Massimo Marinacci
Personal Details
First Name: | Massimo |
Middle Name: | |
Last Name: | Marinacci |
Suffix: | |
RePEc Short-ID: | pma507 |
[This author has chosen not to make the email address public] | |
http://faculty.unibocconi.eu/massimomarinacci/ | |
Terminal Degree: | 1996 Department of Economics; Northwestern University (from RePEc Genealogy) |
Affiliation
(50%) Innocenzo Gasparini Institute for Economic Research (IGIER)
Università Commerciale Luigi Bocconi
Milano, Italyhttp://www.igier.unibocconi.it/
RePEc:edi:igierit (more details at EDIRC)
(50%) Dipartimento di Scienze delle Decisioni
Università Commerciale Luigi Bocconi
Milano, Italyhttp://www.unibocconi.it/wps/wcm/connect/Bocconi/SitoPubblico_IT/Albero+di+navigazione/Home/Docenti+e+Ricerca/Dipartimenti/Scienze+delle+Decisioni/
RePEc:edi:ddbocit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Gambardella, Alfonso & Camuffo, Arnaldo & Maccheroni, Fabio & Marinacci, Massimo & Pignataro, Andrea, 2022. "Microfoundations of Low-Frequency High-Impact Decisions," CEPR Discussion Papers 17392, C.E.P.R. Discussion Papers.
- Loic BERGER & Nicolas BERGER & Valentina BOSETTI & Itzhak GILBOA & Lars Peter HANSEN & Christopher JARVIS & Massimo MARINACCI & Richard D. Smith, 2020.
"Rational policymaking during a pandemic,"
Working Papers
2020-iRisk-01, IESEG School of Management.
- Loïc Berger & Nicolas Berger & Valentina Bosetti & Itzhak Gilboa & Lars Peter Hansen & Christopher Jarvis & Massimo Marinacci & Richard A. Smith, 2021. "Rational Policymaking during a Pandemic," Post-Print hal-02907328, HAL.
- Carlo Baldassi & Fabio Maccheroni & Massimo Marinacci & Marco Pirazzini, 2020. "Ergodic Annealing," Papers 2008.00234, arXiv.org.
- Loïc Berger & Nicolas Berger & Valentina Bosetti & Itzhak Gilboa & Lars Peter Hansen & Christopher Jarvis & Massimo Marinacci & Richard D. Smith, 2020.
"Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context?,"
Working Papers
666, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Loïc Berger & Nicolas Berger & Valentina Bosetti & Itzhak Gilboa & Lars Peter Hansen & Christopher Jarvis & Massimo Marinacci & Richard D. Smith, 2020. "Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context?," Working Papers 2020-95, Becker Friedman Institute for Research In Economics.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2020. "Multinomial logit processes and preference discovery: outside and inside the black box," Working Papers 663, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Loïc Berger & Massimo Marinacci, 2020.
"Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research,"
Post-Print
hal-03031728, HAL.
- Loïc Berger & Massimo Marinacci, 2020. "Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 77(3), pages 475-501, November.
- Loïc Berger & Massimo Marinacci, 2020. "Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research," Post-Print hal-02914088, HAL.
- Carlo Baldassi & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Marco Pirazzini, 2020. "Multialternative Neural Decision Processes," Papers 2005.01081, arXiv.org, revised May 2021.
- 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.
- Simone Cerreia-Vioglio & Per Olov Lindberg & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2020.
"A Canon of Probabilistic Rationality,"
Papers
2007.11386, arXiv.org, revised May 2021.
- Cerreia-Vioglio, Simone & Lindberg, Per Olov & Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2021. "A canon of probabilistic rationality," Journal of Economic Theory, Elsevier, vol. 196(C).
- Tommaso Denti & Massimo Marinacci & Aldo Rustichini, 2019.
"Experimental Cost of Information,"
Working Papers
657, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Tommaso Denti & Massimo Marinacci & Aldo Rustichini, 2022. "Experimental Cost of Information," American Economic Review, American Economic Association, vol. 112(9), pages 3106-3123, September.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2018. "A characterization of probabilities with full support in metric spaces, and Laplaces method," Working Papers 620, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- V. Cappelli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & S. Minardi, 2018.
"Sources of Uncertainty and Subjective Prices,"
Working Papers
628, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Veronica Cappelli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Stefania Minardi, 2021. "Sources of Uncertainty and Subjective Prices," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 872-912.
- Tommaso Denti & Massimo Marinacci & Luigi Montrucchio, 2018. "Rational Inattention and Rate Distortion Theory: A Teaching Note," Working Papers 630, 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.
- 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.
- 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.
- S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & A. Rustichini, 2017.
