Publications

by members of

Dipartimento di Statistica e Matematica Applicata "D. De Castro"
Università degli Studi di Torino
Torino, Italy

(Department of Statistics and Applied Mathematics, )

Working papers

2008

1. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto. [Downloadable!]
2. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Complete Monotone Quasiconcave Duality," Carlo Alberto Notebooks 80, Collegio Carlo Alberto. [Downloadable!]
3. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Risk Measures: Rationality and Diversification," Carlo Alberto Notebooks 100, Collegio Carlo Alberto. [Downloadable!]
4. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality," Levine's Bibliography 122247000000001950, UCLA Department of Economics. [Downloadable!]
5. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "Social Decision Theory: Choosing within and between Groups," Carlo Alberto Notebooks 71, Collegio Carlo Alberto. [Downloadable!]
6. 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. [Downloadable!]
7. 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 Department. [Downloadable!]
8. 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. [Downloadable!]
9. Silvia Salini & Ron Kenett, 2008. "Relative Linkage Disequilibrium: A New measure for association rules," UNIMI - Research Papers in Economics, Business, and Statistics 1069, Universitá degli Studi di Milano. [Downloadable!]

2007

1. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007. "Revealed Ambiguity and Its Consequences: Updating," Carlo Alberto Notebooks 44, Collegio Carlo Alberto. [Downloadable!]
2. Massimo Marinacci & Luigi Montrucchio, 2007. "Unique Solutions of Some Recursive Equations in Economic Dynamics," Carlo Alberto Notebooks 46, Collegio Carlo Alberto. [Downloadable!]
3. Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto. [Downloadable!]
4. Silvia SALINI & Ron S. KENETT, 2007. "Bayesian networks of customer satisfaction survey data," Departemental Working Papers 2007-33, Department of Economics University of Milan Italy. [Downloadable!]

2006

1. Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006. "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks 27, Collegio Carlo Alberto, revised 2009. [Downloadable!]
2. Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto. [Downloadable!]
3. Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006. "Cores of Non-Atomic Market Games," Carlo Alberto Notebooks 13, Collegio Carlo Alberto. [Downloadable!]
4. Massimo Marinacci & Luigi Montrucchio, 2006. "On Concavity and Supermodularity," Carlo Alberto Notebooks 5, Collegio Carlo Alberto. [Downloadable!]
5. Larry G. Epstein & Massimo Marinacci, 2006. "Mutual Absolute Continuity of Multiple Priors," Carlo Alberto Notebooks 19, Collegio Carlo Alberto. [Downloadable!]
6. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006. "Recursive Smooth Ambiguity Preferences," Carlo Alberto Notebooks 17, Collegio Carlo Alberto, revised 2008. [Downloadable!]
7. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Dynamic Variational Preferences," Carlo Alberto Notebooks 1, Collegio Carlo Alberto. [Downloadable!]
8. Larry G. Epstein & Massimo Marinacci & Seo Kyoungwon, 2006. "Coarse Contingencies," Carlo Alberto Notebooks 4, Collegio Carlo Alberto, revised 2007. [Downloadable!]

2005

1. Kim C. Border & Paolo Ghirardato & Uzi Segal, 2005. "Objective Subjective Probabilities," Boston College Working Papers in Economics 616, Boston College Department of Economics, revised 07 Dec 2005. [Downloadable!]
2. Border, Kim C. & Ghirardato, Paolo & Segal, Uzi, 2005. "Objective subjective probabilities," Working Papers 1228, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
3. Massimo Marinacci & Luigi Montrucchio, 2005. "On convexity and supermodularity," ICER Working Papers - Applied Mathematics Series 3-2005, ICER - International Centre for Economic Research. [Downloadable!]
4. Luigi Montrucchio & Marco Scarsini, 2005. "Large Newsvendor Games," Carlo Alberto Notebooks 15, Collegio Carlo Alberto. [Downloadable!]
5. Massimiliano Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2005. "Cores of non-atomic market games," Discussion Papers 0506-10, Columbia University, Department of Economics. [Downloadable!]
6. Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga, 2005. "Portfolio Selection with Monotone Mean-Variance Preferences," Finance 0502014, EconWPA. [Downloadable!]
7. Larry Epstein & Massimo Marinacci, 2005. "Coarse Contingencies," RCER Working Papers 515, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
8. 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_v1, HAL. [Downloadable!]

