48, (2), 399-424 View citations (1)
   See also Working Paper (2011)
5. Rational preferences under ambiguity
   Economic Theory, 2011, 48, (2), 341-375
   See also Working Paper (2010)
6. Uncertainty averse preferences
   Journal of Economic Theory, 2011, 146, (4), 1275-1330 View citations (3)
   See also Working Paper (2008)

2010

7. Objective and Subjective Rationality in a Multiple Prior Model
   Econometrica, 2010, 78, (2), 755-770 View citations (13)
   See also Working Paper (2008)
8. Unique solutions for stochastic recursive utilities
   Journal of Economic Theory, 2010, 145, (5), 1776-1804 View citations (2)

2009

9. PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
   Mathematical Finance, 2009, 19, (3), 487-521 View citations (10)
   See also Working Paper (2008)
10. Recursive smooth ambiguity preferences
    Journal of Economic Theory, 2009, 144, (3), 930-976 View citations (26)
    See also Working Paper (2008)

2007

11. Coarse contingencies and ambiguity
    Theoretical Economics, 2007, 2, (4) View citations (10)
12. Mutual absolute continuity of multiple priors
    Journal of Economic Theory, 2007, 137, (1), 716-720 View citations (3)
    See also Working Paper (2006)

2006

13. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
    Econometrica, 2006, 74, (6), 1447-1498 View citations (97)
    See also Working Paper (2006)
14. Cores of non-atomic market games
    International Journal of Game Theory, 2006, 34, (3), 399-424 View citations (2)
    See also Working Paper (2006)
15. Dynamic variational preferences
    Journal of Economic Theory, 2006, 128, (1), 4-44 View citations (22)
    See also Working Paper (2006)

2005

16. A Smooth Model of Decision Making under Ambiguity
    Econometrica, 2005, 73, (6), 1849-1892 View citations (129)
    See also Working Paper (2003)
17. Certainty Independence and the Separation of Utility and Beliefs
    Journal of Economic Theory, 2005, 120, (1), 129-136 View citations (10)
    See also Working Paper (2002)
18. Monotone continuous multiple priors
    Economic Theory, 2005, 26, (4), 973-982 View citations (15)
    See also Working Paper (2005)
19. Stable cores of large games
    International Journal of Game Theory, 2005, 33, (2), 189-213 View citations (7)

2004

20. A characterization of the core of convex games through Gateaux derivatives
    Journal of Economic Theory, 2004, 116, (2), 229-248 View citations (16)
21. CHOQUET INSURANCE PRICING: A CAVEAT
    Mathematical Finance, 2004, 14, (3), 481-485
    See also Working Paper (2003)
22. Differentiating ambiguity and ambiguity attitude
    Journal of Economic Theory, 2004, 118, (2), 133-173 View citations (95)

2003

23. A Subjective Spin on Roulette Wheels
    Econometrica, 2003, 71, (6), 1897-1908 View citations (17)
    See also Working Paper (2001)
24. How to cut a pizza fairly: Fair division with decreasing marginal evaluations
    Social Choice and Welfare, 2003, 20, (3), 457-465 View citations (10)
    See also Working Paper (2002)
25. Subcalculus for set functions and cores of TU games
    Journal of Mathematical Economics, 2003, 39, (1-2), 1-25 View citations (8)
    See also Working Paper (2001)

2002

26. Ambiguity Made Precise: A Comparative Foundation
    Journal of Economic Theory, 2002, 102, (2), 251-289 View citations (119)
27. Insurance premia consistent with the market
    Insurance: Mathematics and Economics, 2002, 31, (2), 267-284 View citations (13)
    See also Working Paper (2002)
28. Learning from ambiguous urns
    Statistical Papers, 2002, 43, (1), 143-151 View citations (7)
29. Probabilistic Sophistication and Multiple Priors
    Econometrica, 2002, 70, (2), 755-764 View citations (12)
    See also Working Paper (2001)

2001

30. The Core of Large Differentiable TU Games
    Journal of Economic Theory, 2001, 100, (2), 235-273 View citations (7)

2000

31. A uniqueness theorem for convex-ranged probabilities
    Decisions in Economics and Finance, 2000, 23, (2), 121-132 View citations (3)
32. Ambiguous Games
    Games and Economic Behavior, 2000, 31, (2), 191-219 View citations (35)
33. The impossibility of compromise: some uniqueness properties of expected utility preferences
    Economic Theory, 2000, 16, (2), 245-258 View citations (1)

1999

34. Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation
    Journal of Economic Theory, 1999, 84, (2), 145-195 View citations (17)

1998

35. Additivity with multiple priors
    Journal of Mathematical Economics, 1998, 30, (4), 405-420 View citations (22)
36. An Axiomatic Approach to Complete Patience and Time Invariance
    Journal of Economic Theory, 1998, 83, (1), 105-144 View citations (4)
37. Finitely Additive and Epsilon Nash Equilibria
    International Journal of Game Theory, 1997, 26, (3), 315-333 View citations (1)

1997

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