"Multinomial logit processes and preference discovery: inside and outside the black box,"
Working Papers
615, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2020. "Multinomial logit processes and preference discovery: inside and outside the black box," Papers 2004.13376, arXiv.org, revised Jan 2021.
- Massimo Marinacci & Luigi Montrucchio, 2017. "Unique Tarski Fixed Points," Working Papers 604, 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.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "A Market Foundation for Conditional Asset Pricing," Working Papers 566, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- 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.
- Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "Hilbert A-Modules," Working Papers 544, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015.
"Stochastic Dominance Analysis without the Independence Axiom,"
Working Papers
549, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2017. "Stochastic Dominance Analysis Without the Independence Axiom," Management Science, INFORMS, vol. 63(4), pages 1097-1109, April.
- 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.
- S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & A. Rustichini, 2014.
"The Structure of Variational Preferences,"
Working Papers
520, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- 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.
- Pierpaolo Battigalli & Simone cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2014.
"A note on comparative ambiguity aversion and justi?fiability,"
Working Papers
527, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- P. Battigalli & S. Cerreia‐Vioglio & F. Maccheroni & M. Marinacci, 2016. "A Note on Comparative Ambiguity Aversion and Justifiability," Econometrica, Econometric Society, vol. 84, pages 1903-1916, September.
- S. Cerreia-Vioglio & M. Kupper & F. Maccheroni & M. Marinacci & N. Vogelpoth, 2014. "Conditional Lp-spaces and the duality of modules over f-algebras," Working Papers 535, 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2012.
"Analysis of Information Feedback and Selfconfirming Equilibrium,"
Working Papers
459, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Battigalli, P. & Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M., 2016. "Analysis of information feedback and selfconfirming equilibrium," Journal of Mathematical Economics, Elsevier, vol. 66(C), pages 40-51.
- 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.
- 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.
- Sujoy Mukerji & Peter Klibanoff and Massimo Marinacci, 2011.
"Definitions of Ambiguous Events and the Smooth Ambiguity Model,"
Economics Series Working Papers
525, University of Oxford, Department of Economics.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2011. "Definitions of ambiguous events and the smooth ambiguity model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 399-424, October.
- 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.
- 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.
- Massimo Marinacci & Luigi Montrucchio, 2011. "Finitely Well-Positioned Sets," Working Papers 386, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino, 2011.
"Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case,"
Working Papers
391, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimo Marinacci & Doriana Ruffino & Fabio Maccheroni, 2011. "Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case," 2011 Meeting Papers 619, Society for Economic Dynamics.
- 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.
- Itzhak Gilboa & Massimo Marinacci, 2011.
"Ambiguity and the Bayesian Paradigm,"
Working Papers
379, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Gilboa, Itzhak & Marianacci, Massimo, 2011. "Ambiguity and the Bayesian Paradigm," Foerder Institute for Economic Research Working Papers 275755, Tel-Aviv University > Foerder Institute for Economic Research.
- 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.
- Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino, 2010.
"Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis,"
Working Papers
373, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino, 2013. "Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis," Econometrica, Econometric Society, vol. 81(3), pages 1075-1113, May.
- 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.
- 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.
- Sujoy Mukerji & Peter Klibanoff & Massimo Marinacci, 2009.
"On the Smooth Ambiguity Model: A Reply,"
Economics Series Working Papers
449, University of Oxford, Department of Economics.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2012. "On the Smooth Ambiguity Model: A Reply," Econometrica, Econometric Society, vol. 80(3), pages 1303-1321, May.
- Peter Klibano & Massimo Marinacci & Sujoy Mukerji, 2009. "On the Smooth Ambiguity Model: A Reply," Levine's Working Paper Archive 814577000000000344, David K. Levine.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2011. "On the Smooth Ambiguity Model: A Reply," Working Papers 410, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Risk Measures: Rationality and Diversification," Carlo Alberto Notebooks 100, Collegio Carlo Alberto.
- 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.
- Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality," Levine's Working Paper Archive 122247000000001950, David K. Levine.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008.
"Social Decision Theory: Choosing within and between Groups,"
Carlo Alberto Notebooks
71, Collegio Carlo Alberto.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2012. "Social Decision Theory: Choosing within and between Groups," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1591-1636.
- Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008.
"On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility,"
Carlo Alberto Notebooks
79, Collegio Carlo Alberto.
- Černý, Aleš & Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2012. "On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility," Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 386-395.
- Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008.
"Objective and Subjective Rationality in a Multiple Prior Model,"
Carlo Alberto Notebooks
73, Collegio Carlo Alberto, revised 2008.
- Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2010. "Objective and Subjective Rationality in a Multiple Prior Model," Econometrica, Econometric Society, vol. 78(2), pages 755-770, March.
- Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2010. "Objective and Subjective Rationality in a Multiple Prior Model," Post-Print hal-00537082, HAL.
- Gilboa, Itzhak & Maccheroni, Fabio & Marinacciand, Massimo & Schmeidler, David, 2009. "Objective and Subjective Rationality in a Multiple Prior Model," Foerder Institute for Economic Research Working Papers 275721, Tel-Aviv University > Foerder Institute for Economic Research.
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007. "Revealed Ambiguity and Its Consequences: Updating," Carlo Alberto Notebooks 44, Collegio Carlo Alberto.
- Massimo Marinacci & Luigi Montrucchio, 2007. "Unique Solutions of Some Recursive Equations in Economic Dynamics," Carlo Alberto Notebooks 46, Collegio Carlo Alberto.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006.
"Recursive Smooth Ambiguity Preferences,"
Carlo Alberto Notebooks
17, Collegio Carlo Alberto, revised 2008.
- Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009. "Recursive smooth ambiguity preferences," Journal of Economic Theory, Elsevier, vol. 144(3), pages 930-976, May.
- Massimo Marinacci & Luigi Montrucchio, 2006. "On Concavity and Supermodularity," Carlo Alberto Notebooks 5, Collegio Carlo Alberto.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006.
"Dynamic Variational Preferences,"
Carlo Alberto Notebooks
1, Collegio Carlo Alberto.
- Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2006. "Dynamic variational preferences," Journal of Economic Theory, Elsevier, vol. 128(1), pages 4-44, May.
- Larry G. Epstein & Massimo Marinacci, 2006.
"Mutual Absolute Continuity of Multiple Priors,"
Carlo Alberto Notebooks
19, Collegio Carlo Alberto.
- Epstein, Larry G. & Marinacci, Massimo, 2007. "Mutual absolute continuity of multiple priors," Journal of Economic Theory, Elsevier, vol. 137(1), pages 716-720, November.
- 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.
- Massimo Marinacci & Luigi Montrucchio, 2005. "On convexity and supermodularity," ICER Working Papers - Applied Mathematics Series 3-2005, ICER - International Centre for Economic Research.
- Larry Epstein & Massimo Marinacci, 2005.
"Coarse Contingencies,"
RCER Working Papers
515, University of Rochester - Center for Economic Research (RCER).
- Larry G. Epstein & Massimo Marinacci & Seo Kyoungwon, 2006. "Coarse Contingencies," Carlo Alberto Notebooks 4, Collegio Carlo Alberto, revised 2007.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004.
"Ambiguity Aversion, Robustness, and the Variational Representation of Preferences,"
Carlo Alberto Notebooks
12, Collegio Carlo Alberto, revised 2006.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences," Econometrica, Econometric Society, vol. 74(6), pages 1447-1498, November.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004. "Variational representation of preferences under ambiguity," ICER Working Papers - Applied Mathematics Series 05-2004, ICER - International Centre for Economic Research.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004.
"Portfolio Selection with Monotone Mean-Variance Preferences,"
ICER Working Papers - Applied Mathematics Series
27-2004, ICER - International Centre for Economic Research, revised Dec 2004.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009. "Portfolio Selection With Monotone Mean‐Variance Preferences," Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 487-521, July.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," Carlo Alberto Notebooks 6, Collegio Carlo Alberto, revised 2007.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2008. "Portfolio Selection with Monotone Mean-Variance Preferences," Temi di discussione (Economic working papers) 664, Bank of Italy, Economic Research and International Relations Area.
- Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga, 2005. "Portfolio Selection with Monotone Mean-Variance Preferences," Finance 0502014, University Library of Munich, Germany.
- Fabio Maccheroni & Massimo Marinacci, 2004. "A strong law of large numbers for capacities," ICER Working Papers - Applied Mathematics Series 28-2004, ICER - International Centre 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.
- Massimo Marinacci & Luigi Montrucchio, 2003. "Ultramodular functions," ICER Working Papers - Applied Mathematics Series 13-2003, ICER - International Centre for Economic Research.
- 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.
- 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.
- 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.
- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
"Choquet insurance pricing: a caveat,"
ICER Working Papers - Applied Mathematics Series
14-2003, ICER - International Centre for Economic Research, revised May 2003.
- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2004. "Choquet Insurance Pricing: A Caveat," Mathematical Finance, Wiley Blackwell, vol. 14(3), pages 481-485, July.
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2002.
"Certainty Independence and the Separation of Utility and Beliefs,"
ICER Working Papers - Applied Mathematics Series
40-2002, ICER - International Centre for Economic Research.
- Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2005. "Certainty Independence and the Separation of Utility and Beliefs," Journal of Economic Theory, Elsevier, vol. 120(1), pages 129-136, January.
- 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.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2002.
"A smooth model of decision making under ambiguity,"
ICER Working Papers - Applied Mathematics Series
11-2003, ICER - International Centre for Economic Research, revised Apr 2003.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2005. "A Smooth Model of Decision Making under Ambiguity," Econometrica, Econometric Society, vol. 73(6), pages 1849-1892, November.
- Sujoy Mukerji & Peter Klibanoff & Northwesern University Massimo Marinacci & Dip. di Satistic e Matematica Applicata & Universita di Torino and ICER, 2002. "A Smooth Model of Decision,Making Under Ambiguity," Economics Series Working Papers 113, University of Oxford, Department of Economics.
- 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 & 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.
- 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.
- 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.
- 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.
- 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.
- Adriana Castaldo & Massimo Marinacci, 2001. "Random correspndences as bundles of random variables," ICER Working Papers - Applied Mathematics Series 12-2001, ICER - International Centre for Economic Research.
- Maccheroni, Fabio & Marinacci, Massimo, 2001. "How to Cut a Cake Healthily," Working Papers 1126, California Institute of Technology, Division of the Humanities and Social Sciences.
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2001.
"A subjective spin on roulette wheels,"
ICER Working Papers - Applied Mathematics Series
17-2001, ICER - International Centre for Economic Research, revised Aug 2001.
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2003. "A Subjective Spin on Roulette Wheels," Econometrica, Econometric Society, vol. 71(6), pages 1897-1908, November.
- Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo & Siniscalchi, Marciano, 2001. "A Subjective Spin on Roulette Wheels," Working Papers 1127, California Institute of Technology, Division of the Humanities and Social Sciences.
- Massimo Marinacci, 2001.
"Probabilistic sophistication and multiple priors,"
ICER Working Papers - Applied Mathematics Series
08-2001, ICER - International Centre for Economic Research.
- Massimo Marinacci, 2002. "Probabilistic Sophistication and Multiple Priors," Econometrica, Econometric Society, vol. 70(2), pages 755-764, March.
- Ghirardato, Paolo & Marinacci, Massimo, 2000. "Range Convexity and Ambiguity Averse Preferences," Working Papers 1081, California Institute of Technology, Division of the Humanities and Social Sciences.
- Paolo Ghirardato & Massimo Marinacci, 2000.
"Risk, Ambiguity and the Separation of Utility and Beliefs,"
Econometric Society World Congress 2000 Contributed Papers
1143, Econometric Society.
- Ghirardato, Paolo & Marinacci, Massimo, 2000. "Risk, Ambigity and the Separation of Utility and Beliefs," Working Papers 1085, California Institute of Technology, Division of the Humanities and Social Sciences.
- Massimo Marinacci & Paolo Ghirardato, 2001. "Risk, ambiguity, and the separation of utility and beliefs," ICER Working Papers - Applied Mathematics Series 21-2001, ICER - International Centre for Economic Research.
- Paolo Ghirardato & Massimo Marinacci, 2000. "Risk, Ambiguity, and the Separation of Utility and Beliefs," Levine's Working Paper Archive 7616, David K. Levine.
- Larry G. Epstein & Massimo Marinacci, 2000. "The Core of Large TU Games," RCER Working Papers 469, University of Rochester - Center for Economic Research (RCER).
- Ghirardato, Paolo & Marinacci, Massimo, 1999. "The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty," Working Papers 1055, California Institute of Technology, Division of the Humanities and Social Sciences.
- Ghirardato, Paolo & Marinacci, M., 1997. "Ambiguity Made Precise: A Comparative Foundation and Some Implications," Working Papers 1026, California Institute of Technology, Division of the Humanities and Social Sciences.
- Ghirardato, Paolo & Klibanoff, Peter & Marinacci, Massimo, 1996. "Linearity with Multiple Priors," Working Papers 980, California Institute of Technology, Division of the Humanities and Social Sciences.
- Massimo Marinacci, 1995. "Decomposition and Representation of Coalitional Games," Discussion Papers 1152, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Massimo Marinacci, 1993. "Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras," Discussion Papers 1032, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Massimo Marinacci, 1993. "On the Ranges of Baire and Borel Measures," Discussion Papers 1033, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
Articles
- Fabio Maccheroni & Massimo Marinacci & Jingni Yang, 2022. "On the cardinal utility equivalence of biseparable preferences," Theory and Decision, Springer, vol. 92(3), pages 689-701, April.
- Tommaso Denti & Massimo Marinacci & Aldo Rustichini, 2022.