2004

1. 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. [Downloadable!]
2. 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. [Downloadable!]
3. 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. [Downloadable!]
4. 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. [Downloadable!]
5. 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. [Downloadable!]

2003

1. Massimo Marinacci & Luigi Montrucchio, 2003. "Ultramodular functions," ICER Working Papers - Applied Mathematics Series 13-2003, ICER - International Centre for Economic Research. [Downloadable!]
2. 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. [Downloadable!]
3. 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. [Downloadable!]

2002

1. 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. [Downloadable!]
2. 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. [Downloadable!]
3. Aldo Rustichini & John Dickhaut & Paolo Ghirardato & Kip Smith & Jose V. Pardo, 2002. "A brain imaging study of the choice procedure," CEEL Working Papers 0217, Computable and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia. [Downloadable!]
4. 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. [Downloadable!]
5. 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. [Downloadable!]
6. 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. [Downloadable!]
7. 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. [Downloadable!]
8. 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. [Downloadable!]
9. 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. [Downloadable!]
10. Dirk Tasche & Luisa Tibiletti, 2002. "A shortcut to sign Incremental Value-at-Risk for risk allocation," Quantitative Finance Papers cond-mat/0204593, arXiv.org, revised Oct 2002. [Downloadable!]

2001

1. 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. [Downloadable!]
2. 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. [Downloadable!]
3. 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. [Downloadable!]
4. 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. [Downloadable!]
5. 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. [Downloadable!]
6. 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. [Downloadable!]
7. 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. [Downloadable!]
8. Massimo Marinacci, 2001. "Probabilistic sophistication and multiple priors," ICER Working Papers - Applied Mathematics Series 08-2001, ICER - International Centre for Economic Research. [Downloadable!]
9. 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. [Downloadable!]

2000

1. Paolo Ghirardato & Massimo Marinacci, 2000. "Risk, Ambiguity, and the Separation of Utility and Beliefs," Levine's Bibliography 7616, UCLA Department of Economics. [Downloadable!]
2. Paolo Ghirardato & Massimo Marinacci, 2000. "Risk, Ambiguity and the Separation of Utility and Beliefs," Econometric Society World Congress 2000 Contributed Papers 1143, Econometric Society. [Downloadable!]
3. Ghirardato, Paolo & Katz, Jonathan N., 2000. "Indecision Theory: Explaining Selective Abstention in Multiple Elections," Working Papers 1106, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
4. 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. [Downloadable!]
5. 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. [Downloadable!]
6. Larry G. Epstein & Massimo Marinacci, 2000. "The Core of Large TU Games," RCER Working Papers 469, University of Rochester - Center for Economic Research (RCER). [Downloadable!]

1999

1. 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. [Downloadable!]
2. Montrucchio, Luigi & Privileggi, Fabio, 1999. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," P.O.L.I.S. department's Working Papers 5, Department of Public Policy and Public Choice - POLIS. [Downloadable!]

1997

1. Ghirardato, Paolo & Le Breton, Michel, 1997. "Choquet Rationalizability," Working Papers 1000, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
2. 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. [Downloadable!]

1996

1. Ghirardato, Paolo, 1996. "Coping With Ignorance: Unforeseen Contingencies and Non-Additive Uncertainty," Working Papers 945, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
2. 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. [Downloadable!]

1995

1. Ghirardato, Paolo, 1995. "On Independence For Non-Additive Measures, With a Fubini Theorem," Working Papers 940, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
2. Massimo Marinacci, 1995. "Decomposition and Representation of Coalitional Games," Discussion Papers 1152, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

1993

1. 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. [Downloadable!]
2. 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. [Downloadable!]

1988

1. Montrucchio, L., 1988. "Dynamical Systems That Solve Continuous-Time Concave Optimization Problems Anything Goes," UFAE and IAE Working Papers 109-89, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).

1987

1. 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. [Downloadable!]
2. 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. [Downloadable!]

