Details about Simone Cerreia-Vioglio

Access statistics for papers by Simone Cerreia-Vioglio.

Last updated 2023-01-20. Update your information in the RePEc Author Service.

Short-id: pce113

Working Papers

2022

1. Caution and Reference Effects
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)
2. Making Decisions under Model Misspecification
   Papers, arXiv.org View citations (8)
   Also in Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (6)
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2020) View citations (6)

2021

3. A Canon of Probabilistic Rationality
   Papers, arXiv.org View citations (3)
   See also Journal Article A canon of probabilistic rationality, Journal of Economic Theory, Elsevier (2021) View citations (2) (2021)
4. Multialternative Neural Decision Processes
   Papers, arXiv.org View citations (1)
5. Multinomial logit processes and preference discovery: inside and outside the black box
   Papers, arXiv.org View citations (2)
   Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2017) View citations (5)

2020

6. Equilibria of nonatomic anonymous games
   Papers, arXiv.org
   Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2019)
   See also Journal Article Equilibria of nonatomic anonymous games, Games and Economic Behavior, Elsevier (2022) View citations (6) (2022)
7. Multinomial logit processes and preference discovery: outside and inside the black box
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (5)
8. Robust Opinion Aggregation and its Dynamics
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (3)

2018

9. A characterization of probabilities with full support in metric spaces, and Laplaces method
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (2)
10. An Explicit Representation for Disappointment Aversion and Other Betweenness Preferences
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2018) View citations (1)
    See also Journal Article An explicit representation for disappointment aversion and other betweenness preferences, Theoretical Economics, Econometric Society (2020) View citations (8) (2020)
11. Sources of Uncertainty and Subjective Prices
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (4)
    See also Journal Article Sources of Uncertainty and Subjective Prices, Journal of the European Economic Association, European Economic Association (2021) View citations (2) (2021)
12. The Rational Core of Preference Relations
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (5)

2017

13. Deliberately Stochastic
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (4)
    See also Journal Article Deliberately Stochastic, American Economic Review, American Economic Association (2019) View citations (29) (2019)
14. Multivariate Wold Decompositions
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)

2015

15. A Market Foundation for Conditional Asset Pricing
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
16. Hilbert A-Modules
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
17. On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
18. Stochastic Dominance Analysis without the Independence Axiom
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
    See also Journal Article Stochastic Dominance Analysis Without the Independence Axiom, Management Science, INFORMS (2017) View citations (9) (2017)

2014

19. A note on comparative ambiguity aversion and justi?fiability
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
    See also Journal Article A Note on Comparative Ambiguity Aversion and Justifiability, Econometrica, Econometric Society (2016) View citations (14) (2016)
20. Cautious Expected Utility and the Certainty Effect
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (2)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) View citations (3)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2013) View citations (7)
    See also Journal Article Cautious Expected Utility and the Certainty Effect, Econometrica, Econometric Society (2015) View citations (87) (2015)
21. Conditional Lp-spaces and the duality of modules over f-algebras
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (2)
22. The Structure of Variational Preferences
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
    See also Journal Article The structure of variational preferences, Journal of Mathematical Economics, Elsevier (2015) View citations (5) (2015)

2013

23. Ergodic Theorems for Lower Probabilities
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
24. Mixed Extensions of Decision Problems under Uncertainty
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (2)
    See also Journal Article Mixed extensions of decision problems under uncertainty, Economic Theory, Springer (2017) View citations (8) (2017)

2012

25. Analysis of Information Feedback and Selfconfirming Equilibrium
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
    See also Journal Article Analysis of information feedback and selfconfirming equilibrium, Journal of Mathematical Economics, Elsevier (2016) View citations (5) (2016)
26. Choquet Integration on Riesz Spaces and Dual Comonotonicity
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
27. Niveloids and Their Extensions:Risk Measures on Small Domains
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
28. Put-Call Parity and Market Frictions
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (3)
    See also Journal Article Put–Call Parity and market frictions, Journal of Economic Theory, Elsevier (2015) View citations (20) (2015)
29. Selfconfirming Equilibrium and Model Uncertainty
    Levine's Working Paper Archive, David K. Levine View citations (6)
    See also Journal Article Self-Confirming Equilibrium and Model Uncertainty, American Economic Review, American Economic Association (2015) View citations (64) (2015)

2011

30. Ambiguity and Robust Statistics
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (8)
    See also Journal Article Ambiguity and robust statistics, Journal of Economic Theory, Elsevier (2013) View citations (53) (2013)
31. Classical Subjective Expected Utility
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (14)
32. Objective Rationality and Uncertainty Averse Preferences
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (120)
    See also Journal Article Objective rationality and uncertainty averse preferences, Theoretical Economics, Econometric Society (2016) View citations (22) (2016)
33. Selfconfirming Equilibrium and Uncertainty
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (3)

2010

34. Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion
    Carlo Alberto Notebooks, Collegio Carlo Alberto
    See also Journal Article Probabilistic sophistication, second order stochastic dominance and uncertainty aversion, Journal of Mathematical Economics, Elsevier (2012) View citations (13) (2012)
35. Rational Preferences under Ambiguity
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (13)
    See also Journal Article Rational preferences under ambiguity, Economic Theory, Springer (2011) View citations (88) (2011)
36. Singed Integral Representations of Comonotonic Additive Functionals
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (8)