"Experimental Cost of Information,"
American Economic Review, American Economic Association, vol. 112(9), pages 3106-3123, September.
- Tommaso Denti & Massimo Marinacci & Aldo Rustichini, 2019. "Experimental Cost of Information," Working Papers 657, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo, 2022. "Ambiguity aversion and wealth effects," Journal of Economic Theory, Elsevier, vol. 199(C).
- P. Battigalli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & T. Sargent, 2022. "A framework for the analysis of self-confirming policies," Theory and Decision, Springer, vol. 92(3), pages 455-512, April.
- Edi Karni & Fabio Maccheroni & Massimo Marinacci, 2022. "David Schmeidler’s contributions to decision theory," Theory and Decision, Springer, vol. 93(2), pages 219-235, September.
- S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & A. Rustichini, 2022. "Law of demand and stochastic choice," Theory and Decision, Springer, vol. 92(3), pages 513-529, April.
- Cerreia-Vioglio, Simone & Lindberg, Per Olov & Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2021.
"A canon of probabilistic rationality,"
Journal of Economic Theory, Elsevier, vol. 196(C).
- Simone Cerreia-Vioglio & Per Olov Lindberg & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2020. "A Canon of Probabilistic Rationality," Papers 2007.11386, arXiv.org, revised May 2021.
- Veronica Cappelli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Stefania Minardi, 2021.
"Sources of Uncertainty and Subjective Prices,"
Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 872-912.
- V. Cappelli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & S. Minardi, 2018. "Sources of Uncertainty and Subjective Prices," Working Papers 628, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Tommaso Denti & Massimo Marinacci & Luigi Montrucchio, 2020. "A note on rational inattention and rate distortion theory," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 75-89, June.
- Simone Cerreia-Vioglio & Alfio Giarlotta & Salvatore Greco & Fabio Maccheroni & Massimo Marinacci, 2020. "Rational preference and rationalizable choice," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 61-105, February.
- Carlo Baldassi & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Marco Pirazzini, 2020. "A Behavioral Characterization of the Drift Diffusion Model and Its Multialternative Extension for Choice Under Time Pressure," Management Science, INFORMS, vol. 66(11), pages 5075-5093, November.
- Loïc Berger & Massimo Marinacci, 2020.
"Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 77(3), pages 475-501, November.
- Loïc Berger & Massimo Marinacci, 2020. "Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research," Post-Print hal-03031728, HAL.
- Loïc Berger & Massimo Marinacci, 2020. "Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research," Post-Print hal-02914088, HAL.
- 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.
- Marinacci, Massimo & Massari, Filippo, 2019. "Learning from ambiguous and misspecified models," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 144-149.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2019. "A Characterization of Probabilities with Full Support and the Laplace Method," Journal of Optimization Theory and Applications, Springer, vol. 181(2), pages 470-478, May.
- 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.
- Massimo Marinacci & Federico Severino, 2018. "Weak time-derivatives and no-arbitrage pricing," Finance and Stochastics, Springer, vol. 22(4), pages 1007-1036, October.
- 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.
- 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.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2017.
"Stochastic Dominance Analysis Without the Independence Axiom,"
Management Science, INFORMS, vol. 63(4), pages 1097-1109, April.
- Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "Stochastic Dominance Analysis without the Independence Axiom," Working Papers 549, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Battigalli, P. & Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M., 2016.
"Analysis of information feedback and selfconfirming equilibrium,"
Journal of Mathematical Economics, Elsevier, vol. 66(C), pages 40-51.
- Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2012. "Analysis of Information Feedback and Selfconfirming Equilibrium," Working Papers 459, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- P. Battigalli & S. Cerreia‐Vioglio & F. Maccheroni & M. Marinacci, 2016.
"A Note on Comparative Ambiguity Aversion and Justifiability,"
Econometrica, Econometric Society, vol. 84, pages 1903-1916, September.
- Pierpaolo Battigalli & Simone cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2014. "A note on comparative ambiguity aversion and justi?fiability," Working Papers 527, 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.
- Borgonovo, Emanuele & Marinacci, Massimo, 2015. "Decision analysis under ambiguity," European Journal of Operational Research, Elsevier, vol. 244(3), pages 823-836.
- Massimo Marinacci, 2015.
"Model Uncertainty,"
Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
- Massimo Marinacci, 2015. "Model Uncertainty," Working Papers 553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- 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.
- S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & A. Rustichini, 2014. "The Structure of Variational Preferences," Working Papers 520, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- 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.