Journal articles

2009

1. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009. "Portfolio Selection With Monotone Mean-Variance Preferences," Mathematical Finance, Blackwell Publishing, vol. 19(3), pages 487-521. [Downloadable!] (restricted)
2. Martin Eling & Luisa Tibiletti, 2009. "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, International Atlantic Economic Society, vol. 37(2), pages 209-210, June. [Downloadable!] (restricted)
3. Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa, 2009. "Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio," European Journal of Operational Research, Elsevier, vol. 192(1), pages 209-215, January. [Downloadable!] (restricted)

2008

1. Kim Border & Paolo Ghirardato & Uzi Segal, 2008. "Unanimous subjective probabilities," Economic Theory, Springer, vol. 34(2), pages 383-387, February. [Downloadable!] (restricted)
2. Farinelli, Simone & Tibiletti, Luisa, 2008. "Sharpe thinking in asset ranking with one-sided measures," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1542-1547, March. [Downloadable!] (restricted)
3. Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa, 2008. "Beyond Sharpe ratio: Optimal asset allocation using different performance ratios," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2057-2063, October. [Downloadable!] (restricted)

2007

1. Montrucchio, Luigi & Scarsini, Marco, 2007. "Large newsvendor games," Games and Economic Behavior, Elsevier, vol. 58(2), pages 316-337, February. [Downloadable!] (restricted)
2. Epstein, Larry G. & Marinacci, Massimo, 2007. "Mutual absolute continuity of multiple priors," Journal of Economic Theory, Elsevier, vol. 137(1), pages 716-720, November. [Downloadable!] (restricted)
3. Epstein, Larry G. & Marinacci, Massimo & Seo, Kyoungwon, 2007. "Coarse contingencies and ambiguity," Theoretical Economics, Society for Economic Theory, vol. 2(4), pages 355-394, December. [Downloadable!]

2006

1. Paolo Ghirardato & Jonathan N. Katz, 2006. "Indecision Theory: Weight of Evidence and Voting Behavior," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 8(3), pages 379-399, 08. [Downloadable!] (restricted)
2. M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006. "Cores of non-atomic market games," International Journal of Game Theory, Springer, vol. 34(3), pages 399-424, October. [Downloadable!] (restricted)
3. Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2006. "Dynamic variational preferences," Journal of Economic Theory, Elsevier, vol. 128(1), pages 4-44, May. [Downloadable!] (restricted)
4. 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. [Downloadable!] (restricted)
5. Luisa Tibiletti, 2006. "A Shortcut Way of Pricing Default Risk Through Zero-Utility Principle," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(2), pages 303-308. [Downloadable!] (restricted)
6. Ron Kenett, 2006. "On the planning and design of sample surveys," Journal of Applied Statistics, Taylor and Francis Journals, vol. 33(4), pages 405-415, May. [Downloadable!] (restricted)
7. R. Kenett & P. Thyregod, 2006. "Aspects of statistical consulting not taught by academia," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(3), pages 396-411. [Downloadable!] (restricted)

2005

1. 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. [Downloadable!] (restricted)
2. Rustichini, Aldo & Dickhaut, John & Ghirardato, Paolo & Smith, Kip & Pardo, Jose V., 2005. "A brain imaging study of the choice procedure," Games and Economic Behavior, Elsevier, vol. 52(2), pages 257-282, August. [Downloadable!] (restricted)
3. Massimo Marinacci & Luigi Montrucchio, 2005. "Stable cores of large games," International Journal of Game Theory, Springer, vol. 33(2), pages 189-213, 06. [Downloadable!] (restricted)
4. Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Economic Theory, Springer, vol. 26(4), pages 973-982, November. [Downloadable!] (restricted)
5. 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. [Downloadable!] (restricted)

2004

1. Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2004. "Differentiating ambiguity and ambiguity attitude," Journal of Economic Theory, Elsevier, vol. 118(2), pages 133-173, October. [Downloadable!] (restricted)
2. Luigi Montrucchio, 2004. "Cass transversality condition and sequential asset bubbles," Economic Theory, Springer, vol. 24(3), pages 645-663, October. [Downloadable!] (restricted)
3. 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. [Downloadable!] (restricted)
4. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2004. "Choquet Insurance Pricing: A Caveat," Mathematical Finance, Blackwell Publishing, vol. 14(3), pages 481-485. [Downloadable!] (restricted)
5. Luisa Tibiletti, 2004. "Pricing default risk premium through fear of ruin," Atlantic Economic Journal, International Atlantic Economic Society, vol. 32(4), pages 356-356, December. [Downloadable!] (restricted)

