Luigi Montrucchio
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Massimo Marinacci & Luigi Montrucchio, 2017.
"Unique Tarski Fixed Points,"
Working Papers
604, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
Cited by:
- Jaroslav Borovicka & John Stachurski, 2017.
"Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,"
Papers
1710.06526, arXiv.org, revised Apr 2019.
- Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.
- Jaroslav Borovička & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," NBER Working Papers 24162, National Bureau of Economic Research, Inc.
- Jaroslav Borovička & John Stachurski, 2020. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Journal of Finance, American Finance Association, vol. 75(3), pages 1457-1493, June.
- Bloise, Gaetano & Vailakis, Yiannis, 2018. "Convex dynamic programming with (bounded) recursive utility," Journal of Economic Theory, Elsevier, vol. 173(C), pages 118-141.
- Meng Yu & Junnan Zhang, 2019. "Equilibrium in Production Chains with Multiple Upstream Partners," Papers 1908.08208, arXiv.org.
- Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation," CAEPR Working Papers 2018-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yu, Meng & Zhang, Junnan, 2019. "Equilibrium in production chains with multiple upstream partners," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 1-10.
- Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation," CAEPR Working Papers 2018-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Jaroslav Borovicka & John Stachurski, 2017.
"Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,"
Papers
1710.06526, arXiv.org, revised Apr 2019.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011.
"Classical Subjective Expected Utility,"
Working Papers
400, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
Cited by:
- P Battigalli & S Cerreia-Vioglio & F Maccheroni & M Marinacci, 2012.
"Selfconfirming Equilibrium and Model Uncertainty,"
Levine's Working Paper Archive
786969000000000376, David K. Levine.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "Self-Confirming Equilibrium and Model Uncertainty," American Economic Review, American Economic Association, vol. 105(2), pages 646-677, February.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2011. "Selfconfirming Equilibrium and Uncertainty," Working Papers 428, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Emanuele Borgonovo & Veronica Cappelli & Fabio Maccheroni & Massimo Marinacci, 2015. "Risk Analysis and Decision Theory: Foundations," Working Papers 556, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Ilke Aydogan & Lo?c Berger & Valentina Bosetti & Ning Liu, 2018.
"Three Layers of Uncertainty: an Experiment,"
Working Papers
2018.24, Fondazione Eni Enrico Mattei.
- Aydogan, Ilke & Berger, Loϊc & Bosetti, Valentina & Liu, Ning, 2018. "Three Layers of Uncertainty: an Experiment," ETA: Economic Theory and Applications 274852, Fondazione Eni Enrico Mattei (FEEM).
- Ilke Aydogan & Loic Berger & Valentina Bosetti & Ning Liu, 2018. "Three layers of uncertainty: an experiment," Working Papers 623, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Loic Berger & Massimo Marinacci, 2017. "Model Uncertainty in Climate Change Economics," Working Papers 616, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Battigalli, P. & Catonini, E. & Lanzani, G. & Marinacci, M., 2019.
"Ambiguity attitudes and self-confirming equilibrium in sequential games,"
Games and Economic Behavior, Elsevier, vol. 115(C), pages 1-29.
- Pierpaolo Battigalli & Emiliano Catonini & Giacomo Lanzani & Massimo Marinacci, 2017. "Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games," Working Papers 607, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Loic Berger & Valentina Bosetti, 2016.
"Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion,"
Working Papers
2016.37, Fondazione Eni Enrico Mattei.
- Berger, Loic & Bosetti, Valentina, 2016. "Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion," MITP: Mitigation, Innovation and Transformation Pathways 236239, Fondazione Eni Enrico Mattei (FEEM).
- Massimo Marinacci, 2015.
"Model Uncertainty,"
Working Papers
553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimo Marinacci, 2015. "Model Uncertainty," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
- P Battigalli & S Cerreia-Vioglio & F Maccheroni & M Marinacci, 2012.
"Selfconfirming Equilibrium and Model Uncertainty,"
Levine's Working Paper Archive
786969000000000376, David K. Levine.
- Massimo Marinacci & Luigi Montrucchio, 2011.
"Finitely Well-Positioned Sets,"
Working Papers
386, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
Cited by:
- Jiang-hua Fan & Yan Jing & Ren-you Zhong, 2015. "Nonemptiness and boundedness of solution sets for vector variational inequalities via topological method," Journal of Global Optimization, Springer, vol. 63(1), pages 181-193, September.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011.
"Ambiguity and Robust Statistics,"
Working Papers
382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2013. "Ambiguity and robust statistics," Journal of Economic Theory, Elsevier, vol. 148(3), pages 974-1049.
Cited by:
- Beißner, Patrick, 2014.
"Coherent price systems and uncertainty-neutral valuation,"
Center for Mathematical Economics Working Papers
464, Center for Mathematical Economics, Bielefeld University.
- Beißner, Patrick, 2013. "Coherent Price Systems and Uncertainty-Neutral Valuation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80010, Verein für Socialpolitik / German Economic Association.
- Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Aug 2015.
- Larry G. Epstein & Yoram Halevy, 2017.
"Ambiguous Correlation,"
Boston University - Department of Economics - Working Papers Series
WP2017-006, Boston University - Department of Economics.
- Larry G Epstein & Yoram Halevy, 2019. "Ambiguous Correlation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(2), pages 668-693.
- Epstein, Larry G. & Halevy, Yoram, 2017. "Ambiguous Correlation," Microeconomics.ca working papers yoram_halevy-2017-2, Vancouver School of Economics, revised 09 Jan 2018.
- R. R. Routledge & R. A. Edwards, 2020. "Ambiguity and price competition," Theory and Decision, Springer, vol. 88(2), pages 231-256, March.
- Marina Agranov & Anastasia Buyalskaya, 2022. "Deterrence Effects of Enforcement Schemes: An Experimental Study," Management Science, INFORMS, vol. 68(5), pages 3573-3589, May.
- Epstein, Larry G. & Seo, Kyoungwon, 2015. "Exchangeable capacities, parameters and incomplete theories," Journal of Economic Theory, Elsevier, vol. 157(C), pages 879-917.
- P Battigalli & S Cerreia-Vioglio & F Maccheroni & M Marinacci, 2012.
"Selfconfirming Equilibrium and Model Uncertainty,"
Levine's Working Paper Archive
786969000000000376, David K. Levine.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "Self-Confirming Equilibrium and Model Uncertainty," American Economic Review, American Economic Association, vol. 105(2), pages 646-677, February.
- Richard J. Arend, 2022. "The Costs of Ambiguity in Strategic Contexts," Administrative Sciences, MDPI, vol. 12(3), pages 1-19, August.
- ,, 2016.
"Objective rationality and uncertainty averse preferences,"
Theoretical Economics, Econometric Society, vol. 11(2), May.
- Simone Cerreia-Vioglio, 2011. "Objective Rationality and Uncertainty Averse Preferences," Working Papers 413, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Borgonovo, E. & Cappelli, V. & Maccheroni, F. & Marinacci, M., 2018. "Risk analysis and decision theory: A bridge," European Journal of Operational Research, Elsevier, vol. 264(1), pages 280-293.
- Epstein, Larry G. & Halevy, Yoram, 2014. "No Two Experiments are Identical," Microeconomics.ca working papers yoram_halevy-2014-9, Vancouver School of Economics, revised 15 Feb 2017.
- Luis García‐Feijóo & Ariel M. Viale, 2023. "Ambiguity and risk factors in bank stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(4), pages 993-1019, December.
- Peter Klibanoff & Sujoy Mukerji & Kyoungwon Seo & Lorenzo Staca, 2021.
"Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity,"
Working Papers
922, Queen Mary University of London, School of Economics and Finance.
- Klibanoff, Peter & Mukerji, Sujoy & Seo, Kyoungwon & Stanca, Lorenzo, 2022. "Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity," Journal of Economic Theory, Elsevier, vol. 199(C).
- Fujii, Yoichiro & Osaki, Yusuke, 2019. "The willingness to pay for health improvement under comorbidity ambiguity," Journal of Health Economics, Elsevier, vol. 66(C), pages 91-100.
- He, Ying & Dyer, James S. & Butler, John C. & Jia, Jianmin, 2019. "An additive model of decision making under risk and ambiguity," Journal of Mathematical Economics, Elsevier, vol. 85(C), pages 78-92.
- Al-Najjar, Nabil I. & De Castro, Luciano, 2014. "Parametric representation of preferences," Journal of Economic Theory, Elsevier, vol. 150(C), pages 642-667.
- Peter Klibanoff & Sujoy Mukerji & Kyoungwon Seo, 2014.
"Perceived Ambiguity and Relevant Measures,"
Econometrica, Econometric Society, vol. 82(5), pages 1945-1978, September.
- Sujoy Mukerji & Peter Klibanoff & Kyoungwon Seo, 2014. "Perceived Ambiguity and Relevant Measures," Economics Series Working Papers 711, University of Oxford, Department of Economics.
- Peter Klibanoff & Sujoy Mukerji & Kyoungwon Seo, 2014. "Perceived Ambiguity and Relevant Measures," Econometrica, Econometric Society, vol. 82, pages 1945-1978, September.
- Sujoy Mukerji & Peter Klibanoff and Kyoungwon Seo, 2011. "Relevance and Symmetry," Economics Series Working Papers 539, University of Oxford, Department of Economics.
- Larry G. Epstein & Kyoungwon Seo, 2013.
"De Finetti Meets Ellsberg,"
CIRANO Working Papers
2013s-35, CIRANO.
- Epstein, Larry G. & Seo, Kyoungwon, 2014. "De Finetti meets Ellsberg," Research in Economics, Elsevier, vol. 68(1), pages 11-26.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Classical Subjective Expected Utility," Working Papers 400, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Richard J. Arend, 2020. "Strategic decision-making under ambiguity: a new problem space and a proposed optimization approach," Business Research, Springer;German Academic Association for Business Research, vol. 13(3), pages 1231-1251, November.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2011. "Selfconfirming Equilibrium and Uncertainty," Working Papers 428, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Felix-Benedikt Liebrich, 2024. "Risk sharing under heterogeneous beliefs without convexity," Finance and Stochastics, Springer, vol. 28(4), pages 999-1033, October.
- Loïc Berger & Valentina Bosetti, 2020.
"Are Policymakers Ambiguity Averse?,"
The Economic Journal, Royal Economic Society, vol. 130(626), pages 331-355.
- Loïc Berger & Valentina Bosetti, 2020. "Are Policymakers Ambiguity Averse?," Post-Print hal-03027138, HAL.
- Emanuele Borgonovo & Veronica Cappelli & Fabio Maccheroni & Massimo Marinacci, 2015. "Risk Analysis and Decision Theory: Foundations," Working Papers 556, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Richard J. Arend, 2022. "Strategy under Ambiguity, and a New Type of Decision Dilemma," Administrative Sciences, MDPI, vol. 12(2), pages 1-17, March.
- Ilke Aydogan & Lo?c Berger & Valentina Bosetti & Ning Liu, 2018.
"Three Layers of Uncertainty: an Experiment,"
Working Papers
2018.24, Fondazione Eni Enrico Mattei.
- Aydogan, Ilke & Berger, Loϊc & Bosetti, Valentina & Liu, Ning, 2018. "Three Layers of Uncertainty: an Experiment," ETA: Economic Theory and Applications 274852, Fondazione Eni Enrico Mattei (FEEM).
- Ilke Aydogan & Loic Berger & Valentina Bosetti & Ning Liu, 2018. "Three layers of uncertainty: an experiment," Working Papers 623, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Battigalli, P. & Catonini, E. & Lanzani, G. & Marinacci, M., 2019.
"Ambiguity attitudes and self-confirming equilibrium in sequential games,"
Games and Economic Behavior, Elsevier, vol. 115(C), pages 1-29.
- Pierpaolo Battigalli & Emiliano Catonini & Giacomo Lanzani & Massimo Marinacci, 2017. "Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games," Working Papers 607, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Loic Berger & Valentina Bosetti, 2016.
"Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion,"
Working Papers
2016.37, Fondazione Eni Enrico Mattei.
- Berger, Loic & Bosetti, Valentina, 2016. "Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion," MITP: Mitigation, Innovation and Transformation Pathways 236239, Fondazione Eni Enrico Mattei (FEEM).
- Xiaoyu Cheng, 2023. "Improving Robust Decisions with Data," Papers 2310.16281, arXiv.org, revised Jul 2024.
- Kuzmics, Christoph, 2017. "Abraham Wald's complete class theorem and Knightian uncertainty," Games and Economic Behavior, Elsevier, vol. 104(C), pages 666-673.
- Li, Jian, 2019. "The K-armed bandit problem with multiple priors," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 22-38.
- Edwards, Robert A. & Routledge, Robert R., 2022. "Information, Bertrand–Edgeworth competition and the law of one price," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Richard J. Arend, 2022. "Strategic decision-making under ambiguity: insights from exploring a simple linked two-game model," Operational Research, Springer, vol. 22(5), pages 5845-5861, November.
- Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019. "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena 808, Department of Economics, University of Siena.
- Yu Gao & Zhenxing Huang & Ning Liu & Jia Yang, 2024. "Are physicians rational under ambiguity?," Journal of Risk and Uncertainty, Springer, vol. 68(2), pages 183-203, April.
