Details about Luigi Montrucchio

Access statistics for papers by Luigi Montrucchio.

Last updated 2013-03-06. Update your information in the RePEc Author Service.

Short-id: pmo255

Working Papers

2012

1. Choquet Integration on Riesz Spaces and Dual Comonotonicity
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

2011

2. Ambiguity and Robust Statistics
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (5)
3. Classical Subjective Expected Utility
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (2)
4. Finitely Well-Positioned Sets
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

2010

5. 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)
6. Singed Integral Representations of Comonotonic Additive Functionals
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (4)

2008

7. Complete Monotone Quasiconcave Duality
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (5)
8. Risk Measures: Rationality and Diversification
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (13)
9. Uncertainty Averse Preferences
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (21)
   See also Journal Article in Journal of Economic Theory (2011)

2007

10. Mas-Colell Bargaining Set of Large Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto
11. Unique Solutions of Some Recursive Equations in Economic Dynamics
    Carlo Alberto Notebooks, Collegio Carlo Alberto

2006

12. 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)
13. On Concavity and Supermodularity
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)
14. Refinement Derivatives and Values of Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)

2005

15. Large Newsvendor Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
    See also Journal Article in Games and Economic Behavior (2007)
16. On convexity and supermodularity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research

2003

17. Cores and stable sets of finite dimensional games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (10)
18. Ultramodular functions
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (17)

2001

19. On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (16)
    Also in POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS (1999) View citations (44)
    See also Journal Article in Journal of Economic Theory (2001)
20. 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)
21. The Nature of the Steady State in Models of Optimal Growth Under Uncertainty
    Working Papers, Cornell University, Center for Analytic Economics View citations (2)
    See also Journal Article in Economic Theory (2003)

1988

22. DYNAMICAL SYSTEMS THAT SOLVE CONTINUOUS-TIME CONCAVE OPTIMIZATION PROBLEMS ANYTHING GOES
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) View citations (4)

1987

23. Acyclicity and Dynamic Stability: Generalizations and Applications
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
    See also Journal Article in Journal of Economic Theory (1995)
24. The Dynamic Investment Behavior of Firms and Industries in Perfect Foresight Competitive Equilibrium Over Time
    UCLA Economics Working Papers, UCLA Department of Economics

Journal Articles

2012

1. Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
   Journal of Mathematical Economics, 2012, 48, (5), 271-283
   See also Working Paper (2010)

2011

2. Uncertainty averse preferences
   Journal of Economic Theory, 2011, 146, (4), 1275-1330 View citations (3)
   See also Working Paper (2008)

2010

3. The bargaining set of a large game
   Economic Theory, 2010, 43, (3), 313-349
4. Unique solutions for stochastic recursive utilities
   Journal of Economic Theory, 2010, 145, (5), 1776-1804 View citations (2)

2007

5. Large newsvendor games
   Games and Economic Behavior, 2007, 58, (2), 316-337 View citations (3)
   See also Working Paper (2005)

2006

6. Cores of non-atomic market games
   International Journal of Game Theory, 2006, 34, (3), 399-424 View citations (2)
   See also Working Paper (2006)

2005

7. Stable cores of large games
   International Journal of Game Theory, 2005, 33, (2), 189-213 View citations (7)

2004

8. A characterization of the core of convex games through Gateaux derivatives
   Journal of Economic Theory, 2004, 116, (2), 229-248 View citations (16)
9. Cass transversality condition and sequential asset bubbles
   Economic Theory, 2004, 24, (3), 645-663 View citations (2)

2003

10. 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)
11. The nature of the steady state in models of optimal growth under uncertainty
    Economic Theory, 2003, 23, (1), 39-71 View citations (9)
    See also Working Paper (2001)

2001

12. On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type
    Journal of Economic Theory, 2001, 101, (1), 158-188 View citations (23)
    See also Working Paper (2001)

1999

13. On Lipschitz continuity of policy functions in continuous-time optimal growth models
    Economic Theory, 1999, 14, (2), 479-488 View citations (5)

1998

14. Thompson metric, contraction property and differentiability of policy functions
    Journal of Economic Behavior & Organization, 1998, 33, (3-4), 449-466 View citations (7)

1996

15. Topological entropy of policy functions in concave dynamic optimization models
    Journal of Mathematical Economics, 1996, 25, (2), 181-194 View citations (6)

1995

16. A New Turnpike Theorem for Discounted Programs
    Economic Theory, 1995, 5, (3), 371-82 View citations (11)
17. A turnpike theorem for continuous-time optimal-control models
    Journal of Economic Dynamics and Control, 1995, 19, (3), 599-619 View citations (2)
18. Acyclicity and Dynamic Stability: Generalizations and Applications
    Journal of Economic Theory, 1995, 65, (2), 303-326 View citations (1)
    See also Working Paper (1987)

1994

19. The neighbourhood turnpike property for continuous-time optimal growth models
    Ricerche Economiche, 1994, 48, (3), 213-224 View citations (2)

1993

20. Risk aversion in the small and Jensen inequalities
    Decisions in Economics and Finance, 1993, 16, (2), 21-37

1991

21. A note on Shiu--Fisher--Weil immunization theorem
    Insurance: Mathematics and Economics, 1991, 10, (2), 125-131 View citations (7)

1988

22. Acyclicity and Stability of Intertemporal Optimization Models
    International Economic Review, 1988, 29, (1), 137-46 View citations (1)

1987

23. Lipschitz continuous policy functions for strongly concave optimization problems
    Journal of Mathematical Economics, 1987, 16, (3), 259-273 View citations (20)
24. On rational dynamic strategies in infinite horizon models where agents discount the future
    Journal of Economic Behavior & Organization, 1987, 8, (3), 497-511 View citations (5)

1986

25. Dynamic complexity in duopoly games
    Journal of Economic Theory, 1986, 40, (1), 40-56 View citations (21)
26. On the indeterminacy of capital accumulation paths
    Journal of Economic Theory, 1986, 40, (1), 26-39 View citations (81)