Details about Fabio Maccheroni

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Short-id: pma1437

Working Papers

2011

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

2010

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

2008

5. Complete Monotone Quasiconcave Duality
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (14)
6. Objective and Subjective Rationality
   Levine's Working Paper Archive, David K. Levine View citations (11)
7. Objective and Subjective Rationality in a Multiple Prior Model
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (10)
   See also Journal Article Objective and Subjective Rationality in a Multiple Prior Model, Econometrica, Econometric Society (2010) View citations (182) (2010)
8. On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
9. 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, University Library of Munich, Germany (2005) View citations (3)
   Carlo Alberto Notebooks, Collegio Carlo Alberto (2007) View citations (1)
   ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2004) View citations (5)
   See also Journal Article PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES, Mathematical Finance, Wiley Blackwell (2009) View citations (47) (2009)
10. Risk Measures: Rationality and Diversification
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (35)
11. Social Decision Theory: Choosing within and between Groups
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (8)
12. Uncertainty Averse Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (71)

2007

13. Disputed Lands
    Carlo Alberto Notebooks, Collegio Carlo Alberto
    See also Journal Article Disputed lands, Games and Economic Behavior, Elsevier (2009) View citations (3) (2009)
14. Revealed Ambiguity and Its Consequences: Updating
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)

2006

15. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (679)
    See also Journal Article Ambiguity Aversion, Robustness, and the Variational Representation of Preferences, Econometrica, Econometric Society (2006) View citations (680) (2006)
16. Cores of Non-Atomic Market Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (4)
    See also Journal Article Cores of non-atomic market games, International Journal of Game Theory, Springer (2006) View citations (4) (2006)
17. Dynamic Variational Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (102)
    See also Journal Article Dynamic variational preferences, Journal of Economic Theory, Elsevier (2006) View citations (94) (2006)

2004

18. A strong law of large numbers for capacities
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (4)
19. Expected Utility Without the Completeness Axiom
    Yale School of Management Working Papers, Yale School of Management View citations (212)
20. Variational representation of preferences under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (9)

2003

21. Choquet insurance pricing: a caveat
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (9)
    See also Journal Article CHOQUET INSURANCE PRICING: A CAVEAT, Mathematical Finance, Wiley Blackwell (2004) View citations (17) (2004)
22. Monotone Continuous Multiple Priors
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (19)
    See also Journal Article Monotone continuous multiple priors, Economic Theory, Springer (2005) View citations (47) (2005)

2002

23. Ambiguity from the Differential Viewpoint
    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 (2002) View citations (21)
24. Certainty Independence and the Separation of Utility and Beliefs
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (10)
    See also Journal Article Certainty Independence and the Separation of Utility and Beliefs, Journal of Economic Theory, Elsevier (2005) View citations (23) (2005)
25. Coherence without Additivity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (12)
26. How to cut a pizza fairly: fair division with descreasing marginal evaluations
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (5)
    See also Journal Article How to cut a pizza fairly: Fair division with decreasing marginal evaluations, Social Choice and Welfare, Springer (2003) View citations (17) (2003)
27. Insurance Premia Consistent with the Market
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (32)
    See also Journal Article Insurance premia consistent with the market, Insurance: Mathematics and Economics, Elsevier (2002) View citations (33) (2002)

2001

28. 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 (23)
    See also Journal Article A Subjective Spin on Roulette Wheels, Econometrica, Econometric Society (2003) View citations (98) (2003)
29. BV as a dual space
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (3)
30. Expected utility theory without the completeness axiom
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (21)
    See also Journal Article Expected utility theory without the completeness axiom, Journal of Economic Theory, Elsevier (2004) View citations (222) (2004)
31. How to Cut a Cake Healthily
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
32. Yaari dual theory without the completeness axiom
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (12)
    See also Journal Article Yaari's dual theory without the completeness axiom, Economic Theory, Springer (2004) View citations (11) (2004)

Journal Articles

2010

1. Objective and Subjective Rationality in a Multiple Prior Model
   Econometrica, 2010, 78, (2), 755-770 View citations (182)
   See also Working Paper Objective and Subjective Rationality in a Multiple Prior Model, Carlo Alberto Notebooks (2008) View citations (10) (2008)