- Gaurab Aryal & Dong-Hyuk Kim, 2013.
"Emprical Relevance of Ambiguity in First Price Auction Models,"
ANU Working Papers in Economics and Econometrics
2013-607, Australian National University, College of Business and Economics, School of Economics.
- Gaurab Aryal & Dong-Hyuk Kim, 2015. "Empirical Relevance of Ambiguity in First Price Auction Models," Papers 1504.02516, arXiv.org.
- Simone Cerreia vioglio & Fabio Maccheroni & Massimo Marinacci, 2013. "Ergodic Theorems for Lower Probabilities," Working Papers 500, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Josef Falkinger, 2014. "In search of economic reality under the veil of financial markets," ECON - Working Papers 154, Department of Economics - University of Zurich.
- Ariel M. Viale & Antoine Giannetti & Luis Garcia-Feijoó, 2020. "The stock market’s reaction to macroeconomic news under ambiguity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 65-97, March.
- Massimo Marinacci, 2015.
"Model Uncertainty,"
Working Papers
553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimo Marinacci, 2015. "Model Uncertainty," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
- Marcello Basili & Carlo Zappia, 2018. "Ellsberg’s Decision Rules and Keynes’s Long-Term Expectations," Department of Economics University of Siena 777, Department of Economics, University of Siena.
- Spengemann, Marco, 2025. "The Pricing Kernel under Proportional Ambiguity," Center for Mathematical Economics Working Papers 700, Center for Mathematical Economics, Bielefeld University.
- Battigalli, P. & Francetich, A. & Lanzani, G. & Marinacci, M., 2019. "Learning and self-confirming long-run biases," Journal of Economic Theory, Elsevier, vol. 183(C), pages 740-785.
- Ruodu Wang & Johanna F. Ziegel, 2021. "Scenario-based risk evaluation," Finance and Stochastics, Springer, vol. 25(4), pages 725-756, October.
- Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023. "A representation of Keynes's long-term expectation in financial markets," Working Papers hal-03999320, HAL.
- Eric Ghysels & Jack Morgan, 2024. "On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models," Papers 2405.01479, arXiv.org, revised May 2024.
- Massimiliano Amarante, 2017. "Information and Ambiguity: Toward a Foundation of Nonexpected Utility," Mathematics of Operations Research, INFORMS, vol. 42(4), pages 1254-1279, November.
- Kfir Eliaz & Pietro Ortoleva, 2011. "A Variation on Ellsberg," Working Papers 2011-6, Brown University, Department of Economics.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010.
"Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion,"
Carlo Alberto Notebooks
174, Collegio Carlo Alberto.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2012. "Probabilistic sophistication, second order stochastic dominance and uncertainty aversion," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 271-283.
Cited by:
- Matthias Lang, 2015.
"First-Order and Second-Order Ambiguity Aversion,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2015_13, Max Planck Institute for Research on Collective Goods.
- Matthias Lang, 2017. "First-Order and Second-Order Ambiguity Aversion," Management Science, INFORMS, vol. 63(4), pages 1254-1269, April.
- Faro, José Heleno, 2011.
"Variational Bewley Preferences,"
Insper Working Papers
wpe_258, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.
- Grant, Simon & Rich, Patricia & Stecher, Jack, 2022. "Bayes and Hurwicz without Bernoulli," Journal of Economic Theory, Elsevier, vol. 199(C).
- Paolo Ghirardato & Daniele Pennesi, 2023. "Randomizing without randomness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1009-1037, May.
- Liebrich, Felix-Benedikt & Svindland, Gregor, 2019. "Efficient allocations under law-invariance: A unifying approach," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 28-45.
- Aurélien Baillon & Han Bleichrodt & Zhenxing Huang & Rogier Potter van Loon, 2017. "Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population," Journal of Risk and Uncertainty, Springer, vol. 54(3), pages 269-281, June.
- Sosung Baik & Sung-Ha Hwang, 2022. "Revenue Comparisons of Auctions with Ambiguity Averse Sellers," Papers 2211.12669, arXiv.org.
- Simone Cerreia Vioglio & Lars Peter Hansen & Fabio Maccheroni & Massimo Marinacci, 2020.
"Making Decisions under Model Misspecification,"
Working Papers
668, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia†Vioglio & Lars Peter Hansen & Fabio Maccheroni & Massimo Marinacci, 2020. "Making Decisions under Model Misspecification," Working Papers 2020-103, Becker Friedman Institute for Research In Economics.
- Simone Cerreia-Vioglio & Lars Peter Hansen & Fabio Maccheroni & Massimo Marinacci, 2020. "Making Decisions under Model Misspecification," Papers 2008.01071, arXiv.org, revised Aug 2022.
- Tommaso Denti & Luciano Pomatto, 2022. "Model and Predictive Uncertainty: A Foundation for Smooth Ambiguity Preferences," Econometrica, Econometric Society, vol. 90(2), pages 551-584, March.
- Strzalecki, Tomasz, 2011.
"Probabilistic Sophistication and Variational Preferences,"
Scholarly Articles
11352635, Harvard University Department of Economics.
- Tomasz, Strzalecki, 2011. "Probabilistic sophistication and variational preferences," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2117-2125, September.
- Tomasz Strzalecki, "undated". "Probabilistic Sophistication and Variational Preferences," Working Paper 8337, Harvard University OpenScholar.
- Stanca, Lorenzo, 2020. "A simplified approach to subjective expected utility," Journal of Mathematical Economics, Elsevier, vol. 87(C), pages 151-160.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2013.
"Ambiguity and robust statistics,"
Journal of Economic Theory, Elsevier, vol. 148(3), pages 974-1049.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010.
"Singed Integral Representations of Comonotonic Additive Functionals,"
Working Papers
366, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
Cited by:
- ,, 2014.
"Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility,"
Theoretical Economics, Econometric Society, vol. 9(3), September.
- Raphaël Giraud, 2014. "Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility," Post-Print hal-02878112, HAL.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2012. "Niveloids and Their Extensions:Risk Measures on Small Domains," Working Papers 458, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M., 2015.
"Put–Call Parity and market frictions,"
Journal of Economic Theory, Elsevier, vol. 157(C), pages 730-762.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2012. "Put-Call Parity and Market Frictions," Working Papers 447, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2012. "Choquet Integration on Riesz Spaces and Dual Comonotonicity," Working Papers 433, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia vioglio & Fabio Maccheroni & Massimo Marinacci, 2013. "Ergodic Theorems for Lower Probabilities," Working Papers 500, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2013.
"Ambiguity and robust statistics,"
Journal of Economic Theory, Elsevier, vol. 148(3), pages 974-1049.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- ,, 2014.
"Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility,"
Theoretical Economics, Econometric Society, vol. 9(3), September.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
"Risk Measures: Rationality and Diversification,"
Carlo Alberto Notebooks
100, Collegio Carlo Alberto.
Cited by:
- Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2014. "Beyond cash-additive risk measures: when changing the numéraire fails," Finance and Stochastics, Springer, vol. 18(1), pages 145-173, January.
- Marco Frittelli & Marco Maggis, 2010. "Dual Representation of Quasiconvex Conditional Maps," Papers 1001.3644, arXiv.org, revised Jan 2010.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2012.
"Probabilistic sophistication, second order stochastic dominance and uncertainty aversion,"
Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 271-283.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010. "Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion," Carlo Alberto Notebooks 174, Collegio Carlo Alberto.
- Simone Cerreia-Vioglio & David Dillenberger & Pietro Ortoleva, 2014.
"Cautious Expected Utility and the Certainty Effect,"
PIER Working Paper Archive
14-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Simone Cerreia-Vioglio & David Dillenberger & Pietro ortoleva, 2013. "Cautious Expected Utility and the Certainty Effect," Working Papers 488, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia-Vioglio & David Dillenberger & Pietro Ortoleva, 2013. "Cautious Expected Utility and the Certainty Effect," PIER Working Paper Archive 13-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Simone Cerreia‐Vioglio & David Dillenberger & Pietro Ortoleva, 2015. "Cautious Expected Utility and the Certainty Effect," Econometrica, Econometric Society, vol. 83, pages 693-728, March.
- Samuel Drapeau & Michael Kupper & Antonis Papapantoleon, 2012. "A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents," Papers 1212.6732, arXiv.org, revised Dec 2013.
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- Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010. "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010 2010-07, Department of Economics, University of St. Gallen.
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- Lorenzo Stanca, 2023. "Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty," Carlo Alberto Notebooks 693 JEL Classification: C, Collegio Carlo Alberto, revised 2025.
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"Boolean Representations of Preferences under Ambiguity,"
Rationality and Competition Discussion Paper Series
173, CRC TRR 190 Rationality and Competition.
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"Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion,"
Working Papers
2016.37, Fondazione Eni Enrico Mattei.
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"Indifference pricing with uncertainty averse preferences,"
Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 22-27.
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"A general theory of subjective mixtures,"
Carlo Alberto Notebooks
573, Collegio Carlo Alberto, revised 2020.
- Ghirardato, Paolo & Pennesi, Daniele, 2020. "A general theory of subjective mixtures," Journal of Economic Theory, Elsevier, vol. 188(C).
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"Uncertainty aversion and equilibrium existence in games with incomplete information,"
MPRA Paper
17617, University Library of Munich, Germany.
- Azrieli, Yaron & Teper, Roee, 2011. "Uncertainty aversion and equilibrium existence in games with incomplete information," Games and Economic Behavior, Elsevier, vol. 73(2), pages 310-317.
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- Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M. & Rustichini, A., 2015.
"The structure of variational preferences,"
Journal of Mathematical Economics, Elsevier, vol. 57(C), pages 12-19.
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- Ganguli, Jayant & Heifetz, Aviad & Lee, Byung Soo, 2016.
"Universal interactive preferences,"
Journal of Economic Theory, Elsevier, vol. 162(C), pages 237-260.
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- Chiaki Hara, 2023. "Arrow-Pratt-Type Measure of Ambiguity Aversion," KIER Working Papers 1097, Kyoto University, Institute of Economic Research.
- Stanca Lorenzo, 2023. "Recursive preferences, correlation aversion, and the temporal resolution of uncertainty," Working papers 080, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
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- Christoph Bühren & Fabian Meier & Marco Pleßner, 2023. "Ambiguity aversion: bibliometric analysis and literature review of the last 60 years," Management Review Quarterly, Springer, vol. 73(2), pages 495-525, June.
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"Costly information acquisition and the temporal resolution of uncertainty,"
THEMA Working Papers
2015-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Pennesi, Daniele, 2015. "Costly information acquisition and the temporal resolution of uncertainty," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 115-122.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2017.
"Mixed extensions of decision problems under uncertainty,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(4), pages 827-866, April.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2013. "Mixed Extensions of Decision Problems under Uncertainty," Working Papers 485, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Eric André, 2016.
"Crisp monetary acts in multiple-priors models of decision under ambiguity,"
Post-Print
hal-02311921, HAL.
- André, Eric, 2016. "Crisp monetary acts in multiple-priors models of decision under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 153-161.
- Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2010.
"Rational Preferences under Ambiguity,"
Carlo Alberto Notebooks
169, Collegio Carlo Alberto.
- Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2011. "Rational preferences under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 341-375, October.
- Luciano I. Castro & Nicholas C. Yannelis, 2013. "An interpretation of Ellsberg’s Paradox based on information and incompleteness," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(2), pages 139-144, November.
- Loïc Berger & Johannes Emmerling & Massimo Tavoni, 2017.
"Managing Catastrophic Climate Risks Under Model Uncertainty Aversion,"
Post-Print
hal-01744501, HAL.
- Loïc Berger & Johannes Emmerling & Massimo Tavoni, 2017. "Managing Catastrophic Climate Risks Under Model Uncertainty Aversion," Post-Print hal-03027150, HAL.
- Strzalecki, Tomasz, 2011.
"Probabilistic Sophistication and Variational Preferences,"
Scholarly Articles
11352635, Harvard University Department of Economics.
- Tomasz, Strzalecki, 2011. "Probabilistic sophistication and variational preferences," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2117-2125, September.
- Tomasz Strzalecki, "undated". "Probabilistic Sophistication and Variational Preferences," Working Paper 8337, Harvard University OpenScholar.
- Volker Krätschmer & Marcel Ladkau & Roger J. A. Laeven & John G. M. Schoenmakers & Mitja Stadje, 2018. "Optimal Stopping Under Uncertainty in Drift and Jump Intensity," Mathematics of Operations Research, INFORMS, vol. 43(4), pages 1177-1209, November.
- Drapeau, Samuel & Jamneshan, Asgar, 2016. "Conditional preference orders and their numerical representations," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 106-118.
- Mihm, Maximilian, 2016. "Reference dependent ambiguity," Journal of Economic Theory, Elsevier, vol. 163(C), pages 495-524.
- ,, 2013. "Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion," Theoretical Economics, Econometric Society, vol. 8(1), January.
- Sigrid Kallblad, 2013. "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Papers 1311.7419, arXiv.org.
- Massimo Marinacci, 2015.
"Model Uncertainty,"
Working Papers
553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimo Marinacci, 2015. "Model Uncertainty," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
- Hansen, Lars Peter & Mayer, Ricardo & Sargent, Thomas, 2010. "Robust hidden Markov LQG problems," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1951-1966, October.
