Details about Massimo Marinacci

E-mail:
Homepage:	http://faculty.unibocconi.eu/massimomarinacci/
Workplace:	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi (Bocconi University), (more information at EDIRC) Dipartimento di Scienze delle Decisioni (Department of Decision Sciences), Università Commerciale Luigi Bocconi (Bocconi University), (more information at EDIRC)

Access statistics for papers by Massimo Marinacci.

Last updated 2022-10-13. Update your information in the RePEc Author Service.

Short-id: pma507

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Working Papers

2022

1. Making Decisions under Model Misspecification
   Papers, arXiv.org View citations (8)
   Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2020) View citations (6)
   Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (6)
2. Microfoundations of Low-Frequency High-Impact Decisions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

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)
6. Rational Policymaking during a Pandemic
   Post-Print, HAL View citations (8)
   Also in Working Papers, IESEG School of Management (2020) View citations (3)

2020

7. Ergodic Annealing
   Papers, arXiv.org
8. Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research
   Post-Print, HAL View citations (8)
   Also in Post-Print, HAL (2020) View citations (8)
   See also Journal Article Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research, Environmental & Resource Economics, Springer (2020) View citations (16) (2020)
9. 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)
10. Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context?
    Working Papers, Becker Friedman Institute for Research In Economics View citations (2)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2020) View citations (2)

2019

11. Experimental Cost of Information
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
    See also Journal Article Experimental Cost of Information, American Economic Review, American Economic Association (2022) View citations (6) (2022)

2018

12. 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)
13. Rational Inattention and Rate Distortion Theory: A Teaching Note
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
14. 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)

2017

15. Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (6)
    See also Journal Article Ambiguity attitudes and self-confirming equilibrium in sequential games, Games and Economic Behavior, Elsevier (2019) View citations (12) (2019)
16. Model Uncertainty in Climate Change Economics
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (12)
17. Unique Tarski Fixed Points
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (7)

2015

18. A Market Foundation for Conditional Asset Pricing
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
19. Hilbert A-Modules
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
20. Model Uncertainty
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (19)
    See also Journal Article MODEL UNCERTAINTY, Journal of the European Economic Association, European Economic Association (2015) View citations (21) (2015)
21. 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)
22. Risk Analysis and Decision Theory: Foundations
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
23. 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

24. 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)
25. 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)
26. 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

27. Ergodic Theorems for Lower Probabilities
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
28. 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

29. 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)
30. Choquet Integration on Riesz Spaces and Dual Comonotonicity
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
31. Niveloids and Their Extensions:Risk Measures on Small Domains
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
32. 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)
33. 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

34. 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)
35. Ambiguity and the Bayesian Paradigm
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (51)
36. Classical Subjective Expected Utility
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (14)
37. Definitions of Ambiguous Events and the Smooth Ambiguity Model
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (15)
    See also Journal Article Definitions of ambiguous events and the smooth ambiguity model, Economic Theory, Springer (2011) View citations (14) (2011)
38. Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case
    2011 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) View citations (1)
39. Finitely Well-Positioned Sets
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
40. On the Smooth Ambiguity Model: A Reply
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2009) View citations (1)
    Levine's Working Paper Archive, David K. Levine (2009) View citations (3)
    See also Journal Article On the Smooth Ambiguity Model: A Reply, Econometrica, Econometric Society (2012) View citations (29) (2012)
41. Selfconfirming Equilibrium and Uncertainty
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (3)

2010

42. Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (9)
    See also Journal Article Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis, Econometrica, Econometric Society (2013) View citations (103) (2013)
43. Objective and Subjective Rationality in a Multiple Prior Model
    Post-Print, HAL View citations (167)
    Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2008) View citations (10)
    See also Journal Article Objective and Subjective Rationality in a Multiple Prior Model, Econometrica, Econometric Society (2010) View citations (182) (2010)
44. 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)
45. 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)
46. Singed Integral Representations of Comonotonic Additive Functionals
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (8)

2008

47. Complete Monotone Quasiconcave Duality
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (14)
48. Objective and Subjective Rationality
    Levine's Working Paper Archive, David K. Levine View citations (11)
49. On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
    See also Journal Article On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility, Journal of Mathematical Economics, Elsevier (2012) View citations (5) (2012)
50. 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 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)
    Finance, University Library of Munich, Germany (2005) View citations (3)
    See also Journal Article PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES, Mathematical Finance, Wiley Blackwell (2009) View citations (47) (2009)
51. Recursive Smooth Ambiguity Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (11)
    See also Journal Article Recursive smooth ambiguity preferences, Journal of Economic Theory, Elsevier (2009) View citations (191) (2009)
52. Risk Measures: Rationality and Diversification
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (35)
53. Social Decision Theory: Choosing within and between Groups
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (8)
    See also Journal Article Social Decision Theory: Choosing within and between Groups, The Review of Economic Studies, Review of Economic Studies Ltd (2012) View citations (35) (2012)
54. 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)

2007

55. Coarse Contingencies
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations (2)
56. Revealed Ambiguity and Its Consequences: Updating
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
57. Unique Solutions of Some Recursive Equations in Economic Dynamics
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)