2009

2. Disputed lands
   Games and Economic Behavior, 2009, 66, (1), 57-77 View citations (3)
   See also Working Paper Disputed Lands, Carlo Alberto Notebooks (2007) (2007)
3. PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES
   Mathematical Finance, 2009, 19, (3), 487-521 View citations (47)
   See also Working Paper Portfolio Selection with Monotone Mean-Variance Preferences, Temi di discussione (Economic working papers) (2008) View citations (1) (2008)

2006

4. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
   Econometrica, 2006, 74, (6), 1447-1498 View citations (680)
   See also Working Paper Ambiguity Aversion, Robustness, and the Variational Representation of Preferences, Carlo Alberto Notebooks (2006) View citations (679) (2006)
5. Cores of non-atomic market games
   International Journal of Game Theory, 2006, 34, (3), 399-424 View citations (4)
   See also Working Paper Cores of Non-Atomic Market Games, Carlo Alberto Notebooks (2006) View citations (4) (2006)
6. Dynamic variational preferences
   Journal of Economic Theory, 2006, 128, (1), 4-44 View citations (94)
   See also Working Paper Dynamic Variational Preferences, Carlo Alberto Notebooks (2006) View citations (102) (2006)
7. When an Event Makes a Difference
   Theory and Decision, 2006, 60, (2), 119-126 View citations (5)

2005

8. Certainty Independence and the Separation of Utility and Beliefs
   Journal of Economic Theory, 2005, 120, (1), 129-136 View citations (23)
   See also Working Paper Certainty Independence and the Separation of Utility and Beliefs, ICER Working Papers - Applied Mathematics Series (2002) View citations (10) (2002)
9. Inverse stochastic orders and generalized Gini functionals
   Metron - International Journal of Statistics, 2005, LXIII, (3), 529-559 View citations (10)
10. Monotone continuous multiple priors
    Economic Theory, 2005, 26, (4), 973-982 View citations (47)
    See also Working Paper Monotone Continuous Multiple Priors, ICER Working Papers - Applied Mathematics Series (2003) View citations (19) (2003)

2004

11. CHOQUET INSURANCE PRICING: A CAVEAT
    Mathematical Finance, 2004, 14, (3), 481-485 View citations (17)
    See also Working Paper Choquet insurance pricing: a caveat, ICER Working Papers - Applied Mathematics Series (2003) View citations (9) (2003)
12. Differentiating ambiguity and ambiguity attitude
    Journal of Economic Theory, 2004, 118, (2), 133-173 View citations (554)
13. Expected utility theory without the completeness axiom
    Journal of Economic Theory, 2004, 115, (1), 118-133 View citations (222)
    See also Working Paper Expected utility theory without the completeness axiom, ICER Working Papers - Applied Mathematics Series (2001) View citations (21) (2001)
14. Yaari's dual theory without the completeness axiom
    Economic Theory, 2004, 23, (3), 701-714 View citations (11)
    See also Working Paper Yaari dual theory without the completeness axiom, ICER Working Papers - Applied Mathematics Series (2001) View citations (12) (2001)

2003

15. A Subjective Spin on Roulette Wheels
    Econometrica, 2003, 71, (6), 1897-1908 View citations (98)
    See also Working Paper A Subjective Spin on Roulette Wheels, Working Papers (2001) (2001)
16. How to cut a pizza fairly: Fair division with decreasing marginal evaluations
    Social Choice and Welfare, 2003, 20, (3), 457-465 View citations (17)
    See also Working Paper How to cut a pizza fairly: fair division with descreasing marginal evaluations, ICER Working Papers - Applied Mathematics Series (2002) View citations (5) (2002)

2002

17. Insurance premia consistent with the market
    Insurance: Mathematics and Economics, 2002, 31, (2), 267-284 View citations (33)
    See also Working Paper Insurance Premia Consistent with the Market, ICER Working Papers - Applied Mathematics Series (2002) View citations (32) (2002)
18. Maxmin under risk
    Economic Theory, 2002, 19, (4), 823-831 View citations (26)

2000

19. Restricting independence to convex cones
    Journal of Mathematical Economics, 2000, 34, (2), 215-223 View citations (10)