- David B. Brown & Enrico De Giorgi & Melvyn Sim, 2012. "Aspirational Preferences and Their Representation by Risk Measures," Management Science, INFORMS, vol. 58(11), pages 2095-2113, November.
- Anna Gumena & Andrei Savochkin, 2012.
"Dynamically Stable Preferences,"
Carlo Alberto Notebooks
263, Collegio Carlo Alberto.
- Gumen, Anna & Savochkin, Andrei, 2013. "Dynamically stable preferences," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1487-1508.
- Romain Blanchard & Laurence Carassus, 2021. "Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 366-398, January.
- Galanis, Spyros, 2018. "Financial complexity and trade," Games and Economic Behavior, Elsevier, vol. 112(C), pages 219-230.
- Bade, Sophie, 2022. "Dynamic semi-consistency," Games and Economic Behavior, Elsevier, vol. 134(C), pages 117-126.
- Electra V. Petracou & Anastasios Xepapadeas & Athanasios N. Yannacopoulos, 2022. "Decision Making Under Model Uncertainty: Fréchet–Wasserstein Mean Preferences," Management Science, INFORMS, vol. 68(2), pages 1195-1211, February.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals," Working Papers 561, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2013.
"Ambiguity and robust statistics,"
Journal of Economic Theory, Elsevier, vol. 148(3), pages 974-1049.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Enrico G. De Giorgi & Ola Mahmoud, 2016.
"Diversification preferences in the theory of choice,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
- Enrico G. De Giorgi & Ola Mahmoud, 2015. "Diversification Preferences in the Theory of Choice," Papers 1507.02025, arXiv.org, revised Oct 2016.
- Sophie Bade, 2011. "Divergent Platforms," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2011_25, Max Planck Institute for Research on Collective Goods.
- De Castro, Luciano & Yannelis, Nicholas C., 2018. "Uncertainty, efficiency and incentive compatibility: Ambiguity solves the conflict between efficiency and incentive compatibility," Journal of Economic Theory, Elsevier, vol. 177(C), pages 678-707.
- Laeven, R.J.A. & Stadje, M.A., 2011.
"Entropy Coherent and Entropy Convex Measures of Risk,"
Other publications TiSEM
08f59c7c-7302-47f9-9a9b-b, Tilburg University, School of Economics and Management.
- Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.
- Giulio Principi & Peter P. Wakker & Ruodu Wang, 2023. "Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity," Papers 2307.08542, arXiv.org, revised Dec 2024.
- Canna, Gabriele & Centrone, Francesca & Rosazza Gianin, Emanuela, 2021. "Haezendonck-Goovaerts capital allocation rules," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 173-185.
- Chady Jabbour & Anis Hoayek & Jean-Michel Salles, 2022. "Formalizing a Two-Step Decision-Making Process in Land Use: Evidence from Controlling Forest Clearcutting Using Spatial Information," Land, MDPI, vol. 12(1), pages 1-17, December.
- Hansen, Lars Peter & Sargent, Thomas J., 2011. "Robustness and ambiguity in continuous time," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1195-1223, May.
- Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dispersed Behavior and Perceptions in Assortative Societies," Cowles Foundation Discussion Papers 2180, Cowles Foundation for Research in Economics, Yale University.
- Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
- Borie, Dino, 2023. "Maxmin expected utility in Savage's framework," Journal of Economic Theory, Elsevier, vol. 210(C).
- Simone Cerreia-Vioglio & Efe A. Ok, 2018. "The Rational Core of Preference Relations," Working Papers 632, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Yoram Halevy & David Walker-Jones & Lanny Zrill, 2023. "Difficult Decisions," Working Papers tecipa-753, University of Toronto, Department of Economics.
- Huang, Yi-Chieh & Tzeng, Larry Y. & Zhao, Lin, 2015. "Comparative ambiguity aversion and downside ambiguity aversion," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 257-269.
- Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
- Bogdan Grechuk & Anton Molyboha & Michael Zabarankin, 2012. "Mean‐Deviation Analysis in the Theory of Choice," Risk Analysis, John Wiley & Sons, vol. 32(8), pages 1277-1292, August.
- Bellini, Fabio & Laeven, Roger J.A. & Rosazza Gianin, Emanuela, 2021. "Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures," European Journal of Operational Research, Elsevier, vol. 291(2), pages 438-446.
- Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023. "Recursive Preferences and Ambiguity Attitudes," Carlo Alberto Notebooks 695 JEL Classification: C, Collegio Carlo Alberto.
- Karni, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications,, Elsevier.
- Massimiliano Amarante, 2017. "Information and Ambiguity: Toward a Foundation of Nonexpected Utility," Mathematics of Operations Research, INFORMS, vol. 42(4), pages 1254-1279, November.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo, 2022. "Ambiguity aversion and wealth effects," Journal of Economic Theory, Elsevier, vol. 199(C).
- Masaaki Fukasawa & Mitja Stadje, 2017. "Perfect hedging under endogenous permanent market impacts," Papers 1702.01385, arXiv.org.
- Florentino Morales & Walter Timo de Vries, 2021. "Establishment of Land Use Suitability Mapping Criteria Using Analytic Hierarchy Process (AHP) with Practitioners and Beneficiaries," Land, MDPI, vol. 10(3), pages 1-20, February.
- Michael Greinecker & Christoph Kuzmics, 2022. "Limit Orders and Knightian Uncertainty," Papers 2208.10804, arXiv.org.
- Jean Baccelli, 2016. "L'analyse axiomatique et l'attitude par rapport au risque," Post-Print hal-01462286, HAL.
- Cettolin, Elena & Riedl, Arno, 2019. "Revealed preferences under uncertainty: Incomplete preferences and preferences for randomization," Journal of Economic Theory, Elsevier, vol. 181(C), pages 547-585.
- Chambers, Christopher P. & Liu, Ce & Rehbeck, John, 2020. "Costly information acquisition," Journal of Economic Theory, Elsevier, vol. 186(C).
- Chambers, Christopher P. & Healy, Paul J. & Lambert, Nicolas S., 2019. "Proper scoring rules with general preferences: A dual characterization of optimal reports," Games and Economic Behavior, Elsevier, vol. 117(C), pages 322-341.
- Adam Dominiak & Jean-Philippe Lefort, 2021. "Ambiguity and Probabilistic Information," Management Science, INFORMS, vol. 67(7), pages 4310-4326, July.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Complete Monotone Quasiconcave Duality," Carlo Alberto Notebooks 80, Collegio Carlo Alberto.
- Masaaki Fukasawa & Mitja Stadje, 2018. "Perfect hedging under endogenous permanent market impacts," Finance and Stochastics, Springer, vol. 22(2), pages 417-442, April.
- Kota Saito, 2010. "Preference for Randomization - Ambiguity Aversion and Inequality Aversion," Levine's Working Paper Archive 661465000000000094, David K. Levine.
- Romain Blanchard & Laurence Carassus, 2017. "Convergence of utility indifference prices to the superreplication price in a multiple-priors framework," Papers 1709.09465, arXiv.org, revised Oct 2020.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
"Complete Monotone Quasiconcave Duality,"
Carlo Alberto Notebooks
80, Collegio Carlo Alberto.
Cited by:
- Marco Frittelli & Marco Maggis, 2010. "Dual Representation of Quasiconvex Conditional Maps," Papers 1001.3644, arXiv.org, revised Jan 2010.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2012.
"Probabilistic sophistication, second order stochastic dominance and uncertainty aversion,"
Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 271-283.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010. "Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion," Carlo Alberto Notebooks 174, Collegio Carlo Alberto.
- ,, 2016.
"Objective rationality and uncertainty averse preferences,"
Theoretical Economics, Econometric Society, vol. 11(2), May.
- Simone Cerreia-Vioglio, 2011. "Objective Rationality and Uncertainty Averse Preferences," Working Papers 413, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
"Uncertainty Averse Preferences,"
Carlo Alberto Notebooks
77, Collegio Carlo Alberto.
- Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M. & Montrucchio, L., 2011. "Uncertainty averse preferences," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1275-1330, July.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2012. "Niveloids and Their Extensions:Risk Measures on Small Domains," Working Papers 458, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marco Frittelli & Marco Maggis, 2012. "Complete duality for quasiconvex dynamic risk measures on modules of the $L^{p}$-type," Papers 1201.1788, arXiv.org, revised Sep 2012.
- Youichiro Higashi & Kazuya Hyogo & Norio Takeoka, 2020. "Costly Subjective Learning," KIER Working Papers 1040, Kyoto University, Institute of Economic Research.
- Sigrid Kallblad, 2013. "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Papers 1311.7419, arXiv.org.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals," Working Papers 561, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2013.
"Ambiguity and robust statistics,"
Journal of Economic Theory, Elsevier, vol. 148(3), pages 974-1049.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimo Marinacci & Luigi Montrucchio, 2007.
"Unique Solutions of Some Recursive Equations in Economic Dynamics,"
Carlo Alberto Notebooks
46, Collegio Carlo Alberto.
Cited by:
- Guerdjikova, Ani & Sciubba, Emanuela, 2015.
"Survival with ambiguity,"
Journal of Economic Theory, Elsevier, vol. 155(C), pages 50-94.
- Ani Guerdijkova & Emanuela Sciubba, 2012. "Survival with Ambiguity," Birkbeck Working Papers in Economics and Finance 1216, Birkbeck, Department of Economics, Mathematics & Statistics.
- Guerdjikova, Ani & Sciubba, Emanuela, 2015.
"Survival with ambiguity,"
Journal of Economic Theory, Elsevier, vol. 155(C), pages 50-94.
- Luigi Montrucchio & Patrizia Semeraro, 2006.
"Refinement Derivatives and Values of Games,"
Carlo Alberto Notebooks
9, Collegio Carlo Alberto.
Cited by:
- Massimiliano Amarante & Luigi Montrucchio, 2010. "The bargaining set of a large game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(3), pages 313-349, June.
- Francesca Centrone, 2016. "Representation of Epstein-Marinacci derivatives of absolutely continuous TU games," Economics Bulletin, AccessEcon, vol. 36(2), pages 1149-1159.
- Massimo Marinacci & Luigi Montrucchio, 2006.
"On Concavity and Supermodularity,"
Carlo Alberto Notebooks
5, Collegio Carlo Alberto.
Cited by:
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
"Uncertainty Averse Preferences,"
Carlo Alberto Notebooks
77, Collegio Carlo Alberto.
- Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M. & Montrucchio, L., 2011. "Uncertainty averse preferences," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1275-1330, July.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Complete Monotone Quasiconcave Duality," Carlo Alberto Notebooks 80, Collegio Carlo Alberto.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
"Uncertainty Averse Preferences,"
Carlo Alberto Notebooks
77, Collegio Carlo Alberto.
- Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006.
"Cores of Non-Atomic Market Games,"
Carlo Alberto Notebooks
13, Collegio Carlo Alberto.
- M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006. "Cores of non-atomic market games," International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
Cited by:
- Massimiliano Amarante & Luigi Montrucchio, 2010. "The bargaining set of a large game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(3), pages 313-349, June.
- Massimiliano AMARANTE, 2013.
"A Characterization of Exact Non-atomic Market Games,"
Cahiers de recherche
12-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- AMARANTE, Massimiliano, 2013. "A Characterization of Exact Non-atomic Market Games," Cahiers de recherche 2013-09, Universite de Montreal, Departement de sciences economiques.
- Amarante, Massimiliano, 2014. "A characterization of exact non-atomic market games," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 59-62.
- Edhan, Omer, 2015. "Payoffs in exact TU economies," Journal of Economic Theory, Elsevier, vol. 155(C), pages 152-184.
- Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto.
- Luigi Montrucchio & Marco Scarsini, 2005.
"Large Newsvendor Games,"
Carlo Alberto Notebooks
15, Collegio Carlo Alberto.
- Montrucchio, Luigi & Scarsini, Marco, 2007. "Large newsvendor games," Games and Economic Behavior, Elsevier, vol. 58(2), pages 316-337, February.
- Marco Scarsini & L. Montrucchio, 2007. "Large newsvendor games," Post-Print halshs-00126776, HAL.
Cited by:
- Zhanwen Shi & Erbao Cao, 2020. "Contract farming problems and games under yield uncertainty," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(4), pages 1210-1238, October.
- Fiestras-Janeiro, M.G. & García-Jurado, I. & Meca, A. & Mosquera, M.A., 2011. "Cooperative game theory and inventory management," European Journal of Operational Research, Elsevier, vol. 210(3), pages 459-466, May.
- Ozen, U. & Slikker, M. & Norde, H.W., 2007. "A General Framework for Cooperation under Uncertainty," Discussion Paper 2007-57, Tilburg University, Center for Economic Research.
- Riccardo Colini-Baldeschi & Marco Scarsini & Stefano Vaccari, 2018. "Variance Allocation and Shapley Value," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 919-933, September.
- Ulaş Özen & Marco Slikker & Greys Sošić, 2022. "On the core of m$m$‐attribute games," Production and Operations Management, Production and Operations Management Society, vol. 31(4), pages 1770-1787, April.
- Jiahua Zhang & Shu-Cherng Fang & Yifan Xu, 2018. "Inventory centralization with risk-averse newsvendors," Annals of Operations Research, Springer, vol. 268(1), pages 215-237, September.