2008

37. Complete Monotone Quasiconcave Duality
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (14)
38. Risk Measures: Rationality and Diversification
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (35)
39. Uncertainty Averse Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (71)
    See also Journal Article Uncertainty averse preferences, Journal of Economic Theory, Elsevier (2011) View citations (159) (2011)

Journal Articles

2022

1. A framework for the analysis of self-confirming policies
   Theory and Decision, 2022, 92, (3), 455-512
2. Ambiguity aversion and wealth effects
   Journal of Economic Theory, 2022, 199, (C) View citations (5)
3. Equilibria of nonatomic anonymous games
   Games and Economic Behavior, 2022, 135, (C), 110-131 View citations (6)
   See also Working Paper Equilibria of nonatomic anonymous games, Papers (2020) (2020)
4. Law of demand and stochastic choice
   Theory and Decision, 2022, 92, (3), 513-529

2021

5. A canon of probabilistic rationality
   Journal of Economic Theory, 2021, 196, (C) View citations (2)
   See also Working Paper A Canon of Probabilistic Rationality, Papers (2021) View citations (3) (2021)
6. Sources of Uncertainty and Subjective Prices
   Journal of the European Economic Association, 2021, 19, (2), 872-912 View citations (2)
   See also Working Paper Sources of Uncertainty and Subjective Prices, Working Papers (2018) View citations (4) (2018)

2020

7. A Behavioral Characterization of the Drift Diffusion Model and Its Multialternative Extension for Choice Under Time Pressure
   Management Science, 2020, 66, (11), 5075-5093 View citations (12)
8. An explicit representation for disappointment aversion and other betweenness preferences
   Theoretical Economics, 2020, 15, (4) View citations (8)
   See also Working Paper An Explicit Representation for Disappointment Aversion and Other Betweenness Preferences, PIER Working Paper Archive (2018) View citations (1) (2018)
9. Rational preference and rationalizable choice
   Economic Theory, 2020, 69, (1), 61-105 View citations (15)

2019

10. A Characterization of Probabilities with Full Support and the Laplace Method
    Journal of Optimization Theory and Applications, 2019, 181, (2), 470-478 View citations (1)
11. Deliberately Stochastic
    American Economic Review, 2019, 109, (7), 2425-45 View citations (29)
    See also Working Paper Deliberately Stochastic, PIER Working Paper Archive (2017) View citations (4) (2017)

2017

12. Mixed extensions of decision problems under uncertainty
    Economic Theory, 2017, 63, (4), 827-866 View citations (8)
    See also Working Paper Mixed Extensions of Decision Problems under Uncertainty, Working Papers (2013) View citations (2) (2013)
13. Stochastic Dominance Analysis Without the Independence Axiom
    Management Science, 2017, 63, (4), 1097-1109 View citations (9)
    See also Working Paper Stochastic Dominance Analysis without the Independence Axiom, Working Papers (2015) (2015)

2016

14. A Note on Comparative Ambiguity Aversion and Justifiability
    Econometrica, 2016, 84, 1903-1916 View citations (14)
    See also Working Paper A note on comparative ambiguity aversion and justi?fiability, Working Papers (2014) (2014)
15. Analysis of information feedback and selfconfirming equilibrium
    Journal of Mathematical Economics, 2016, 66, (C), 40-51 View citations (5)
    See also Working Paper Analysis of Information Feedback and Selfconfirming Equilibrium, Working Papers (2012) (2012)
16. Objective rationality and uncertainty averse preferences
    Theoretical Economics, 2016, 11, (2) View citations (22)
    See also Working Paper Objective Rationality and Uncertainty Averse Preferences, Working Papers (2011) View citations (120) (2011)

2015

17. Cautious Expected Utility and the Certainty Effect
    Econometrica, 2015, 83, 693-728 View citations (87)
    See also Working Paper Cautious Expected Utility and the Certainty Effect, PIER Working Paper Archive (2014) View citations (2) (2014)
18. Put–Call Parity and market frictions
    Journal of Economic Theory, 2015, 157, (C), 730-762 View citations (20)
    See also Working Paper Put-Call Parity and Market Frictions, Working Papers (2012) View citations (3) (2012)
19. Self-Confirming Equilibrium and Model Uncertainty
    American Economic Review, 2015, 105, (2), 646-77 View citations (64)
    See also Working Paper Selfconfirming Equilibrium and Model Uncertainty, Levine's Working Paper Archive (2012) View citations (6) (2012)
20. The structure of variational preferences
    Journal of Mathematical Economics, 2015, 57, (C), 12-19 View citations (5)
    See also Working Paper The Structure of Variational Preferences, Working Papers (2014) (2014)

2013

21. Ambiguity and robust statistics
    Journal of Economic Theory, 2013, 148, (3), 974-1049 View citations (53)
    See also Working Paper Ambiguity and Robust Statistics, Working Papers (2011) View citations (8) (2011)

2012

22. Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
    Journal of Mathematical Economics, 2012, 48, (5), 271-283 View citations (13)
    See also Working Paper Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion, Carlo Alberto Notebooks (2010) (2010)

2011

23. Rational preferences under ambiguity
    Economic Theory, 2011, 48, (2), 341-375 View citations (88)
    See also Working Paper Rational Preferences under Ambiguity, Carlo Alberto Notebooks (2010) View citations (13) (2010)
24. Uncertainty averse preferences
    Journal of Economic Theory, 2011, 146, (4), 1275-1330 View citations (159)
    See also Working Paper Uncertainty Averse Preferences, Carlo Alberto Notebooks (2008) View citations (71) (2008)