2003

1. 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. [Downloadable!] (restricted)
2. 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. [Downloadable!] (restricted)
3. Tapan Mitra & Luigi Montrucchio & Fabio Privileggi, 2003. "The nature of the steady state in models of optimal growth under uncertainty," Economic Theory, Springer, vol. 23(1), pages 39-71, December. [Downloadable!] (restricted)
4. 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, vol. 20(3), pages 457-465, 06. [Downloadable!] (restricted)
5. Luisa Tibiletti & Simone Farinelli, 2003. "Upside and downside risk with a benchmark," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(4), pages 387-387, December. [Downloadable!] (restricted)

2002

1. Paolo Ghirardato, 2002. "research articles : Revisiting Savage in a conditional world," Economic Theory, Springer, vol. 20(1), pages 83-92. [Downloadable!] (restricted)
2. Ghirardato, Paolo & Marinacci, Massimo, 2002. "Ambiguity Made Precise: A Comparative Foundation," Journal of Economic Theory, Elsevier, vol. 102(2), pages 251-289, February. [Downloadable!] (restricted)
3. 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. [Downloadable!] (restricted)
4. Massimo Marinacci, 2002. "Probabilistic Sophistication and Multiple Priors," Econometrica, Econometric Society, vol. 70(2), pages 755-764, March. [Downloadable!] (restricted)
5. Massimo Marinacci, 2002. "Learning from ambiguous urns," Statistical Papers, Springer, vol. 43(1), pages 143-151, January. [Downloadable!] (restricted)

2001

1. Paolo Ghirardato, 2001. "research articles : Coping with ignorance: unforeseen contingencies and non-additive uncertainty," Economic Theory, Springer, vol. 17(2), pages 247-276. [Downloadable!] (restricted)
2. 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. [Downloadable!] (restricted)
3. 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. [Downloadable!] (restricted)

2000

1. Paolo Ghirardato & Massimo Marinacci, 2000. "research articles : The impossibility of compromise: some uniqueness properties of expected utility preferences," Economic Theory, Springer, vol. 16(2), pages 245-258. [Downloadable!] (restricted)
2. Ghirardato, Paolo & Le Breton, Michel, 2000. "Choquet Rationality," Journal of Economic Theory, Elsevier, vol. 90(2), pages 277-285, February. [Downloadable!] (restricted)
3. Marinacci, Massimo, 2000. "Ambiguous Games," Games and Economic Behavior, Elsevier, vol. 31(2), pages 191-219, May. [Downloadable!] (restricted)
4. Massimo Marinacci, 2000. "A uniqueness theorem for convex-ranged probabilities," Decisions in Economics and Finance, Springer, vol. 23(2), pages 121-132. [Downloadable!] (restricted)

1999

1. Maria Luisa Gota & Luigi Montrucchio, 1999. "On Lipschitz continuity of policy functions in continuous-time optimal growth models," Economic Theory, Springer, vol. 14(2), pages 479-488. [Downloadable!] (restricted)
2. 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. [Downloadable!] (restricted)
3. Luisa Tibiletti, 1999. "The paradox of tax full compliance: A solution," Atlantic Economic Journal, International Atlantic Economic Society, vol. 27(3), pages 356-356, September. [Downloadable!] (restricted)
4. Göran Skogh & Luisa Tibiletti, 1999. "Compensation of Uncertain Lost Earnings," European Journal of Law and Economics, Springer, vol. 8(1), pages 51-61, July. [Downloadable!] (restricted)

1998

1. Ghirardato, Paolo & Klibanoff, Peter & Marinacci, Massimo, 1998. "Additivity with multiple priors," Journal of Mathematical Economics, Elsevier, vol. 30(4), pages 405-420, November. [Downloadable!] (restricted)
2. Montrucchio, Luigi, 1998. "Thompson metric, contraction property and differentiability of policy functions," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 449-466, January. [Downloadable!] (restricted)
3. Marinacci, Massimo, 1998. "An Axiomatic Approach to Complete Patience and Time Invariance," Journal of Economic Theory, Elsevier, vol. 83(1), pages 105-144, November. [Downloadable!] (restricted)

