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Details about Fabio Maccheroni

Homepage:http://didattica.unibocconi.eu/myigier/index.php?IdUte=49280
Workplace:Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi (Bocconi University), (more information at EDIRC)

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Short-id: pma1437


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Working Papers

2011

  1. Ambiguity and Robust Statistics
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (8)

2010

  1. Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
  2. Rational Preferences under Ambiguity
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (13)
  3. Singed Integral Representations of Comonotonic Additive Functionals
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (8)

2008

  1. Complete Monotone Quasiconcave Duality
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (9)
  2. Objective and Subjective Rationality
    Levine's Working Paper Archive, David K. Levine Downloads
  3. Objective and Subjective Rationality in a Multiple Prior Model
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (5)
    See also Journal Article in Econometrica (2010)
  4. On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (1)
  5. Portfolio Selection with Monotone Mean-Variance Preferences
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2004) Downloads View citations (3)
    Carlo Alberto Notebooks, Collegio Carlo Alberto (2007) Downloads
    Finance, University Library of Munich, Germany (2005) Downloads View citations (3)

    See also Journal Article in Mathematical Finance (2009)
  6. Risk Measures: Rationality and Diversification
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (21)
  7. Social Decision Theory: Choosing within and between Groups
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (4)
  8. Uncertainty Averse Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (44)

2007

  1. Disputed Lands
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    See also Journal Article in Games and Economic Behavior (2009)
  2. Revealed Ambiguity and Its Consequences: Updating
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (2)

2006

  1. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (335)
    See also Journal Article in Econometrica (2006)
  2. Cores of Non-Atomic Market Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (4)
    See also Journal Article in International Journal of Game Theory (2006)
  3. Dynamic Variational Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (57)
    See also Journal Article in Journal of Economic Theory (2006)

2004

  1. A strong law of large numbers for capacities
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (4)
  2. Expected Utility Without the Completeness Axiom
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (3)
  3. Variational representation of preferences under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (6)

2003

  1. Choquet insurance pricing: a caveat
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (9)
    See also Journal Article in Mathematical Finance (2004)
  2. Monotone Continuous Multiple Priors
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (17)
    See also Journal Article in Economic Theory (2005)

2002

  1. Ambiguity from the Differential Viewpoint
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads View citations (2)
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2002) Downloads View citations (16)
  2. Certainty Independence and the Separation of Utility and Beliefs
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (10)
    See also Journal Article in Journal of Economic Theory (2005)
  3. Coherence without Additivity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (12)
  4. How to cut a pizza fairly: fair division with descreasing marginal evaluations
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads
    See also Journal Article in Social Choice and Welfare (2003)
  5. Insurance Premia Consistent with the Market
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (14)
    See also Journal Article in Insurance: Mathematics and Economics (2002)

2001

  1. A Subjective Spin on Roulette Wheels
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2001) Downloads View citations (20)

    See also Journal Article in Econometrica (2003)
  2. BV as a dual space
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (3)
  3. Expected utility theory without the completeness axiom
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (19)
    See also Journal Article in Journal of Economic Theory (2004)
  4. How to Cut a Cake Healthily
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads
  5. Yaari dual theory without the completeness axiom
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (12)
    See also Journal Article in Economic Theory (2004)

Journal Articles

2010

  1. Objective and Subjective Rationality in a Multiple Prior Model
    Econometrica, 2010, 78, (2), 755-770 Downloads View citations (80)
    See also Working Paper (2008)

2009

  1. Disputed lands
    Games and Economic Behavior, 2009, 66, (1), 57-77 Downloads View citations (3)
    See also Working Paper (2007)
  2. PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
    Mathematical Finance, 2009, 19, (3), 487-521 Downloads View citations (26)
    See also Working Paper (2008)

2006

  1. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
    Econometrica, 2006, 74, (6), 1447-1498 Downloads View citations (352)
    See also Working Paper (2006)
  2. Cores of non-atomic market games
    International Journal of Game Theory, 2006, 34, (3), 399-424 Downloads View citations (4)
    See also Working Paper (2006)
  3. Dynamic variational preferences
    Journal of Economic Theory, 2006, 128, (1), 4-44 Downloads View citations (50)
    See also Working Paper (2006)
  4. When an Event Makes a Difference
    Theory and Decision, 2006, 60, (2), 119-126 Downloads View citations (3)

2005

  1. Certainty Independence and the Separation of Utility and Beliefs
    Journal of Economic Theory, 2005, 120, (1), 129-136 Downloads View citations (17)
    See also Working Paper (2002)
  2. Inverse stochastic orders and generalized Gini functionals
    Metron - International Journal of Statistics, 2005, LXIII, (3), 529-559 Downloads View citations (5)
  3. Monotone continuous multiple priors
    Economic Theory, 2005, 26, (4), 973-982 Downloads View citations (25)
    See also Working Paper (2003)

2004

  1. CHOQUET INSURANCE PRICING: A CAVEAT
    Mathematical Finance, 2004, 14, (3), 481-485 Downloads View citations (4)
    See also Working Paper (2003)
  2. Differentiating ambiguity and ambiguity attitude
    Journal of Economic Theory, 2004, 118, (2), 133-173 Downloads View citations (269)
  3. Expected utility theory without the completeness axiom
    Journal of Economic Theory, 2004, 115, (1), 118-133 Downloads View citations (107)
    See also Working Paper (2001)
  4. Yaari's dual theory without the completeness axiom
    Economic Theory, 2004, 23, (3), 701-714 Downloads View citations (10)
    See also Working Paper (2001)

2003

  1. A Subjective Spin on Roulette Wheels
    Econometrica, 2003, 71, (6), 1897-1908 Downloads View citations (54)
    See also Working Paper (2001)
  2. How to cut a pizza fairly: Fair division with decreasing marginal evaluations
    Social Choice and Welfare, 2003, 20, (3), 457-465 Downloads View citations (15)
    See also Working Paper (2002)

2002

  1. Insurance premia consistent with the market
    Insurance: Mathematics and Economics, 2002, 31, (2), 267-284 Downloads View citations (15)
    See also Working Paper (2002)
  2. Maxmin under risk
    Economic Theory, 2002, 19, (4), 823-831 Downloads View citations (12)

2000

  1. Restricting independence to convex cones
    Journal of Mathematical Economics, 2000, 34, (2), 215-223 Downloads View citations (7)
 
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