- Xin Chen & Jiawei Zhang, 2009. "A Stochastic Programming Duality Approach to Inventory Centralization Games," Operations Research, INFORMS, vol. 57(4), pages 840-851, August.
- Ozen, U. & Slikker, M. & Norde, H.W., 2007. "A General Framework for Cooperation under Uncertainty," Other publications TiSEM 1972d523-d611-4906-a7c1-a, Tilburg University, School of Economics and Management.
- Pisciella, Paolo & Gaivoronski, Alexei A., 2024. "Modeling collaborative data service provision around an open source platform under uncertainty with stochastic provision games," Omega, Elsevier, vol. 129(C).
- Xuan Vinh Doan & Tri-Dung Nguyen, 2019. "Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions," Operations Research, INFORMS, vol. 68(4), pages 1047-1062, July.
- M Dror & B C Hartman, 2011. "Survey of cooperative inventory games and extensions," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(4), pages 565-580, April.
- Özen, Ulas & Norde, Henk & Slikker, Marco, 2011.
"On the convexity of newsvendor games,"
International Journal of Production Economics, Elsevier, vol. 133(1), pages 35-42, September.
- Ozen, U. & Norde, H.W. & Slikker, M., 2005. "On the Convexity of News Vendor Games," Discussion Paper 2005-103, Tilburg University, Center for Economic Research.
- Massimo Marinacci & Luigi Montrucchio, 2003.
"Cores and stable sets of finite dimensional games,"
ICER Working Papers - Applied Mathematics Series
07-2003, ICER - International Centre for Economic Research.
Cited by:
- Thibault Gadjos & Eric Maurin, 2002.
"Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach,"
Working Papers
2002-32, Center for Research in Economics and Statistics.
- Gajdos, Thibault & Maurin, Eric, 2004. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," Journal of Economic Theory, Elsevier, vol. 116(1), pages 93-118, May.
- Thibault Gajdos & Eric Maurin, 2004. "Unequal Uncertainties and Uncertain Inequalities: An Axiomatic Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085940, HAL.
- Thibault Gajdos & Eric Maurin, 2004. "Unequal Uncertainties and Uncertain Inequalities: An Axiomatic Approach," Post-Print halshs-00085940, HAL.
- Thibault Gajdos & Eric Maurin, 2002. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003.
- Thibault Gadjos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002.
"Decision Making with Imprecise Probabilistic Information,"
Working Papers
2002-33, Center for Research in Economics and Statistics.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004. "Decision Making with Imprecise Probabilistic Information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086021, HAL.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004. "Decision Making with Imprecise Probabilistic Information," Post-Print halshs-00086021, HAL.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003.
- Gajdos, Thibault & Tallon, Jean-Marc & Vergnaud, Jean-Christophe, 2004. "Decision making with imprecise probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 647-681, September.
- Taizhong Hu & Alfred Müller & Marco Scarsini, 2002.
"Some Counterexamples in Positive Dependence,"
ICER Working Papers - Applied Mathematics Series
28-2003, ICER - International Centre for Economic Research, revised Jul 2003.
- Marco Scarsini & A. Müller & Taizhong Hu, 2004. "Some counterexamples in positive dependence," Post-Print hal-00539628, HAL.
- Massimiliano Amarante & Luigi Montrucchio, 2010. "The bargaining set of a large game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(3), pages 313-349, June.
- Alfred Müller & Marco Scarsini, 2003.
"Archimedean Copulae and Positive Dependence,"
ICER Working Papers - Applied Mathematics Series
25-2003, ICER - International Centre for Economic Research.
- Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
- Marco Scarsini & Alfred Muller, 2005. "Archimedean copulae and positive dependence," Post-Print hal-00539618, HAL.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research.
- Renault, Jerome & Scarlatti, Sergio & Scarsini, Marco, 2005.
"A folk theorem for minority games,"
Games and Economic Behavior, Elsevier, vol. 53(2), pages 208-230, November.
- Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003. "A folk theorem for minority games," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research.
- Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research.
- Thibault Gadjos & Eric Maurin, 2002.
"Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach,"
Working Papers
2002-32, Center for Research in Economics and Statistics.
- Massimo Marinacci & Luigi Montrucchio, 2003.
"Ultramodular functions,"
ICER Working Papers - Applied Mathematics Series
13-2003, ICER - International Centre for Economic Research.
Cited by:
- Thibault Gadjos & Eric Maurin, 2002.
"Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach,"
Working Papers
2002-32, Center for Research in Economics and Statistics.
- Gajdos, Thibault & Maurin, Eric, 2004. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," Journal of Economic Theory, Elsevier, vol. 116(1), pages 93-118, May.
- Thibault Gajdos & Eric Maurin, 2004. "Unequal Uncertainties and Uncertain Inequalities: An Axiomatic Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085940, HAL.
- Thibault Gajdos & Eric Maurin, 2004. "Unequal Uncertainties and Uncertain Inequalities: An Axiomatic Approach," Post-Print halshs-00085940, HAL.
- Thibault Gajdos & Eric Maurin, 2002. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003.
- Frostig, Esther & Denuit, Michel, 2009. "Dependence in failure times due to environmental factors," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 487-495, February.
- Thibault Gadjos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002.
"Decision Making with Imprecise Probabilistic Information,"
Working Papers
2002-33, Center for Research in Economics and Statistics.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004. "Decision Making with Imprecise Probabilistic Information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086021, HAL.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004. "Decision Making with Imprecise Probabilistic Information," Post-Print halshs-00086021, HAL.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003.
- Gajdos, Thibault & Tallon, Jean-Marc & Vergnaud, Jean-Christophe, 2004. "Decision making with imprecise probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 647-681, September.
- Taizhong Hu & Alfred Müller & Marco Scarsini, 2002.
"Some Counterexamples in Positive Dependence,"
ICER Working Papers - Applied Mathematics Series
28-2003, ICER - International Centre for Economic Research, revised Jul 2003.
- Marco Scarsini & A. Müller & Taizhong Hu, 2004. "Some counterexamples in positive dependence," Post-Print hal-00539628, HAL.
- Laureano Escudero & Eva-María Ortega, 2009. "How retention levels influence the variability of the total risk under reinsurance," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(1), pages 139-157, July.
- Alfred Müller & Marco Scarsini, 2003.
"Archimedean Copulae and Positive Dependence,"
ICER Working Papers - Applied Mathematics Series
25-2003, ICER - International Centre for Economic Research.
- Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
- Marco Scarsini & Alfred Muller, 2005. "Archimedean copulae and positive dependence," Post-Print hal-00539618, HAL.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research.
- Margaret Meyer & Bruno Strulovici, 2013. "Beyond Correlation: Measuring Interdependence Through Complementarities," Economics Series Working Papers 655, University of Oxford, Department of Economics.
- Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017.
"Multidimensional Pigou–Dalton transfers and social evaluation functions,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-03252205, HAL.
- Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017. "Multidimensional Pigou–Dalton transfers and social evaluation functions," Post-Print hal-03252205, HAL.
- Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017. "Multidimensional Pigou–Dalton transfers and social evaluation functions," Theory and Decision, Springer, vol. 83(4), pages 573-590, December.
- Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016. "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Documents de travail du Centre d'Economie de la Sorbonne 16043, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017. "Multidimensional Pigou–Dalton transfers and social evaluation functions," PSE-Ecole d'économie de Paris (Postprint) hal-03252205, HAL.
- Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016. "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Post-Print halshs-01321802, HAL.
- Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016. "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01321802, HAL.
- Massimo Marinacci & Luigi Montrucchio, 2002. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 18-2002, ICER - International Centre for Economic Research.
- Beccacece, F. & Borgonovo, E., 2011. "Functional ANOVA, ultramodularity and monotonicity: Applications in multiattribute utility theory," European Journal of Operational Research, Elsevier, vol. 210(2), pages 326-335, April.
- Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio, 2009. "Stochastic comparisons of multivariate mixture models," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1657-1669, September.
- Xie, Hongmei & Hu, Taizhong, 2010. "Some new results on multivariate dispersive ordering of generalized order statistics," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 964-970, April.
- Margaret Meyer & Bruno Strulovici, 2013.
"The Supermodular Stochastic Ordering,"
Discussion Papers
1563, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Meyer, Margaret & Strulovici, Bruno, 2013. "The Supermodular Stochastic Ordering," CEPR Discussion Papers 9486, C.E.P.R. Discussion Papers.
- Patrick MOYES & Nicolas GRAVEL, 2011.
"Ethically Robust Comparisons of Bidimensional Distributions with an Ordinal Attribute,"
Cahiers du GREThA (2007-2019)
2011-36, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Gravel, Nicolas & Moyes, Patrick, 2012. "Ethically robust comparisons of bidimensional distributions with an ordinal attribute," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1384-1426.
- Patrick Moyes & Nicolas Gravel, 2011. "Ethically robust comparisons of bidimensional distributions with an ordinal attribute," Post-Print hal-00796064, HAL.
- Patrick Moyes & Nicolas Gravel, 2012. "Ethically robust comparisons of bidimensional distributions with an ordinal attribute," Post-Print hal-00796050, HAL.
- Carlier, G., 2005. "Representation of the core of convex measure games via Kantorovich potentials," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 898-912, November.
- Balakrishnan, Narayanaswamy & Belzunce, Félix & Sordo, Miguel A. & Suárez-Llorens, Alfonso, 2012. "Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 45-54.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research.
- Martina Menon & Elisa Pagani & Federico Perali, 2012. "A Characterization of Collective Individual Expenditure Functions," Working Papers 20/2012, University of Verona, Department of Economics.
- Massimo Marinacci & Luigi Montrucchio, 2005. "On convexity and supermodularity," ICER Working Papers - Applied Mathematics Series 3-2005, ICER - International Centre for Economic Research.
- Massimo Marinacci & Luigi Montrucchio, 2006. "On Concavity and Supermodularity," Carlo Alberto Notebooks 5, Collegio Carlo Alberto.
- Müller, Alfred & Scarsini, Marco, 2012. "Fear of loss, inframodularity, and transfers," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1490-1500.
- Belzunce, Félix & Suárez-Llorens, Alfonso & Sordo, Miguel A., 2012. "Comparison of increasing directionally convex transformations of random vectors with a common copula," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 385-390.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research.
- Arlotto, Alessandro & Scarsini, Marco, 2009.
"Hessian orders and multinormal distributions,"
Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2324-2330, November.
- Marco Scarsini & Alexandro Arlotto, 2009. "Hessian orders and multinormal distributions," Post-Print hal-00491679, HAL.
- Martina Menon & Elisa Pagani & Federico Perali, 2016. "A class of individual expenditure functions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 291-305, October.
- Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto.
- Thibault Gadjos & Eric Maurin, 2002.
"Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach,"
Working Papers
2002-32, Center for Research in Economics and Statistics.
- Massimo Marinacci & Luigi Montrucchio, 2001.
"Subcalculus for set functions and cores of TU games,"
ICER Working Papers - Applied Mathematics Series
09-2001, ICER - International Centre for Economic Research.
- Marinacci, Massimo & Montrucchio, Luigi, 2003. "Subcalculus for set functions and cores of TU games," Journal of Mathematical Economics, Elsevier, vol. 39(1-2), pages 1-25, February.
Cited by:
- M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006.
"Cores of non-atomic market games,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
- Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006. "Cores of Non-Atomic Market Games," Carlo Alberto Notebooks 13, Collegio Carlo Alberto.
- Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research.
- Massimo Marinacci & Luigi Montrucchio, 2002. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 18-2002, ICER - International Centre for Economic Research.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Classical Subjective Expected Utility," Working Papers 400, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Salvatore Modica & Marco Scarsini, 2003. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research.
- Marinacci, Massimo & Montrucchio, Luigi, 2004. "A characterization of the core of convex games through Gateaux derivatives," Journal of Economic Theory, Elsevier, vol. 116(2), pages 229-248, June.
- Fabio Maccheroni & William H. Ruckle, 2001. "BV as a dual space," ICER Working Papers - Applied Mathematics Series 29-2001, ICER - International Centre for Economic Research.
- Massimo Marinacci & Luigi Montrucchio, 2003. "Ultramodular functions," ICER Working Papers - Applied Mathematics Series 13-2003, ICER - International Centre for Economic Research.
- Nobusumi Sagara & Milan Vlach, 2011. "A new class of convex games on σ-algebras and the optimal partitioning of measurable spaces," International Journal of Game Theory, Springer;Game Theory Society, vol. 40(3), pages 617-630, August.
- Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto.
- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
"Insurance Premia Consistent with the Market,"
ICER Working Papers - Applied Mathematics Series
24-2002, ICER - International Centre for Economic Research.
- Castagnoli, Erio & Maccheroni, Fabio & Marinacci, Massimo, 2002. "Insurance premia consistent with the market," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 267-284, October.
- Massimo Marinacci & Luigi Montrucchio, 2003. "Cores and stable sets of finite dimensional games," ICER Working Papers - Applied Mathematics Series 07-2003, ICER - International Centre for Economic Research.
- Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto.
- Mitra, Tapan & Montrucchio, Luigi & Privileggi, Fabio, 2001.
"The Nature of the Steady State in Models of Optimal Growth Under Uncertainty,"
Working Papers
01-04, Cornell University, Center for Analytic Economics.