- P Battigalli & S Cerreia-Vioglio & F Maccheroni & M Marinacci, 2012. "Selfconfirming Equilibrium and Model Uncertainty," Levine's Working Paper Archive 786969000000000376, David K. Levine.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2015. "Corrigendum: Pride and Diversity in Social Economies," American Economic Journal: Microeconomics, American Economic Association, vol. 7(1), pages 354-359, February.
- Fabio Maccheroni Jr. & Massimo Marinacci Jr. & Aldo Rustichini Jr., 2014. "Pride and Diversity in Social Economies," American Economic Journal: Microeconomics, American Economic Association, vol. 6(4), pages 237-271, November.
- Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino, 2013.
"Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis,"
Econometrica, Econometric Society, vol. 81(3), pages 1075-1113, May.
- Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino, 2010. "Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis," Working Papers 373, 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.
- Černý, Aleš & Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2012.
"On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility,"
Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 386-395.
- Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2012.
"On the Smooth Ambiguity Model: A Reply,"
Econometrica, Econometric Society, vol. 80(3), pages 1303-1321, May.
- Sujoy Mukerji & Peter Klibanoff & Massimo Marinacci, 2009. "On the Smooth Ambiguity Model: A Reply," Economics Series Working Papers 449, University of Oxford, Department of Economics.
- Peter Klibano & Massimo Marinacci & Sujoy Mukerji, 2009. "On the Smooth Ambiguity Model: A Reply," Levine's Working Paper Archive 814577000000000344, David K. Levine.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2011. "On the Smooth Ambiguity Model: A Reply," Working Papers 410, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- 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.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2012.
"Social Decision Theory: Choosing within and between Groups,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1591-1636.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "Social Decision Theory: Choosing within and between Groups," Carlo Alberto Notebooks 71, 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. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, 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.
- Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2010. "Rational Preferences under Ambiguity," Carlo Alberto Notebooks 169, Collegio Carlo Alberto.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2011.
"Definitions of ambiguous events and the smooth ambiguity model,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 399-424, October.
- Sujoy Mukerji & Peter Klibanoff and Massimo Marinacci, 2011. "Definitions of Ambiguous Events and the Smooth Ambiguity Model," Economics Series Working Papers 525, University of Oxford, Department of Economics.
- Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2010.
"Objective and Subjective Rationality in a Multiple Prior Model,"
Econometrica, Econometric Society, vol. 78(2), pages 755-770, March.
- Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2010. "Objective and Subjective Rationality in a Multiple Prior Model," Post-Print hal-00537082, HAL.
- Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality in a Multiple Prior Model," Carlo Alberto Notebooks 73, Collegio Carlo Alberto, revised 2008.
- Gilboa, Itzhak & Maccheroni, Fabio & Marinacciand, Massimo & Schmeidler, David, 2009. "Objective and Subjective Rationality in a Multiple Prior Model," Foerder Institute for Economic Research Working Papers 275721, Tel-Aviv University > Foerder Institute for Economic Research.
- Marinacci, Massimo & Montrucchio, Luigi, 2010. "Unique solutions for stochastic recursive utilities," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1776-1804, September.
- Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009.
"Recursive smooth ambiguity preferences,"
Journal of Economic Theory, Elsevier, vol. 144(3), pages 930-976, May.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006. "Recursive Smooth Ambiguity Preferences," Carlo Alberto Notebooks 17, Collegio Carlo Alberto, revised 2008.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009.
"Portfolio Selection With Monotone Mean‐Variance Preferences,"
Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 487-521, July.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," ICER Working Papers - Applied Mathematics Series 27-2004, ICER - International Centre for Economic Research, revised Dec 2004.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," Carlo Alberto Notebooks 6, Collegio Carlo Alberto, revised 2007.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2008. "Portfolio Selection with Monotone Mean-Variance Preferences," Temi di discussione (Economic working papers) 664, Bank of Italy, Economic Research and International Relations Area.
- Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga, 2005. "Portfolio Selection with Monotone Mean-Variance Preferences," Finance 0502014, University Library of Munich, Germany.
- Epstein, Larry G. & Marinacci, Massimo, 2007.
"Mutual absolute continuity of multiple priors,"
Journal of Economic Theory, Elsevier, vol. 137(1), pages 716-720, November.
- Larry G. Epstein & Massimo Marinacci, 2006. "Mutual Absolute Continuity of Multiple Priors," Carlo Alberto Notebooks 19, Collegio Carlo Alberto.
- , G. & , & ,, 2007. "Coarse contingencies and ambiguity," Theoretical Economics, Econometric Society, vol. 2(4), December.
- 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.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006.
"Ambiguity Aversion, Robustness, and the Variational Representation of Preferences,"
Econometrica, Econometric Society, vol. 74(6), pages 1447-1498, November.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004. "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences," Carlo Alberto Notebooks 12, Collegio Carlo Alberto, revised 2006.
- Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2006.
"Dynamic variational preferences,"
Journal of Economic Theory, Elsevier, vol. 128(1), pages 4-44, May.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Dynamic Variational Preferences," Carlo Alberto Notebooks 1, Collegio Carlo Alberto.
- Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2005.
"Certainty Independence and the Separation of Utility and Beliefs,"
Journal of Economic Theory, Elsevier, vol. 120(1), pages 129-136, January.
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2002. "Certainty Independence and the Separation of Utility and Beliefs," ICER Working Papers - Applied Mathematics Series 40-2002, ICER - International Centre for Economic Research.
- 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.
- 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.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2005.
"A Smooth Model of Decision Making under Ambiguity,"
Econometrica, Econometric Society, vol. 73(6), pages 1849-1892, November.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2002. "A smooth model of decision making under ambiguity," ICER Working Papers - Applied Mathematics Series 11-2003, ICER - International Centre for Economic Research, revised Apr 2003.
- Sujoy Mukerji & Peter Klibanoff & Northwesern University Massimo Marinacci & Dip. di Satistic e Matematica Applicata & Universita di Torino and ICER, 2002. "A Smooth Model of Decision,Making Under Ambiguity," Economics Series Working Papers 113, University of Oxford, Department of Economics.
- 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.
- Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2004. "Differentiating ambiguity and ambiguity attitude," Journal of Economic Theory, Elsevier, vol. 118(2), pages 133-173, 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.
- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2004.
"Choquet Insurance Pricing: A Caveat,"
Mathematical Finance, Wiley Blackwell, vol. 14(3), pages 481-485, July.
- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Choquet insurance pricing: a caveat," ICER Working Papers - Applied Mathematics Series 14-2003, ICER - International Centre for Economic Research, revised May 2003.
- 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, 2001. "Subcalculus for set functions and cores of TU games," ICER Working Papers - Applied Mathematics Series 09-2001, ICER - International Centre for Economic Research.
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2003.
"A Subjective Spin on Roulette Wheels,"
Econometrica, Econometric Society, vol. 71(6), pages 1897-1908, November.
- Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo & Siniscalchi, Marciano, 2001. "A Subjective Spin on Roulette Wheels," Working Papers 1127, California Institute of Technology, Division of the Humanities and Social Sciences.
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2001. "A subjective spin on roulette wheels," ICER Working Papers - Applied Mathematics Series 17-2001, ICER - International Centre for Economic Research, revised Aug 2001.
- 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.
- 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.
- 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.
- Massimo Marinacci, 2002. "Learning from ambiguous urns," Statistical Papers, Springer, vol. 43(1), pages 143-151, January.
- Ghirardato, Paolo & Marinacci, Massimo, 2002. "Ambiguity Made Precise: A Comparative Foundation," Journal of Economic Theory, Elsevier, vol. 102(2), pages 251-289, February.
- Massimo Marinacci, 2002.
"Probabilistic Sophistication and Multiple Priors,"
Econometrica, Econometric Society, vol. 70(2), pages 755-764, March.
- Massimo Marinacci, 2001. "Probabilistic sophistication and multiple priors," ICER Working Papers - Applied Mathematics Series 08-2001, ICER - International Centre for Economic Research.
- Epstein, Larry G. & Marinacci, Massimo, 2001. "The Core of Large Differentiable TU Games," Journal of Economic Theory, Elsevier, vol. 100(2), pages 235-273, October.
- Marinacci, Massimo, 2000. "Ambiguous Games," Games and Economic Behavior, Elsevier, vol. 31(2), pages 191-219, May.
- Paolo Ghirardato & Massimo Marinacci, 2000. "The impossibility of compromise: some uniqueness properties of expected utility preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(2), pages 245-258.
- Massimo Marinacci, 2000. "A uniqueness theorem for convex-ranged probabilities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 23(2), pages 121-132.
- Marinacci, Massimo, 1999. "Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation," Journal of Economic Theory, Elsevier, vol. 84(2), pages 145-195, February.
- Ghirardato, Paolo & Klibanoff, Peter & Marinacci, Massimo, 1998. "Additivity with multiple priors," Journal of Mathematical Economics, Elsevier, vol. 30(4), pages 405-420, November.
- Marinacci, Massimo, 1998. "An Axiomatic Approach to Complete Patience and Time Invariance," Journal of Economic Theory, Elsevier, vol. 83(1), pages 105-144, November.
- Massimo Marinacci, 1997. "Finitely Additive and Epsilon Nash Equilibria," International Journal of Game Theory, Springer;Game Theory Society, vol. 26(3), pages 315-333.