2006

58. 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)
59. 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)
60. 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)
61. Mutual Absolute Continuity of Multiple Priors
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
    See also Journal Article Mutual absolute continuity of multiple priors, Journal of Economic Theory, Elsevier (2007) View citations (19) (2007)
62. On Concavity and Supermodularity
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (3)

2005

63. Monotone continuous multiple priors
    Post-Print, HAL View citations (40)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) View citations (41)
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2003) View citations (19)
    See also Journal Article Monotone continuous multiple priors, Economic Theory, Springer (2005) View citations (47) (2005)
64. On convexity and supermodularity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research

2004

65. A strong law of large numbers for capacities
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (4)
66. Variational representation of preferences under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (9)

2003

67. A smooth model of decision making under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (58)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2002) View citations (8)
    See also Journal Article A Smooth Model of Decision Making under Ambiguity, Econometrica, Econometric Society (2005) View citations (1041) (2005)
68. 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)
69. Cores and stable sets of finite dimensional games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (10)
70. Ultramodular functions
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (30)

2002

71. Ambiguity from the Differential Viewpoint
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (21)
    Also in Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (2002)
72. 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)
73. 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)
74. 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)
75. The convexity-cone approach to comparative risk and downside risk
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research

2001

76. 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)
77. How to Cut a Cake Healthily
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
78. Probabilistic sophistication and multiple priors
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (2)
    See also Journal Article Probabilistic Sophistication and Multiple Priors, Econometrica, Econometric Society (2002) View citations (61) (2002)
79. Random correspndences as bundles of random variables
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (13)
80. Risk, ambiguity, and the separation of utility and beliefs
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (83)
    Also in Levine's Working Paper Archive, David K. Levine (2000)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (9)
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences (2000)
81. 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 Subcalculus for set functions and cores of TU games, Journal of Mathematical Economics, Elsevier (2003) View citations (9) (2003)

2000

82. Range Convexity and Ambiguity Averse Preferences
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
83. The Core of Large TU Games
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

1999

84. The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1997

85. Ambiguity Made Precise: A Comparative Foundation and Some Implications
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1996

86. Linearity with Multiple Priors
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1995

87. Decomposition and Representation of Coalitional Games
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (1)

1993

88. On the Ranges of Baire and Borel Measures
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (3)
89. Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science

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. David Schmeidler’s contributions to decision theory
   Theory and Decision, 2022, 93, (2), 219-235 View citations (7)
4. Experimental Cost of Information
   American Economic Review, 2022, 112, (9), 3106-23 View citations (6)
   See also Working Paper Experimental Cost of Information, Working Papers (2019) View citations (1) (2019)
5. Law of demand and stochastic choice
   Theory and Decision, 2022, 92, (3), 513-529
6. On the cardinal utility equivalence of biseparable preferences
   Theory and Decision, 2022, 92, (3), 689-701

2021

7. 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)
8. 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

9. 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)
10. A note on rational inattention and rate distortion theory
    Decisions in Economics and Finance, 2020, 43, (1), 75-89 View citations (3)
11. Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research
    Environmental & Resource Economics, 2020, 77, (3), 475-501 View citations (16)
    See also Working Paper Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research, Post-Print (2020) View citations (8) (2020)
12. Rational preference and rationalizable choice
    Economic Theory, 2020, 69, (1), 61-105 View citations (15)

2019

13. 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)
14. Ambiguity attitudes and self-confirming equilibrium in sequential games
    Games and Economic Behavior, 2019, 115, (C), 1-29 View citations (12)
    See also Working Paper Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games, Working Papers (2017) View citations (6) (2017)
15. Learning and self-confirming long-run biases
    Journal of Economic Theory, 2019, 183, (C), 740-785 View citations (7)
16. Learning from ambiguous and misspecified models
    Journal of Mathematical Economics, 2019, 84, (C), 144-149 View citations (10)

2018

17. Risk analysis and decision theory: A bridge
    European Journal of Operational Research, 2018, 264, (1), 280-293 View citations (19)
18. Weak time-derivatives and no-arbitrage pricing
    Finance and Stochastics, 2018, 22, (4), 1007-1036

2017

19. 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)
20. 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

21. 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)
22. 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)

2015

23. Corrigendum: Pride and Diversity in Social Economies
    American Economic Journal: Microeconomics, 2015, 7, (1), 354-59
24. Decision analysis under ambiguity
    European Journal of Operational Research, 2015, 244, (3), 823-836 View citations (15)
25. MODEL UNCERTAINTY
    Journal of the European Economic Association, 2015, 13, (6), 1022-1100 View citations (21)
    See also Working Paper Model Uncertainty, Working Papers (2015) View citations (19) (2015)
26. 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)
27. 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)
28. 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)

2014

29. Pride and Diversity in Social Economies
    American Economic Journal: Microeconomics, 2014, 6, (4), 237-71 View citations (2)

2013

30. Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis
    Econometrica, 2013, 81, (3), 1075-1113 View citations (103)
    See also Working Paper Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis, Working Papers (2010) View citations (9) (2010)
31. 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