- Tapan Mitra & Luigi Montrucchio & Fabio Privileggi, 2003. "The nature of the steady state in models of optimal growth under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(1), pages 39-71, December.
Cited by:
- La Torre, Davide & Marsiglio,Simone & Mendivil, Franklin & Privileggi, Fabio, 2023. "Stochastic Optimal Growth through State-Dependent Probabilities," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202312, University of Turin.
- Davide Torre & Simone Marsiglio & Franklin Mendivil & Fabio Privileggi, 2024.
"Stochastic disease spreading and containment policies under state-dependent probabilities,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(1), pages 127-168, February.
- La Torre, Davide & Marsiglio,Simone & Mendivil,Franklin & Privileggi, Fabio, 2022. "Stochastic Disease Spreading and Containment Policies under State-Dependent Probabilities," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202205, University of Turin.
- La Torre, Davide & Marsiglio, Simone & Privileggi, Fabio, 2018. "Fractal Attractors in Economic Growth Models with Random Pollution Externalities," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201801, University of Turin.
- Takashi Kamihigashi & John Stachurski, 2015.
"Seeking Ergodicity in Dynamic Economies,"
Discussion Paper Series
DP2015-40, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-38, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-02, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-22, Research Institute for Economics & Business Administration, Kobe University.
- Kamihigashi, Takashi & Stachurski, John, 2016. "Seeking ergodicity in dynamic economies," Journal of Economic Theory, Elsevier, vol. 163(C), pages 900-924.
- Guido Cozzi & Fabio Privileggi, 2002. "Wealth Polarization and Pulverization in Fractal Societies," ICER Working Papers - Applied Mathematics Series 39-2002, ICER - International Centre for Economic Research.
- Torre, Davide La & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2019.
"A stochastic economic growth model with health capital and state-dependent probabilities,"
Chaos, Solitons & Fractals, Elsevier, vol. 129(C), pages 81-93.
- La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2019. "A Stochastic Economic Growth Model with Health Capital and State-Dependent Probabilities," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201910, University of Turin.
- Olson, Lars J. & Roy, Santanu, 2005.
"Theory of Stochastic Optimal Economic Growth,"
Working Papers
28601, University of Maryland, Department of Agricultural and Resource Economics.
- Lars J. Olson & Santanu Roy, 2006. "Theory of Stochastic Optimal Economic Growth," Springer Books, in: Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura (ed.), Handbook on Optimal Growth 1, chapter 11, pages 297-335, Springer.
- Santanu Roy & Itzhak Zilcha, 2012.
"Stochastic growth with short-run prediction of shocks,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(3), pages 539-580, November.
- Roy, Santanu & Zilcha, Itzhak, 2012. "Stochastic Growth with Short-run Prediction of Shocks," Foerder Institute for Economic Research Working Papers 275773, Tel-Aviv University > Foerder Institute for Economic Research.
- La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2016. "Fractal Attractors and Singular Invariant Measures in Two-Sector Growth Models with Random Factor Shares," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201620, University of Turin.
- Raphael L'evy & Marcin Pk{e}ski & Nicolas Vieille, 2022. "Stationary social learning in a changing environment," Papers 2201.02122, arXiv.org.
- Takashi Kamihigashi & John Stachurski, 2014. "Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India," Working Papers 2014-86, Department of Research, Ipag Business School.
- Gardini, L. & Hommes, C.H. & Tramontana, F. & de Vilder, R., 2009.
"Forward and Backward Dynamics in implicitly defined Overlapping Generations Models,"
CeNDEF Working Papers
09-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Gardini, Laura & Hommes, Cars & Tramontana, Fabio & de Vilder, Robin, 2009. "Forward and backward dynamics in implicitly defined overlapping generations models," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 110-129, August.
- Laura Gardini & Cars Hommes & Fabio Tramontana & Robin de Vilder, 2008. "Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models," Working Papers 0806, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2008.
- Kamihigashi, Takashi, 2007.
"Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks,"
Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 477-500, April.
- Takashi Kamihigashi, 2005. "Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks," Discussion Paper Series 176, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi, 2006. "Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks," Discussion Paper Series 189, Research Institute for Economics & Business Administration, Kobe University.
- Guido Cozzi & Fabio Privileggi, 2009. "The fractal nature of inequality in a fast growing world: new version," Working Papers 2009_30, Business School - Economics, University of Glasgow.
- Simone Marsiglio & Privileggi, Fabio, 2020. "Three Dimensional Fractal Attractors in a Green Transition Economic Growth Model," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202019, University of Turin.
- Mitra, Tapan & Privileggi, Fabio, 2003. "Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty," Working Papers 03-09, Cornell University, Center for Analytic Economics.
- Shilei Wang, 2012. "Iterated Function Systems with Economic Applications," Papers 1209.4849, arXiv.org.
- Mitra, Tapan & Privileggi, Fabio, 2009. "On Lipschitz continuity of the iterated function system in a stochastic optimal growth model," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 185-198, January.
- Davide La Torre & Simone, Marsiglio & Mendivil, Franklin & Privileggi, Fabio, 2015.
"Self-Similar Measures in Multi-Sector Endogenous Growth Models,"
Department of Economics and Statistics Cognetti de Martiis. Working Papers
201509, University of Turin.
- La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2015. "Self-similar measures in multi-sector endogenous growth models," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 40-56.
- Mitra, Tapan & Privileggi, Fabio, 2006.
"Cantor type attractors in stochastic growth models,"
Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 626-637.
- Mitra, Tapan & Privileggi, Fabio, 2005. "Cantor Type Attractors in Stochastic Growth Models," POLIS Working Papers 43, Institute of Public Policy and Public Choice - POLIS.
- Shilei Wang, 2015. "The Iterative Nature of a Class of Economic Dynamics," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 9(3), pages 155-168, December.
- La Torre, Davide & Marsiglio, Simone & Privileggi, Fabio, 2011. "Fractals and Self-Similarity in Economics: the Case of a Stochastic Two-Sector Growth Model," POLIS Working Papers 157, Institute of Public Policy and Public Choice - POLIS.
- La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2021. "Generalized Fractal Transforms with Condensation: a Macroeconomic-Epidemiological Application," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202107, University of Turin.
- Tomoo Kikuchi & George Vachadze, 2018. "Minimum investment requirement, financial market imperfection and self-fulfilling belief," Journal of Evolutionary Economics, Springer, vol. 28(2), pages 305-332, April.
- Montrucchio, Luigi & Privileggi, Fabio, 1999.
"On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type,"
POLIS Working Papers
5, Institute of Public Policy and Public Choice - POLIS.
- Montrucchio, Luigi & Privileggi, Fabio, 2001. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," Journal of Economic Theory, Elsevier, vol. 101(1), pages 158-188, November.
- Luigi Montrucchio & Fabio Privileggi, 2001. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," ICER Working Papers - Applied Mathematics Series 05-2001, ICER - International Centre for Economic Research.
Cited by:
- Marchese, Carla, 2006.
"Rewarding the consumer for curbing the evasion of commodity taxes?,"
POLIS Working Papers
72, Institute of Public Policy and Public Choice - POLIS.
- Carla Marchese, 2009. "Rewarding the Consumer for Curbing the Evasion of Commodity Taxes?," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 65(4), pages 383-402, December.
- Ottone, Stefania, 2006. "fairness: a survey," POLIS Working Papers 57, Institute of Public Policy and Public Choice - POLIS.
- Thibault Gadjos & Eric Maurin, 2002.
"Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach,"
Working Papers
2002-32, Center for Research in Economics and Statistics.
- Gajdos, Thibault & Maurin, Eric, 2004. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," Journal of Economic Theory, Elsevier, vol. 116(1), pages 93-118, May.
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- Berger, Loïc & Emmerling, Johannes, 2017. "Welfare as Simple(x) Equity Equivalents," MITP: Mitigation, Innovation and Transformation Pathways 254044, Fondazione Eni Enrico Mattei (FEEM).
- Francesco Fabbri & Giulio Principi & Lorenzo Stanca, 2024. "Absolute and Relative Ambiguity Attitudes," Papers 2406.01343, arXiv.org, revised Jun 2024.
- Loïc Berger & Johannes Emmerling, 2020.
"Welfare As Equity Equivalents,"
Journal of Economic Surveys, Wiley Blackwell, vol. 34(4), pages 727-752, September.
- Loïc Berger & Johannes Emmerling, 2020. "Welfare as Equity Equivalents," Post-Print hal-02937705, HAL.
- Jaroslav Borovicka & John Stachurski, 2017.
"Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,"
Papers
1710.06526, arXiv.org, revised Apr 2019.
- Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.
- Jaroslav Borovička & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," NBER Working Papers 24162, National Bureau of Economic Research, Inc.
- Jaroslav Borovička & John Stachurski, 2020. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Journal of Finance, American Finance Association, vol. 75(3), pages 1457-1493, June.
- V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2013.
"Fixed point for local contractions: Applications to recursive utility,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 23-33, March.
- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2013. "Fixed-point for local contractions: applications to recursive utility," Post-Print hal-00734522, HAL.
- Łukasz Balbus, 2020. "On recursive utilities with non-affine aggregator and conditional certainty equivalent," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 551-577, September.
- Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018.
"On Temporal Aggregators and Dynamic Programming,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-01437496, HAL.
- Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On temporal aggregators and dynamic programming," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 787-817, October.
- Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," Post-Print halshs-01437496, HAL.
- Jing Guo & Xue Dong He, 2021. "Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence," Papers 2107.05163, arXiv.org.
- Walter Pohl & Karl Schmedders & Ole Wilms, 2018.
"Higher Order Effects in Asset Pricing Models with Long‐Run Risks,"
Journal of Finance, American Finance Association, vol. 73(3), pages 1061-1111, June.
- Ole Wilms & Karl Schmedders & Walt Pohl, 2016. "Higher-Order Effects in Asset-Pricing Models with Long-Run Risks," 2016 Meeting Papers 306, Society for Economic Dynamics.
- Eric Swanson, 2018.
"Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 290-321, April.
- Eric Swanson, 2017. "Code and data files for "Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences"," Computer Codes 13-261, Review of Economic Dynamics.
- Eric T. Swanson, 2012. "Risk aversion, risk premia, and the labor margin with generalized recursive preferences," Working Paper Series 2012-17, Federal Reserve Bank of San Francisco.
- Kochov, Asen & Song, Yangwei, 2022.
"Intertemporal Hedging and Trade in Repeated Games with Recursive Utility,"
Rationality and Competition Discussion Paper Series
361, CRC TRR 190 Rationality and Competition.
- Asen Kochov & Yangwei Song, 2023. "Intertemporal Hedging and Trade in Repeated Games With Recursive Utility," Econometrica, Econometric Society, vol. 91(6), pages 2333-2369, November.
- Bloise, Gaetano & Vailakis, Yiannis, 2018. "Convex dynamic programming with (bounded) recursive utility," Journal of Economic Theory, Elsevier, vol. 173(C), pages 118-141.
- de Castro, Luciano I. & Galvao, Antonio F. & Nunes, Daniel da Siva, 2025. "Dynamic economics with quantile preferences," Theoretical Economics, Econometric Society, vol. 20(1), January.
- Gaetano Bloise & Cuong Le Van & Yiannis Vailakis, 2024. "Do not Blame Bellman: It Is Koopmans' Fault," Econometrica, Econometric Society, vol. 92(1), pages 111-140, January.
- Holger Kraft & Thomas Seiferling & Frank Thomas Seifried, 2017. "Optimal consumption and investment with Epstein–Zin recursive utility," Finance and Stochastics, Springer, vol. 21(1), pages 187-226, January.
- Gaetano Bloise, 2013. "The structure of competitive equilibrium with unsecured debt," Departmental Working Papers of Economics - University 'Roma Tre' 0187, Department of Economics - University Roma Tre.
- Robert A. Becker & Juan Pablo Rincón-Zapatero, 2017. "Arbitration and Renegotiation in Trade Agreements," CAEPR Working Papers 2017-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Classical Subjective Expected Utility," Working Papers 400, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Meng Yu & Junnan Zhang, 2019. "Equilibrium in Production Chains with Multiple Upstream Partners," Papers 1908.08208, arXiv.org.
- Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation," CAEPR Working Papers 2018-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- He, Ying, 2024. "Recursive two-stage evaluation model for dynamic decision making under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 113(C).
- Patrick Augustin & Roméo Tédongap, 2021. "Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets," Management Science, INFORMS, vol. 67(10), pages 6266-6293, October.
- Kraft, Holger & Seifried, Frank Thomas, 2013. "Stochastic differential utility as the continuous-time limit of recursive utility," SAFE Working Paper Series 17, Leibniz Institute for Financial Research SAFE.
- Al-Najjar, Nabil I. & Shmaya, Eran, 2019. "Recursive utility and parameter uncertainty," Journal of Economic Theory, Elsevier, vol. 181(C), pages 274-288.
- Nicola Pavoni & Christopher Sleet & Matthias Messner, 2018.
"The Dual Approach to Recursive Optimization: Theory and Examples,"
Econometrica, Econometric Society, vol. 86(1), pages 133-172, January.