- Massimo Marinacci, 1997.
"Vitali’s early contribution to non-additive integration,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 20(2), pages 153-158, September.
RePEc:inm:ormoor:v:26:y:2001:i:4:p:864-890 is not listed on IDEAS
RePEc:inm:ormoor:v:36:y:2011:i:2:p:321-339 is not listed on IDEAS
RePEc:inm:ormnsc:v:44:y:2019:i:4:p:1174-1191 is not listed on IDEAS
RePEc:inm:ormoor:v:30:y:2005:i:2:p:311-332 is not listed on IDEAS
RePEc:inm:ormoor:v:21:y:1996:i:4:p:1000-1015 is not listed on IDEAS
Chapters
RePEc:spr:thdchp:978-3-540-68437-4_1 is not listed on IDEAS
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 62 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-UPT: Utility Models and Prospect Theory (35) 2006-09-16 2006-09-16 2006-09-16 2006-09-30 2008-04-04 2008-04-04 2008-09-13 2008-11-11 2008-11-18 2009-02-14 2009-09-26 2009-09-26 2010-12-18 2011-01-30 2011-02-05 2011-02-12 2011-04-09 2011-06-11 2012-01-03 2013-06-30 2014-07-05 2015-06-20 2015-07-18 2015-09-05 2017-12-11 2018-01-08 2018-10-29 2020-01-20 2020-05-11 2020-05-18 2020-08-10 2020-08-24 2020-08-24 2020-12-21 2021-01-18. Author is listed
- NEP-MIC: Microeconomics (19) 2000-04-17 2000-04-17 2011-09-16 2012-01-03 2012-02-27 2012-12-15 2013-06-30 2014-07-05 2014-11-01 2015-06-20 2015-07-18 2017-07-30 2020-01-20 2020-08-17 2020-08-24 2020-08-24 2020-12-21 2021-01-18 2021-03-01. Author is listed
- NEP-DCM: Discrete Choice Models (6) 2008-04-04 2017-12-11 2020-05-11 2020-05-11 2020-05-18 2020-08-24. Author is listed
- NEP-GTH: Game Theory (6) 2000-06-05 2003-07-10 2003-07-10 2006-09-16 2012-01-03 2018-08-20. Author is listed
- NEP-HPE: History and Philosophy of Economics (5) 2008-04-04 2011-02-12 2011-09-16 2020-08-24 2021-01-18. Author is listed
- NEP-ORE: Operations Research (5) 2008-06-21 2011-02-05 2015-06-20 2020-05-11 2020-08-24. Author is listed
- NEP-CBE: Cognitive and Behavioural Economics (4) 2006-09-16 2006-09-30 2008-04-04 2008-04-04
- NEP-FIN: Finance (4) 2000-04-17 2005-02-13 2005-04-16 2006-09-16
- NEP-CBA: Central Banking (3) 2006-09-16 2008-04-04 2011-02-12
- NEP-RMG: Risk Management (3) 2003-07-10 2003-07-10 2012-11-24
- NEP-CDM: Collective Decision-Making (2) 2008-04-04 2013-06-30
- NEP-CMP: Computational Economics (2) 2020-05-11 2020-08-24
- NEP-ECM: Econometrics (2) 2005-02-13 2011-04-09
- NEP-ENE: Energy Economics (2) 2018-01-08 2021-01-18
- NEP-ENV: Environmental Economics (2) 2018-01-08 2021-01-18
- NEP-EVO: Evolutionary Economics (2) 2006-09-16 2008-04-04
- NEP-EXP: Experimental Economics (2) 2018-08-20 2020-01-20
- NEP-GEN: Gender (2) 2020-05-11 2020-05-11
- NEP-HEA: Health Economics (2) 2021-02-22 2022-02-07
- NEP-AGR: Agricultural Economics (1) 2018-01-08
- NEP-BIG: Big Data (1) 2020-05-11
- NEP-CSE: Economics of Strategic Management (1) 2017-12-11
- NEP-CTA: Contract Theory and Applications (1) 2012-12-15
- NEP-CWA: Central and Western Asia (1) 2021-01-18
- NEP-DGE: Dynamic General Equilibrium (1) 2006-09-16
- NEP-FMK: Financial Markets (1) 2006-09-16
- NEP-IAS: Insurance Economics (1) 2003-07-10
- NEP-IND: Industrial Organization (1) 2000-05-01
- NEP-KNM: Knowledge Management and Knowledge Economy (1) 2006-09-30
- NEP-MAC: Macroeconomics (1) 2008-04-04
- NEP-SOC: Social Norms and Social Capital (1) 2008-04-04
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Massimo Marinacci should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.