1997

1. Ghirardato, Paolo, 1997. "On Independence for Non-Additive Measures, with a Fubini Theorem," Journal of Economic Theory, Elsevier, vol. 73(2), pages 261-291, April. [Downloadable!] (restricted)
2. Massimo Marinacci, 1997. "Finitely Additive and Epsilon Nash Equilibria," International Journal of Game Theory, Springer, vol. 26(3), pages 315-333.
3. Massimo Marinacci, 1997. "Vitali’s early contribution to non-additive integration," Decisions in Economics and Finance, Springer, vol. 20(2), pages 153-158, September. [Downloadable!] (restricted)

1996

1. Montrucchio, Luigi & Sorger, Gerhard, 1996. "Topological entropy of policy functions in concave dynamic optimization models," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 181-194. [Downloadable!] (restricted)
2. Ron S. Kenett, Moshe Pollak, 1996. "Data-analytic aspects of the Shiryayev-Roberts control chart: surveillance of a non-homogeneous Poisson process," Journal of Applied Statistics, Taylor and Francis Journals, vol. 23(1), pages 125-138, February. [Downloadable!] (restricted)

1995

1. Montrucchio, Luigi, 1995. "A turnpike theorem for continuous-time optimal-control models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 599-619, April. [Downloadable!] (restricted)
2. Montrucchio, Luigi, 1995. "A New Turnpike Theorem for Discounted Programs," Economic Theory, Springer, vol. 5(3), pages 371-82, May.
3. Boldrin Michele & Montrucchio Luigi, 1995. "Acyclicity and Dynamic Stability: Generalizations and Applications," Journal of Economic Theory, Elsevier, vol. 65(2), pages 303-326, April. [Downloadable!] (restricted)
4. Agnihothri, Saligrama R. & Kenett, Ron S., 1995. "The impact of defects on a process with rework," European Journal of Operational Research, Elsevier, vol. 80(2), pages 308-327, January. [Downloadable!] (restricted)

1994

1. Montrucchio, Luigi, 1994. "The neighbourhood turnpike property for continuous-time optimal growth models," Ricerche Economiche, Elsevier, vol. 48(3), pages 213-224, September. [Downloadable!] (restricted)

1993

1. Luigi Montrucchio & Luisa Tibiletti, 1993. "Risk aversion in the small and Jensen inequalities," Decisions in Economics and Finance, Springer, vol. 16(2), pages 21-37, September. [Downloadable!] (restricted)

1991

1. Montrucchio, Luigi & Peccati, Lorenzo, 1991. "A note on Shiu--Fisher--Weil immunization theorem," Insurance: Mathematics and Economics, Elsevier, vol. 10(2), pages 125-131, July. [Downloadable!] (restricted)

1988

1. Boldrin, Michele & Montrucchio, Luigi, 1988. "Acyclicity and Stability of Intertemporal Optimization Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(1), pages 137-46, February. [Downloadable!] (restricted)

1987

1. Dana, Rose-Anne & Montrucchio, Luigi, 1987. "On rational dynamic strategies in infinite horizon models where agents discount the future," Journal of Economic Behavior & Organization, Elsevier, vol. 8(3), pages 497-511, September. [Downloadable!] (restricted)
2. Montrucchio, Luigi, 1987. "Lipschitz continuous policy functions for strongly concave optimization problems," Journal of Mathematical Economics, Elsevier, vol. 16(3), pages 259-273, June. [Downloadable!] (restricted)

1986

1. Boldrin, Michele & Montrucchio, Luigi, 1986. "On the indeterminacy of capital accumulation paths," Journal of Economic Theory, Elsevier, vol. 40(1), pages 26-39, October. [Downloadable!] (restricted)
2. Dana, Rose-Anne & Montrucchio, Luigi, 1986. "Dynamic complexity in duopoly games," Journal of Economic Theory, Elsevier, vol. 40(1), pages 40-56, October. [Downloadable!] (restricted)

This page was last updated on 2009-11-1.