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Details about Luigi Montrucchio

Homepage:http://www.carloalberto.org/people/montrucchio/
Workplace:Collegio Carlo Alberto (Carlo Alberto College), (more information at EDIRC)
Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Facoltà di Economia (Faculty of Economics), Università degli Studi di Torino (University of Turin), (more information at EDIRC)

Access statistics for papers by Luigi Montrucchio.

Last updated 2014-04-05. Update your information in the RePEc Author Service.

Short-id: pmo255


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Working Papers

2012

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

2011

  1. Ambiguity and Robust Statistics
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (7)
    See also Journal Article in Journal of Economic Theory (2013)
  2. Classical Subjective Expected Utility
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (2)
  3. Finitely Well-Positioned Sets
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads

2010

  1. Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    See also Journal Article in Journal of Mathematical Economics (2012)
  2. Singed Integral Representations of Comonotonic Additive Functionals
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (6)

2008

  1. Complete Monotone Quasiconcave Duality
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (5)
  2. Risk Measures: Rationality and Diversification
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (17)
  3. Uncertainty Averse Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (24)
    See also Journal Article in Journal of Economic Theory (2011)

2007

  1. Mas-Colell Bargaining Set of Large Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
  2. Unique Solutions of Some Recursive Equations in Economic Dynamics
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (1)

2006

  1. Cores of Non-Atomic Market Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (2)
    Also in Discussion Papers, Columbia University, Department of Economics (2005) Downloads

    See also Journal Article in International Journal of Game Theory (2006)
  2. On Concavity and Supermodularity
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (2)
  3. Refinement Derivatives and Values of Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (1)

2005

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

2003

  1. Cores and stable sets of finite dimensional games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (10)
  2. Ultramodular functions
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (19)

2001

  1. On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (17)
    Also in POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS (1999) Downloads View citations (45)

    See also Journal Article in Journal of Economic Theory (2001)
  2. Subcalculus for set functions and cores of TU games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (7)
    See also Journal Article in Journal of Mathematical Economics (2003)
  3. The Nature of the Steady State in Models of Optimal Growth Under Uncertainty
    Working Papers, Cornell University, Center for Analytic Economics Downloads View citations (2)
    See also Journal Article in Economic Theory (2003)

1988

  1. 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

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

Journal Articles

2013

  1. Ambiguity and robust statistics
    Journal of Economic Theory, 2013, 148, (3), 974-1049 Downloads View citations (6)
    See also Working Paper (2011)

2012

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

2011

  1. Uncertainty averse preferences
    Journal of Economic Theory, 2011, 146, (4), 1275-1330 Downloads View citations (22)
    See also Working Paper (2008)

2010

  1. The bargaining set of a large game
    Economic Theory, 2010, 43, (3), 313-349 Downloads
  2. Unique solutions for stochastic recursive utilities
    Journal of Economic Theory, 2010, 145, (5), 1776-1804 Downloads View citations (8)

2007

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

2006

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

2005

  1. Stable cores of large games
    International Journal of Game Theory, 2005, 33, (2), 189-213 Downloads View citations (6)

2004

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

2003

  1. Subcalculus for set functions and cores of TU games
    Journal of Mathematical Economics, 2003, 39, (1-2), 1-25 Downloads View citations (7)
    See also Working Paper (2001)
  2. The nature of the steady state in models of optimal growth under uncertainty
    Economic Theory, 2003, 23, (1), 39-71 Downloads View citations (11)
    See also Working Paper (2001)

2001

  1. On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type
    Journal of Economic Theory, 2001, 101, (1), 158-188 Downloads View citations (22)
    See also Working Paper (2001)

1999

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

1998

  1. Thompson metric, contraction property and differentiability of policy functions
    Journal of Economic Behavior & Organization, 1998, 33, (3-4), 449-466 Downloads View citations (8)

1996

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

1995

  1. A New Turnpike Theorem for Discounted Programs
    Economic Theory, 1995, 5, (3), 371-82 View citations (13)
  2. A turnpike theorem for continuous-time optimal-control models
    Journal of Economic Dynamics and Control, 1995, 19, (3), 599-619 Downloads View citations (3)
  3. Acyclicity and Dynamic Stability: Generalizations and Applications
    Journal of Economic Theory, 1995, 65, (2), 303-326 Downloads View citations (1)
    See also Working Paper (1987)

1994

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

1993

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

1991

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

1988

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

1987

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

1986

  1. Dynamic complexity in duopoly games
    Journal of Economic Theory, 1986, 40, (1), 40-56 Downloads View citations (23)
  2. On the indeterminacy of capital accumulation paths
    Journal of Economic Theory, 1986, 40, (1), 26-39 Downloads View citations (87)
 
Page updated 2014-04-17