- Nicola Pavoni & Christopher Sleet & Matthias Messner, 2014. "The Dual Approach to Recursive Optimization: Theory and Examples," 2014 Meeting Papers 1267, Society for Economic Dynamics.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Massimo Marinacci & Luigi Montrucchio, 2017. "Unique Tarski Fixed Points," Working Papers 604, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Lorenzo Stanca, 2023. "Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty," Carlo Alberto Notebooks 693 JEL Classification: C, Collegio Carlo Alberto, revised 2025.
- Anna Jaśkiewicz & Janusz Matkowski & Andrzej Nowak, 2014.
"On variable discounting in dynamic programming: applications to resource extraction and other economic models,"
Annals of Operations Research, Springer, vol. 220(1), pages 263-278, September.
- Jaśkiewicz, Anna & Matkowski, Janusz & Nowak, Andrzej S., 2011. "On Variable Discounting in Dynamic Programming: Applications to Resource Extraction and Other Economic Models," MPRA Paper 31069, University Library of Munich, Germany, revised 24 May 2011.
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"Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting,"
Journal of Economic Theory, Elsevier, vol. 204(C).
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- Bloise, G. & Van, C. Le & Vailakis, Y., 2024. "An approximation approach to dynamic programming with unbounded returns," Journal of Mathematical Economics, Elsevier, vol. 111(C).
- Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01437496, HAL.
- Gaetano Bloise, 2020. "Unique Markov Equilibrium Under Limited Commitment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 721-751, May.
- Stanca Lorenzo, 2023. "Recursive preferences, correlation aversion, and the temporal resolution of uncertainty," Working papers 080, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Gaetano Bloise & Paolo Siconolfi, 2022. "A Negishi Approach to Recursive Contracts," Econometrica, Econometric Society, vol. 90(6), pages 2821-2855, November.
- Kraft, Holger & Seifried, Frank Thomas, 2014. "Stochastic differential utility as the continuous-time limit of recursive utility," Journal of Economic Theory, Elsevier, vol. 151(C), pages 528-550.
- Boucekkine, Raouf & Seegmuller, Thomas & Venditti, Alain, 2021.
"Advances in growth and macroeconomic dynamics: In memory of Carine Nourry,"
Mathematical Social Sciences, Elsevier, vol. 112(C), pages 1-6.
- Raouf Boucekkine & Thomas Seegmuller & Alain Venditti, 2021. "Advances in growth and macroeconomic dynamics: In memory of Carine Nourry," Post-Print hal-03276586, HAL.
- Łukasz Balbus & Kevin Reffett & Łukasz Woźny, 2015. "Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers," International Journal of Game Theory, Springer;Game Theory Society, vol. 44(1), pages 83-112, February.
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- Stachurski, John & Wilms, Ole & Zhang, Junnan, 2024. "Asset pricing with time preference shocks: Existence and uniqueness," Other publications TiSEM 29da00af-3cca-4717-aa55-a, Tilburg University, School of Economics and Management.
- Massimo Marinacci, 2015.
"Model Uncertainty,"
Working Papers
553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimo Marinacci, 2015. "Model Uncertainty," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
- Todd Sarver, 2012. "Optimal Reference Points and Anticipation," Discussion Papers 1566, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Timothy M. Christensen, 2020. "Existence and uniqueness of recursive utilities without boundedness," Papers 2008.00963, arXiv.org, revised Aug 2021.
- Alan Beggs, 2015.
"Reference Points and Learning,"
Economics Series Working Papers
767, University of Oxford, Department of Economics.
- Beggs, Alan, 2022. "Reference points and learning," Journal of Mathematical Economics, Elsevier, vol. 100(C).
- Becker, Robert A. & Rincón-Zapatero, Juan Pablo, 2021. "Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 84-97.
- Yu, Meng & Zhang, Junnan, 2019. "Equilibrium in production chains with multiple upstream partners," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 1-10.
- Toda, Alexis Akira, 2014. "Incomplete market dynamics and cross-sectional distributions," Journal of Economic Theory, Elsevier, vol. 154(C), pages 310-348.
- Guanlong Ren & John Stachurski, 2018. "Dynamic Programming with Recursive Preferences: Optimality and Applications," Papers 1812.05748, arXiv.org, revised Jun 2020.
- Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
- Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas, 2016. "Optimal consumption and investment with Epstein-Zin recursive utility," SAFE Working Paper Series 52, Leibniz Institute for Financial Research SAFE, revised 2016.
- Stachurski, John & Wilms, Ole & Zhang, Junnan, 2024. "Asset pricing with time preference shocks: Existence and uniqueness," Journal of Economic Theory, Elsevier, vol. 216(C).
- Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation," CAEPR Working Papers 2018-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo, 2022. "Ambiguity aversion and wealth effects," Journal of Economic Theory, Elsevier, vol. 199(C).
- Guo, Jing & He, Xue Dong, 2021. "A new preference model that allows for narrow framing," Journal of Mathematical Economics, Elsevier, vol. 95(C).
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"The bargaining set of a large game,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(3), pages 313-349, June.
Cited by:
- Massimiliano AMARANTE, 2013.
"A Characterization of Exact Non-atomic Market Games,"
Cahiers de recherche
12-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- AMARANTE, Massimiliano, 2013. "A Characterization of Exact Non-atomic Market Games," Cahiers de recherche 2013-09, Universite de Montreal, Departement de sciences economiques.
- Amarante, Massimiliano, 2014. "A characterization of exact non-atomic market games," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 59-62.
- Massimiliano AMARANTE, 2013.
"A Characterization of Exact Non-atomic Market Games,"
Cahiers de recherche
12-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Montrucchio, Luigi & Scarsini, Marco, 2007.
"Large newsvendor games,"
Games and Economic Behavior, Elsevier, vol. 58(2), pages 316-337, February.
See citations under working paper version above.
- Marco Scarsini & L. Montrucchio, 2007. "Large newsvendor games," Post-Print halshs-00126776, HAL.
- Luigi Montrucchio & Marco Scarsini, 2005. "Large Newsvendor Games," Carlo Alberto Notebooks 15, Collegio Carlo Alberto.
- M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006.
"Cores of non-atomic market games,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
See citations under working paper version above.
- Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006. "Cores of Non-Atomic Market Games," Carlo Alberto Notebooks 13, Collegio Carlo Alberto.
- Massimo Marinacci & Luigi Montrucchio, 2005.
"Stable cores of large games,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 33(2), pages 189-213, June.
Cited by:
- M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006.
"Cores of non-atomic market games,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
- Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006. "Cores of Non-Atomic Market Games," Carlo Alberto Notebooks 13, Collegio Carlo Alberto.
- Massimiliano Amarante & Luigi Montrucchio, 2010. "The bargaining set of a large game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(3), pages 313-349, June.
- Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto.
- Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005.
"Monotone continuous multiple priors,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00177057, HAL.
- Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(4), pages 973-982, November.
- Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Post-Print halshs-00177057, HAL.
- Massimo Marinacci & Fabio Maccheroni & Alain Chateauneuf & Jean-Marc Tallon, 2003. "Monotone Continuous Multiple Priors," ICER Working Papers - Applied Mathematics Series 30-2003, ICER - International Centre for Economic Research.
- Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto.
- M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006.
"Cores of non-atomic market games,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
- Marinacci, Massimo & Montrucchio, Luigi, 2004.
"A characterization of the core of convex games through Gateaux derivatives,"
Journal of Economic Theory, Elsevier, vol. 116(2), pages 229-248, June.
Cited by:
- Thibault Gadjos & Eric Maurin, 2002.
"Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach,"
Working Papers
2002-32, Center for Research in Economics and Statistics.
- Gajdos, Thibault & Maurin, Eric, 2004. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," Journal of Economic Theory, Elsevier, vol. 116(1), pages 93-118, May.
- Thibault Gajdos & Eric Maurin, 2004. "Unequal Uncertainties and Uncertain Inequalities: An Axiomatic Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085940, HAL.
- Thibault Gajdos & Eric Maurin, 2004. "Unequal Uncertainties and Uncertain Inequalities: An Axiomatic Approach," Post-Print halshs-00085940, HAL.
- Thibault Gajdos & Eric Maurin, 2002. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003.
- Fabio Maccheroni & Fabio Maccheroni & Massimo Marinacci & Massimo Marinacci, 2003.
"How to cut a pizza fairly: Fair division with decreasing marginal evaluations,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 20(3), pages 457-465, June.
- Massimo Marinacci & Fabio Maccheroni, 2002. "How to cut a pizza fairly: fair division with descreasing marginal evaluations," ICER Working Papers - Applied Mathematics Series 23-2002, ICER - International Centre for Economic Research.
- Thibault Gadjos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002.
"Decision Making with Imprecise Probabilistic Information,"
Working Papers
2002-33, Center for Research in Economics and Statistics.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004. "Decision Making with Imprecise Probabilistic Information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086021, HAL.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004. "Decision Making with Imprecise Probabilistic Information," Post-Print halshs-00086021, HAL.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003.
- Gajdos, Thibault & Tallon, Jean-Marc & Vergnaud, Jean-Christophe, 2004. "Decision making with imprecise probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 647-681, September.
- Taizhong Hu & Alfred Müller & Marco Scarsini, 2002.
"Some Counterexamples in Positive Dependence,"
ICER Working Papers - Applied Mathematics Series
28-2003, ICER - International Centre for Economic Research, revised Jul 2003.
- Marco Scarsini & A. Müller & Taizhong Hu, 2004. "Some counterexamples in positive dependence," Post-Print hal-00539628, HAL.
- Alfred Müller & Marco Scarsini, 2003.
"Archimedean Copulae and Positive Dependence,"
ICER Working Papers - Applied Mathematics Series
25-2003, ICER - International Centre for Economic Research.
- Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
- Marco Scarsini & Alfred Muller, 2005. "Archimedean copulae and positive dependence," Post-Print hal-00539618, HAL.
- Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2002.
"Ambiguity from the Differential Viewpoint,"
Working Papers
1130, California Institute of Technology, Division of the Humanities and Social Sciences.
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2002. "Ambiguity from the Differential Viewpoint," ICER Working Papers - Applied Mathematics Series 17-2002, ICER - International Centre for Economic Research.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research.
- Renault, Jerome & Scarlatti, Sergio & Scarsini, Marco, 2005.
"A folk theorem for minority games,"
Games and Economic Behavior, Elsevier, vol. 53(2), pages 208-230, November.
- Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003. "A folk theorem for minority games," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research.
- Salvatore Modica & Marco Scarsini, 2003. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research.
- Tsanakas, Andreas, 2009. "To split or not to split: Capital allocation with convex risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 268-277, April.
- Massimo Marinacci & Luigi Montrucchio, 2001.
"Subcalculus for set functions and cores of TU games,"
ICER Working Papers - Applied Mathematics Series
09-2001, ICER - International Centre for Economic Research.
- Marinacci, Massimo & Montrucchio, Luigi, 2003. "Subcalculus for set functions and cores of TU games," Journal of Mathematical Economics, Elsevier, vol. 39(1-2), pages 1-25, February.
- Massimo Marinacci & Luigi Montrucchio, 2003. "Ultramodular functions," ICER Working Papers - Applied Mathematics Series 13-2003, ICER - International Centre for Economic Research.
- Carlier, G., 2005. "Representation of the core of convex measure games via Kantorovich potentials," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 898-912, November.
- Boonen, Tim J. & Ghossoub, Mario, 2023. "Bowley vs. Pareto optima in reinsurance contracting," European Journal of Operational Research, Elsevier, vol. 307(1), pages 382-391.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research.
- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
"Insurance Premia Consistent with the Market,"
ICER Working Papers - Applied Mathematics Series
24-2002, ICER - International Centre for Economic Research.
- Castagnoli, Erio & Maccheroni, Fabio & Marinacci, Massimo, 2002. "Insurance premia consistent with the market," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 267-284, October.
- Massimo Marinacci & Luigi Montrucchio, 2003. "Cores and stable sets of finite dimensional games," ICER Working Papers - Applied Mathematics Series 07-2003, ICER - International Centre for Economic Research.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research.
- Gabriele Canna & Francesca Centrone & Emanuela Rosazza Gianin, 2021. "Capital Allocation Rules and the No-Undercut Property," Mathematics, MDPI, vol. 9(2), pages 1-13, January.
- Takaaki Abe & Satoshi Nakada, 2023. "Core stability of the Shapley value for cooperative games," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 60(4), pages 523-543, May.
- Takaaki Abe & Satoshi Nakada, 2018. "Generalized Potentials, Value, and Core," Discussion Paper Series DP2018-19, Research Institute for Economics & Business Administration, Kobe University.
- Thibault Gadjos & Eric Maurin, 2002.
"Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach,"
Working Papers
2002-32, Center for Research in Economics and Statistics.
- Luigi Montrucchio, 2004.
"Cass transversality condition and sequential asset bubbles,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 645-663, October.
Cited by:
- Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016.
"Asset bubbles and efficiency in a generalized two-sector model,"
Documents de recherche
16-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01316876, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," PSE-Ecole d'économie de Paris (Postprint) hal-03260731, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Post-Print hal-03260731, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03260731, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Post-Print halshs-01316876, HAL.
- Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne 16029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Takashi Kamihigashi, 2015.