32. On the Smooth Ambiguity Model: A Reply
    Econometrica, 2012, 80, (3), 1303-1321 View citations (29)
    See also Working Paper On the Smooth Ambiguity Model: A Reply, Working Papers (2011) View citations (1) (2011)
33. On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility
    Journal of Mathematical Economics, 2012, 48, (6), 386-395 View citations (5)
    See also Working Paper On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility, Carlo Alberto Notebooks (2008) View citations (1) (2008)
34. 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)
35. Social Decision Theory: Choosing within and between Groups
    The Review of Economic Studies, 2012, 79, (4), 1591-1636 View citations (35)
    See also Working Paper Social Decision Theory: Choosing within and between Groups, Carlo Alberto Notebooks (2008) View citations (8) (2008)

2011

36. Definitions of ambiguous events and the smooth ambiguity model
    Economic Theory, 2011, 48, (2), 399-424 View citations (14)
    See also Working Paper Definitions of Ambiguous Events and the Smooth Ambiguity Model, Economics Series Working Papers (2011) View citations (15) (2011)
37. 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)
38. 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)

2010

39. 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, Post-Print (2010) View citations (167) (2010)
40. Unique solutions for stochastic recursive utilities
    Journal of Economic Theory, 2010, 145, (5), 1776-1804 View citations (69)

2009

41. 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)
42. Recursive smooth ambiguity preferences
    Journal of Economic Theory, 2009, 144, (3), 930-976 View citations (191)
    See also Working Paper Recursive Smooth Ambiguity Preferences, Carlo Alberto Notebooks (2008) View citations (11) (2008)

2007

43. Coarse contingencies and ambiguity
    Theoretical Economics, 2007, 2, (4) View citations (55)
44. Mutual absolute continuity of multiple priors
    Journal of Economic Theory, 2007, 137, (1), 716-720 View citations (19)
    See also Working Paper Mutual Absolute Continuity of Multiple Priors, Carlo Alberto Notebooks (2006) View citations (1) (2006)

2006

45. 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)
46. 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)
47. 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)

2005

48. A Smooth Model of Decision Making under Ambiguity
    Econometrica, 2005, 73, (6), 1849-1892 View citations (1041)
    See also Working Paper A smooth model of decision making under ambiguity, ICER Working Papers - Applied Mathematics Series (2003) View citations (58) (2003)
49. 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)
50. Monotone continuous multiple priors
    Economic Theory, 2005, 26, (4), 973-982 View citations (47)
    See also Working Paper Monotone continuous multiple priors, Post-Print (2005) View citations (40) (2005)
51. Stable cores of large games
    International Journal of Game Theory, 2005, 33, (2), 189-213 View citations (7)

2004

52. A characterization of the core of convex games through Gateaux derivatives
    Journal of Economic Theory, 2004, 116, (2), 229-248 View citations (22)
53. 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)
54. Differentiating ambiguity and ambiguity attitude
    Journal of Economic Theory, 2004, 118, (2), 133-173 View citations (554)

2003

55. 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)
56. 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)
57. Subcalculus for set functions and cores of TU games
    Journal of Mathematical Economics, 2003, 39, (1-2), 1-25 View citations (9)
    See also Working Paper Subcalculus for set functions and cores of TU games, ICER Working Papers - Applied Mathematics Series (2001) View citations (7) (2001)

2002

58. Ambiguity Made Precise: A Comparative Foundation
    Journal of Economic Theory, 2002, 102, (2), 251-289 View citations (352)
59. 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)
60. Learning from ambiguous urns
    Statistical Papers, 2002, 43, (1), 143-151 View citations (50)
61. Probabilistic Sophistication and Multiple Priors
    Econometrica, 2002, 70, (2), 755-764 View citations (61)
    See also Working Paper Probabilistic sophistication and multiple priors, ICER Working Papers - Applied Mathematics Series (2001) View citations (2) (2001)

2001

62. The Core of Large Differentiable TU Games
    Journal of Economic Theory, 2001, 100, (2), 235-273 View citations (11)

2000

63. A uniqueness theorem for convex-ranged probabilities
    Decisions in Economics and Finance, 2000, 23, (2), 121-132 View citations (4)
64. Ambiguous Games
    Games and Economic Behavior, 2000, 31, (2), 191-219 View citations (59)
65. The impossibility of compromise: some uniqueness properties of expected utility preferences
    Economic Theory, 2000, 16, (2), 245-258 View citations (1)

1999

66. Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation
    Journal of Economic Theory, 1999, 84, (2), 145-195 View citations (36)

1998

67. Additivity with multiple priors
    Journal of Mathematical Economics, 1998, 30, (4), 405-420 View citations (39)
68. An Axiomatic Approach to Complete Patience and Time Invariance
    Journal of Economic Theory, 1998, 83, (1), 105-144 View citations (26)
69. Finitely Additive and Epsilon Nash Equilibria
    International Journal of Game Theory, 1997, 26, (3), 315-333 View citations (1)

1997

70. Vitali’s early contribution to non-additive integration
    Decisions in Economics and Finance, 1997, 20, (2), 153-158 View citations (1)