Details about Luigi Montrucchio

Access statistics for papers by Luigi Montrucchio.

Last updated 2020-10-24. Update your information in the RePEc Author Service.

Short-id: pmo255

Working Papers

2018

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

2017

2. Unique Tarski Fixed Points
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (7)

2012

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

2011

4. 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)
5. Classical Subjective Expected Utility
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (14)
6. Finitely Well-Positioned Sets
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)

2010

7. 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)
8. Singed Integral Representations of Comonotonic Additive Functionals
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (8)

2008

9. Complete Monotone Quasiconcave Duality
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (14)
10. Risk Measures: Rationality and Diversification
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (35)
11. 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

12. Large newsvendor games
    Post-Print, HAL View citations (12)
    Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2005)
    See also Journal Article Large newsvendor games, Games and Economic Behavior, Elsevier (2007) View citations (12) (2007)
13. Mas-Colell Bargaining Set of Large Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto
14. Unique Solutions of Some Recursive Equations in Economic Dynamics
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)

2006

15. 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)
16. On Concavity and Supermodularity
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (3)
17. Refinement Derivatives and Values of Games
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)

2005

18. On convexity and supermodularity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research

2003

19. Cores and stable sets of finite dimensional games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (10)
20. Ultramodular functions
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (30)

2001

21. On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (38)
    Also in POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS (1999) View citations (44)
    See also Journal Article On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type, Journal of Economic Theory, Elsevier (2001) View citations (36) (2001)
22. 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)
23. The Nature of the Steady State in Models of Optimal Growth Under Uncertainty
    Working Papers, Cornell University, Center for Analytic Economics View citations (6)
    See also Journal Article The nature of the steady state in models of optimal growth under uncertainty, Economic Theory, Springer (2003) View citations (24) (2003)

1988

24. 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 (7)

1987

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

Journal Articles

2020

1. A note on rational inattention and rate distortion theory
   Decisions in Economics and Finance, 2020, 43, (1), 75-89 View citations (3)

2013

2. 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

3. 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

4. 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

5. The bargaining set of a large game
   Economic Theory, 2010, 43, (3), 313-349 View citations (1)
6. Unique solutions for stochastic recursive utilities
   Journal of Economic Theory, 2010, 145, (5), 1776-1804 View citations (69)

2007

7. Large newsvendor games
   Games and Economic Behavior, 2007, 58, (2), 316-337 View citations (12)
   See also Working Paper Large newsvendor games, Post-Print (2007) View citations (12) (2007)

2006

8. 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)

2005

9. Stable cores of large games
   International Journal of Game Theory, 2005, 33, (2), 189-213 View citations (7)

2004

10. A characterization of the core of convex games through Gateaux derivatives
    Journal of Economic Theory, 2004, 116, (2), 229-248 View citations (22)
11. Cass transversality condition and sequential asset bubbles
    Economic Theory, 2004, 24, (3), 645-663 View citations (55)

2003

12. 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)
13. The nature of the steady state in models of optimal growth under uncertainty
    Economic Theory, 2003, 23, (1), 39-71 View citations (24)
    See also Working Paper The Nature of the Steady State in Models of Optimal Growth Under Uncertainty, Working Papers (2001) View citations (6) (2001)

2001

14. On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type
    Journal of Economic Theory, 2001, 101, (1), 158-188 View citations (36)
    See also Working Paper On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type, ICER Working Papers - Applied Mathematics Series (2001) View citations (38) (2001)

1999

15. Fractal steady states instochastic optimal control models
    Annals of Operations Research, 1999, 88, 183-197 View citations (26)
16. Neighborhood Turnpike Theorem for Continuous-Time Optimization Models
    Journal of Optimization Theory and Applications, 1999, 101, (3), 651-676 View citations (6)
17. On Lipschitz continuity of policy functions in continuous-time optimal growth models
    Economic Theory, 1999, 14, (2), 479-488 View citations (7)

1998

18. Thompson metric, contraction property and differentiability of policy functions
    Journal of Economic Behavior & Organization, 1998, 33, (3-4), 449-466 View citations (17)

1996

19. Topological entropy of policy functions in concave dynamic optimization models
    Journal of Mathematical Economics, 1996, 25, (2), 181-194 View citations (15)

1995

20. A New Turnpike Theorem for Discounted Programs
    Economic Theory, 1995, 5, (3), 371-82 View citations (19)
21. A turnpike theorem for continuous-time optimal-control models
    Journal of Economic Dynamics and Control, 1995, 19, (3), 599-619 View citations (8)
22. Acyclicity and Dynamic Stability: Generalizations and Applications
    Journal of Economic Theory, 1995, 65, (2), 303-326 View citations (1)
    See also Working Paper Acyclicity and Dynamic Stability: Generalizations and Applications, Discussion Papers (1987) (1987)

1994

23. The neighbourhood turnpike property for continuous-time optimal growth models
    Ricerche Economiche, 1994, 48, (3), 213-224 View citations (7)

1993

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

1991

25. A note on Shiu--Fisher--Weil immunization theorem
    Insurance: Mathematics and Economics, 1991, 10, (2), 125-131 View citations (13)

1988

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

1987

27. Lipschitz continuous policy functions for strongly concave optimization problems
    Journal of Mathematical Economics, 1987, 16, (3), 259-273 View citations (35)
28. On rational dynamic strategies in infinite horizon models where agents discount the future
    Journal of Economic Behavior & Organization, 1987, 8, (3), 497-511 View citations (8)

1986

29. Dynamic complexity in duopoly games
    Journal of Economic Theory, 1986, 40, (1), 40-56 View citations (49)
30. On the indeterminacy of capital accumulation paths
    Journal of Economic Theory, 1986, 40, (1), 26-39 View citations (148)