"A Simple No-Bubble Theorem for Deterministic Sequential Economies,"
Discussion Paper Series
DP2015-38, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi, 2016. "A Simple No-Bubble Theorem for Deterministic Sequential Economies," Discussion Paper Series DP2016-15, Research Institute for Economics & Business Administration, Kobe University.
- Cuong Le Van & Stefano Bosi & Ngoc-Sang Pham, 2017.
"Rational land and housing bubbles in infinite-horizon economies,"
Post-Print
halshs-01397606, HAL.
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WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
202007, University of Kansas, Department of Economics, revised Apr 2020.
- Alexeeva, Tatyana A. & Barnett, William A. & Kuznetsov, Nikolay V. & Mokaev, Timur N., 2020. "Dynamics of the Shapovalov mid-size firm model," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
- Alexeeva, Tatyana A. & Barnett, William A. & Kuznetsov, Nikolay V. & Mokaev, Timur N., 2020. "Dynamics of the Shapovalov Mid-Size Firm Model," MPRA Paper 99479, University Library of Munich, Germany.
- Xavier Jarque & Elisabetta Michetti & Jordi Caballé, 2015.
"Chaotic Dynamics in Credit Constrained Emerging Economies,"
Working Papers
121, Barcelona School of Economics.
- Jordi Caballe & Xavier Jarque & Elisabetta Michetti, 2004. "Chaotic Dynamics in Credit Constrained Emerging Economies," UFAE and IAE Working Papers 605.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Caballe, Jordi & Jarque, Xavier & Michetti, Elisabetta, 2006. "Chaotic dynamics in credit constrained emerging economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1261-1275, August.
- M. Papageorgiou, 2003. "Chaos May Be an Optimal Plan," Journal of Optimization Theory and Applications, Springer, vol. 119(2), pages 387-393, November.
- Stefano Lovo, 2000.
"Infinitely Lived Representative Agent Exchange Economy with Myopia,"
Working Papers
hal-00598167, HAL.
- LOVO, Stefano, 2000. "Infinitely lived representative agent exchange economy with myopia," LIDAM Discussion Papers CORE 2000028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Kehoe, Timothy J. & Levine, David K. & Romer, Paul M., 1990.
"Determinacy of equilibria in dynamic models with finitely many consumers,"
Journal of Economic Theory, Elsevier, vol. 50(1), pages 1-21, February.
- Timothy J. Kehoe & David K. Levine & Paul M. Romer, 1989. "Determinacy of equilibria in dynamic models with finitely many consumers," Staff Report 118, Federal Reserve Bank of Minneapolis.
- Timothy J. Kehoe & David K. Levine & Paul Romer, 1990. "Determinacy of Equilibrium in Dynamic Models with Finitely Many Consumers," Levine's Working Paper Archive 165, David K. Levine.
- Makoto Yano & Yuichi Furukawa, 2021. "Two-Dimensional Constrained Chaos and Industrial Revolution Cycles with Mathemetical Appendices," KIER Working Papers 1057, Kyoto University, Institute of Economic Research.
- Alvarez, Fernando & Stokey, Nancy L., 1998. "Dynamic Programming with Homogeneous Functions," Journal of Economic Theory, Elsevier, vol. 82(1), pages 167-189, September.
- José Victor Rios-Rull, 2002. "Desigualdad, ¿qué sabemos?," Investigaciones Economicas, Fundación SEPI, vol. 26(2), pages 221-254, May.
- Michele Boldrin & Luigi Montrucchio, 1987. "The Dynamic Investment Behavior of Firms and Industries in Perfect Foresight Competitive Equilibrium Over Time," UCLA Economics Working Papers 457, UCLA Department of Economics.
- Kamihigashi, Takashi, 1999. "Chaotic dynamics in quasi-static systems: theory and applications1," Journal of Mathematical Economics, Elsevier, vol. 31(2), pages 183-214, March.
- M. Marena & L. Montrucchio, 1999. "Neighborhood Turnpike Theorem for Continuous-Time Optimization Models," Journal of Optimization Theory and Applications, Springer, vol. 101(3), pages 651-676, June.
- Wolff, Reiner, 1997. "Saddle-point dynamics in non-autonomous models of multisector growth with variable returns to scale," Journal of Mathematical Economics, Elsevier, vol. 27(3), pages 267-282, April.
- Hommes, Cars H., 1995. "A reconsideration of Hicks' non-linear trade cycle model," Structural Change and Economic Dynamics, Elsevier, vol. 6(4), pages 435-459, December.
- Ghiglino, Christian & Venditti, Alain, 2007.
"Wealth inequality, preference heterogeneity and macroeconomic volatility in two-sector economies,"
Journal of Economic Theory, Elsevier, vol. 135(1), pages 414-441, July.
- Alain Venditti & Christian Ghiglino, 2007. "Wealth inequality, preference heterogeneity and macroeconomic volatility intwo-sector economies," Post-Print halshs-00279997, HAL.
- Deissenberg, C & Nyssen, J., 1997.
"A Simple Model of Schumpeterian Growth with Complex Dynamics,"
G.R.E.Q.A.M.
97a01, Universite Aix-Marseille III.
- Deissenberg, Christophe & Nyssen, Jules, 1998. "A simple model of Schumpeterian growth with complex dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 22(2), pages 247-266, February.
- John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, December.
- Akhmet, Marat & Akhmetova, Zhanar & Fen, Mehmet Onur, 2014. "Chaos in economic models with exogenous shocks," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 95-108.
- Tapan Mitra, 2005.
"Characterization of the turnpike property of optimal paths in the aggregative model of intertemporal allocation,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 1(4), pages 247-275, December.
- Mitra, Tapan, 2002. "A Characterization of the Turnpike Property of Optimal Paths in the Aggregative Model of Intertemporal Allocation," Working Papers 02-17, Cornell University, Center for Analytic Economics.
- Tamotsu Onozaki, 2018. "Nonlinearity, Bounded Rationality, and Heterogeneity," Springer Books, Springer, number 978-4-431-54971-0, March.
- Brock, W.A. & Hommes, C.H., 1997. "Models of Compelxity in Economics and Finance," Working papers 9706, Wisconsin Madison - Social Systems.
- Philippe Michel & Alain Venditti & Claude Jessua, 1996. "Croissance optimale et cycles dans le modèle à générations imbriquées : un exemple," Revue Économique, Programme National Persée, vol. 47(3), pages 487-497.
- Bhattacharya, Joydeep & Bunzel, Helle, 2003.
"Dynamics of the Planning Solution in the Discrete-Time Textbook Model of Labor Market Search and Matching,"
Staff General Research Papers Archive
10253, Iowa State University, Department of Economics.
- Bhattacharya, Joydeep & Bunzel, Helle, 2003. "Dynamics of the planning solution in the discrete-time textbook model of labor market search and matching," ISU General Staff Papers 200311240800001189, Iowa State University, Department of Economics.
- Joydeep Bhattacharya & Helle Bunzel, 2003. "Dynamics of the planning solution in the discrete-time textbook model of labor market search and matching," Economics Bulletin, AccessEcon, vol. 5(19), pages 1-10.
- Mich Tvede, 2009.
"Fluctuations in Overlapping Generations Economies,"
Discussion Papers
09-05, University of Copenhagen. Department of Economics.
- Tvede Mich, 2009. "Fluctuations in Overlapping Generations Economies," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 9(1), pages 1-19, May.
- Joël Blot & Bertrand Crettez, 2004. "On the smoothness of optimal paths," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 27(1), pages 1-34, August.
- Alain Venditti, 2011.
"Weak Concavity Properties of Indirect Utility Functions in Multisector Optimal Growth Models,"
Working Papers
halshs-01059589, HAL.
- Alain Venditti, 2014. "Weak Concavity Properties of Indirect Utility Functions in Multisector Optimal Growth Models," AMSE Working Papers 1440, Aix-Marseille School of Economics, France, revised Sep 2014.
- Alain Venditti, 2012. "Weak concavity properties of indirect utility functions in multisector optimal growth models," International Journal of Economic Theory, The International Society for Economic Theory, vol. 8(1), pages 13-26, March.
- Anjan Mukherji, 2003. "Competitive Equilibria: Convergence, Cycles or Chaos," ISER Discussion Paper 0591, Institute of Social and Economic Research, Osaka University.
- Orlando Gomes, 2006. "Local Bifurcations and Global Dynamics in a Solow-type Endogenous Business Cycles Model," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 91-127, May.
- Gary D. Hansen & Edward C. Prescott, 1992.
"Recursive methods for computing equilibria of business cycle models,"
Discussion Paper / Institute for Empirical Macroeconomics
36, Federal Reserve Bank of Minneapolis.
- Gary D. Hansen, "undated". "GAUSS code for the Imrohoroglu (1989) model without aggregate uncertainty," QM&RBC Codes 10, Quantitative Macroeconomics & Real Business Cycles.
- Gary D. Hansen, "undated". "GAUSS code useful for many RBC models," QM&RBC Codes 6, Quantitative Macroeconomics & Real Business Cycles.
- Gary D. Hansen, "undated". "GAUSS code for the basic Hansen (1985) model," QM&RBC Codes 7, Quantitative Macroeconomics & Real Business Cycles.
- Gary D. Hansen, "undated". "GAUSS code for an overlapping generations model with inelastic labor supply," QM&RBC Codes 9, Quantitative Macroeconomics & Real Business Cycles.
- Gary D. Hansen, "undated". "GAUSS code for a basic model with money, cash-in-advance constraint," QM&RBC Codes 8, Quantitative Macroeconomics & Real Business Cycles.
- Gomes, Orlando, 2009.
"A two-dimensional non-equilibrium dynamic model,"
Structural Change and Economic Dynamics, Elsevier, vol. 20(3), pages 221-238, September.
- Gomes, Orlando, 2007. "A two-dimensional non-equilibrium dynamic model," MPRA Paper 4817, University Library of Munich, Germany.
- La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2016. "Fractal Attractors and Singular Invariant Measures in Two-Sector Growth Models with Random Factor Shares," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201620, University of Turin.
- Ali Khan, M. & Piazza, Adriana, 2011. "Optimal cyclicity and chaos in the 2-sector RSS model: An anything-goes construction," Journal of Economic Behavior & Organization, Elsevier, vol. 80(3), pages 397-417.
- Venditti, Alain, 2005. "The two sector overlapping generations model: A simple formulation," Research in Economics, Elsevier, vol. 59(2), pages 164-188, June.
- Fernando Suárez, 2021. "Dinámica discreta en un modelo de crecimiento de Solow con ahorro diferencial constante y crecimiento poblacional no constante," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 3(3), pages 25-39, Octubre.
- Mitra, Tapan & Nishimura, Kazuo, 2001. "Discounting and Long-Run Behavior: Global Bifurcation Analysis of a Family of Dynamical Systems," Journal of Economic Theory, Elsevier, vol. 96(1-2), pages 256-293, January.
- Burkhard C. Schipper, 2019. "Dynamic Exploitation of Myopic Best Response," Dynamic Games and Applications, Springer, vol. 9(4), pages 1143-1167, December.
- Athreya, Kartik B., 2014. "Big Ideas in Macroeconomics: A Nontechnical View," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019736, December.
- Orlando Gomes, 2006. "Routes to chaos in macroeconomic theory," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 33(6), pages 437-468, November.
- Kaganovich, Michael, 1996. "Rolling planning: Optimality and decentralization," Journal of Economic Behavior & Organization, Elsevier, vol. 29(1), pages 173-185, January.
- Flam, Sjur Didrik & Mirman, Leonard J., 1998. "Groping for optimal growth," Journal of Economic Dynamics and Control, Elsevier, vol. 23(2), pages 191-207, September.
- Prajakta Bhide & Lucia Fiorito & Zachary Noteman & Kunal Sawardekar, 2010. "Did bankruptcy reform lead to looser mortgage lending standards? Evidence from the U.S. mortgage market 2000-2007," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 1(4), pages 88-107, Octubre.
- Gaowang Wang & Heng-fu Zou, 2010. "Multiple Equilibria and Indeterminacy in an Optimal Growth Model with Endogenous Capital Depreciation," CEMA Working Papers 392, China Economics and Management Academy, Central University of Finance and Economics.
- Jesús Antón & Emilio Cerdá & Elena Huergo, 1998. "Sensitivity analysis in A class of dynamic optimization models," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(1), pages 97-121, June.
- Friedman, Eric J. & Johnson, Simon, 1997. "Dynamic Monotonicity and Comparative Statics for Real Options," Journal of Economic Theory, Elsevier, vol. 75(1), pages 104-121, July.
- Hosoya, Yuhki, 2014. "Identification and testable implications of the Ramsey–Cass–Koopmans model," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 63-68.
- Gardini, L. & Hommes, C.H. & Tramontana, F. & de Vilder, R., 2009.
"Forward and Backward Dynamics in implicitly defined Overlapping Generations Models,"
CeNDEF Working Papers
09-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Gardini, Laura & Hommes, Cars & Tramontana, Fabio & de Vilder, Robin, 2009. "Forward and backward dynamics in implicitly defined overlapping generations models," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 110-129, August.
- Laura Gardini & Cars Hommes & Fabio Tramontana & Robin de Vilder, 2008. "Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models," Working Papers 0806, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2008.
- Boldrin Michele & Montrucchio Luigi, 1995.
"Acyclicity and Dynamic Stability: Generalizations and Applications,"
Journal of Economic Theory, Elsevier, vol. 65(2), pages 303-326, April.
- Michele Boldrin & Luigi Montrucchio, 1987. "Acyclicity and Dynamic Stability: Generalizations and Applications," Discussion Papers 980, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Kaas, Leo, 1998. "Stabilizing chaos in a dynamic macroeconomic model," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 313-332, January.
- Sorger, Gerhard, 2024. "Discounted dynamic optimization and Bregman divergence," Journal of Mathematical Economics, Elsevier, vol. 110(C).
- Timothy J. Kehoe & David K. Levine & Paul Romer, 1989. "Steady States and Determinacy in Economies with Infinitely Lived Agents," Levine's Working Paper Archive 52, David K. Levine.
- Polterovich, Victor, 2022. "На Пути К Общей Теории Социально-Экономического Развития: К Синтезу Двух Канонов [On the way to a general theory of socio-economic development: Towards the synthesis of two canons]," MPRA Paper 111538, University Library of Munich, Germany.
- Joshi, Sumit, 2003.
"The stochastic turnpike property without uniformity in convex aggregate growth models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1289-1315, May.
- Sumit Joshi, 1999. "The Stochastic Turnpike Property without Uniformity in Convex Aggregate Growth Models," Working papers 67, Centre for Development Economics, Delhi School of Economics.
- Alain Venditti & Kazuo Nishimura & Harutaka Takahashi, 2006.
"Endogenous Fluctuations in Two-Sector Models: Role of Preferences,"
Post-Print
halshs-00280007, HAL.
- K. Nishimura & H. Takahashi & A. Venditti, 2006. "Endogenous Fluctuations in Two-Sector Models: Role of Preferences," Journal of Optimization Theory and Applications, Springer, vol. 128(2), pages 309-331, February.
- Gomes, Orlando, 2007.
"Deterministic randomness in a model of finance and growth,"
MPRA Paper
2888, University Library of Munich, Germany.
- Orlando Gomes, 2010. "Deterministic randomness in a model of finance and growth," Journal of Evolutionary Economics, Springer, vol. 20(1), pages 95-114, January.
- Bohm, Volker & Kaas, Leo, 2000. "Differential savings, factor shares, and endogenous growth cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 965-980, June.
- de Hek, Paul A., 1998. "An aggregative model of capital accumulation with leisure-dependent utility," Journal of Economic Dynamics and Control, Elsevier, vol. 23(2), pages 255-276, September.
- Bhattacharya, J. & Bunzel, H., 2003.
"Chaotic Planning Solutions in the Textbook Model of Labor Market Search and Matching,"
Discussion Paper
2003-15, Tilburg University, Center for Economic Research.
- Bhattacharya, J. & Bunzel, H., 2003. "Chaotic Planning Solutions in the Textbook Model of Labor Market Search and Matching," Other publications TiSEM da7233db-ec71-41f8-b3d6-d, Tilburg University, School of Economics and Management.
- Ezra Oberfield & Nicholas Trachter, 2010.
"Commodity money with frequent search,"
Working Paper Series
WP-2010-22, Federal Reserve Bank of Chicago.
- Oberfield, Ezra & Trachter, Nicholas, 2012. "Commodity money with frequent search," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2332-2356.
- Ezra Oberfield & Nicholas Trachter, 2010. "Commodity Money with Frequent Search," EIEF Working Papers Series 1023, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2010.
- James B. Bullard & Alison Butler, 1992.
"Nonlinearity and chaos in economic models: implications for policy decisions,"
Working Papers
1991-002, Federal Reserve Bank of St. Louis.
- Bullard, James & Butler, Alison, 1993. "Nonlinearity and Chaos in Economic Models: Implications for Policy Decisions," Economic Journal, Royal Economic Society, vol. 103(419), pages 849-867, July.
- Baierla, Gary & Nishimura, Kazuo & Yano, Makoto, 1998. "The role of capital depreciation in multi-sectoral models," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 467-479, January.
- Simone Marsiglio & Privileggi, Fabio, 2020. "Three Dimensional Fractal Attractors in a Green Transition Economic Growth Model," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202019, University of Turin.
- Alexeeva, Tatyana A. & Kuznetsov, Nikolay V. & Mokaev, Timur N., 2021. "Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
- Jean-Paul Chavas, 2004. "On Impatience, Economic Growth and the Environmental Kuznets Curve: A Dynamic Analysis of Resource Management," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 28(2), pages 123-152, June.
- Adriana Piazza, 2009. "The optimal harvesting problem with a land market: a characterization of the asymptotic convergence," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 40(1), pages 113-138, July.
- Paul Beaudry & Dana Galizia & Franck Portier, 2015.
"Reviving the Limit Cycle View of Macroeconomic Fluctuations,"
NBER Working Papers
21241, National Bureau of Economic Research, Inc.
- Franck Portier & Dana Galizia & Paul Beaudry, 2016. "Reviving the limit cycle view of macroeconomic fluctuations," 2016 Meeting Papers 52, Society for Economic Dynamics.
- Portier, Franck & Beaudry, Paul & Galizia, Dana, 2015. "Reviving the Limit Cycle View of Macroeconomic Fluctuations," CEPR Discussion Papers 10645, C.E.P.R. Discussion Papers.
- Nishimura, Kazuo & Stachurski, John, 2005.
"Stability of stochastic optimal growth models: a new approach,"
Journal of Economic Theory, Elsevier, vol. 122(1), pages 100-118, May.
- Kazuo Nishimura & John Stachurski, 2012. "Stability of Stochastic Optimal Growth Models: A New Approach," Springer Books, in: John Stachurski & Alain Venditti & Makoto Yano (ed.), Nonlinear Dynamics in Equilibrium Models, edition 127, chapter 0, pages 289-307, Springer.
- Mitra, Tapan, 1998. "On the relationship between discounting and complicated behavior in dynamic optimization models," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 421-434, January.
- Luís A. Aguirre & Antônio Aguirre, 1995.
"A tutorial introduction to nonlinear dynamics in economics,"
Textos para Discussão Cedeplar-UFMG
088, Cedeplar, Universidade Federal de Minas Gerais.
- Luis A. Aguirre & Antonio Aguirre, 1997. "A tutorial introduction to nonlinear dynamics in economics," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 7(2), pages 9-47.
- Marcelo F. Resico, 2007. "Las Reformas Económicas y la Modernización del Estado," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 1(1), pages 104-122, Octubre.
- Carrera, Carmen & Moran, Manuel, 1995. "General dynamics in overlapping generations models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(4), pages 813-830, May.
- Brianzoni, Serena & Mammana, Cristiana & Michetti, Elisabetta, 2009. "Nonlinear dynamics in a business-cycle model with logistic population growth," Chaos, Solitons & Fractals, Elsevier, vol. 40(2), pages 717-730.
- César L. Guerrero-Luchtenberg, 2004. "Chaos vs. patience in a macroeconomic model of capital accumulation: New applications of a uniform neighborhood turnpike theorem," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 19(1), pages 45-60.
- Costas Azariadis & James B. Bullard & Lee E. Ohanian, 1998. "Complex eigenvalues and trend-reverting fluctuations," Staff Report 255, Federal Reserve Bank of Minneapolis.
- Simonovits, András, 1995. "Még egyszer az optimális növekedésről [Optimal growth revisited]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1118-1135.
- Nijkamp, P. & Reggiani, A., 1990. "Spatio-temporal processes in dynamic logit models," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Luis Corchón & Andreu Mas-Colell, 1995. "A Note On Stability Of Best Reply And Gradient Systems With Applications To Imperfectly Competitive Models," Working Papers. Serie AD 1995-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kalra, Sanjay, 1996. "Cyclical equilibria in multi-sector productive economies: The role of substitution and factor intensity," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1709-1729.
- Dechert, W. Davis & Sprott, Julien C. & Albers, David J., 1999. "On the probability of chaos in large dynamical systems: A Monte Carlo study," Journal of Economic Dynamics and Control, Elsevier, vol. 23(8), pages 1197-1206, August.
- Davide La Torre & Simone, Marsiglio & Mendivil, Franklin & Privileggi, Fabio, 2015.
"Self-Similar Measures in Multi-Sector Endogenous Growth Models,"
Department of Economics and Statistics Cognetti de Martiis. Working Papers
201509, University of Turin.
- La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2015. "Self-similar measures in multi-sector endogenous growth models," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 40-56.
- Emmanuelle Augeraud-Véron & Raouf Boucekkine & Fausto Gozzi & Alain Venditti & Benteng Zou, 2024.
"Fifty years of mathematical growth theory: Classical topics and new trends,"
Working Papers
hal-04465039, HAL.
- Emmanuelle Augeraud-Veron & Raouf Boucekkine & Fausto Gozzi & Alain Vendetti & Benteng Zou, 2024. "Fifty years of mathematical growth theory: Classical topics and new trends," DEM Discussion Paper Series 24-02, Department of Economics at the University of Luxembourg.
- Emmanuelle Augeraud Veron & Raouf Boucekkine & Fausto Gozzi & Alain Venditti & Beteng Zou, 2024. "Fifty Years of Mathematical Growth Theory: Classical Topics and New Trends," Post-Print hal-04542665, HAL.
- Emmanuelle Augeraud-Véron & Raouf Boucekkine & Fausto Gozzi & Alain Venditti, 2024. "Fifty years of mathematical growth theory: Classical topics and new trends," AMSE Working Papers 2406, Aix-Marseille School of Economics, France.
- Augeraud-Veron, Emmanuelle & Boucekkine, Raouf & Gozzi, Fausto & Venditti, Alain & Zou, Benteng, 2024. "Fifty years of mathematical growth theory: Classical topics and new trends," Journal of Mathematical Economics, Elsevier, vol. 111(C).
- Azariadis, Costas & Bullard, James & Ohanian, Lee, 2004.
"Trend-reverting fluctuations in the life-cycle model,"
Journal of Economic Theory, Elsevier, vol. 119(2), pages 334-356, December.
- Costas Azariadis & James B. Bullard & Lee E. Ohanian, 2001. "Trend-reverting fluctuations in the life-cycle model," Working Papers 1998-015, Federal Reserve Bank of St. Louis.
- G. Caginalp & D. Balenovich, 1994. "Market oscillations induced by the competition between value-based and trend-based investment strategies," Applied Mathematical Finance, Taylor & Francis Journals, vol. 1(2), pages 129-164.
- Polterovich, Victor, 1998. "Кризис Экономической Теории [The Crisis of Economic Theory]," MPRA Paper 22015, University Library of Munich, Germany.
- Corchon, Luis C. & Mas-Colell, Andreu, 1996. "On the stability of best reply and gradient systems with applications to imperfectly competitive models," Economics Letters, Elsevier, vol. 51(1), pages 59-65, April.
- Hiroshi Fujiu, 2021. "Business Cycles in a Two-Sided Altruism Model," Mathematics, MDPI, vol. 9(17), pages 1-12, August.
- Philippe Michel & Bertrand Wigniolle, 1993. "Une présentation simple des dynamiques complexes," Revue Économique, Programme National Persée, vol. 44(5), pages 885-912.
- Guerrero-Luchtenberg, C.L., 2000. "A uniform neighborhood turnpike theorem and applications," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 329-357, November.
- Tramontana, Fabio & Sushko, Iryna & Avrutin, Viktor, 2015. "Period adding structure in a 2D discontinuous model of economic growth," Applied Mathematics and Computation, Elsevier, vol. 253(C), pages 262-273.
- Shilei Wang, 2015. "The Iterative Nature of a Class of Economic Dynamics," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 9(3), pages 155-168, December.
- Xu, Fei & Lai, Yongzeng & Shu, Xiao-Bao, 2018. "Chaos in integer order and fractional order financial systems and their synchronization," Chaos, Solitons & Fractals, Elsevier, vol. 117(C), pages 125-136.
- Aoki, Takaaki, 2013. "Some Mathematical Properties of the Dynamically Inconsistent Bellman Equation: A Note on the Two-sided Altruism Dynamics," MPRA Paper 44994, University Library of Munich, Germany.
- La Torre, Davide & Marsiglio, Simone & Privileggi, Fabio, 2011. "Fractals and Self-Similarity in Economics: the Case of a Stochastic Two-Sector Growth Model," POLIS Working Papers 157, Institute of Public Policy and Public Choice - POLIS.
- Athanassoglou, Stergios, 2010. "Dynamic nonpoint-source pollution control policy: Ambient transfers and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2494-2509, December.
- Pengfei Wang & Yi Wen, 2007. "Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies," Working Papers 2006-032, Federal Reserve Bank of St. Louis.
- Kopel, M. & Dawid, H. & Feichtinger, G., 1998. "Periodic and chaotic programs of intertemporal optimization models with non-concave net benefit function," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 435-447, January.
- George-Marios Angeletos & Laurent E. Calvet, 2001. "Incomplete Markets, Growth, and the Business Cycle," Harvard Institute of Economic Research Working Papers 1910, Harvard - Institute of Economic Research.
- Venditti, Alain, 1997.
"Strong Concavity Properties of Indirect Utility Functions in Multisector Optimal Growth Models,"
Journal of Economic Theory, Elsevier, vol. 74(2), pages 349-367, June.