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Citations of
Marco Scarsini

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Luigi Montrucchio & Marco Scarsini, 2005. "Large Newsvendor Games," Carlo Alberto Notebooks 15, Collegio Carlo Alberto. [Downloadable!]
    Published as:

    Cited by:

    1. Ozen, U. & Slikker, M. & Norde, H.W., 2007. "A General Framework for Cooperation under Uncertainty," Discussion Paper 2007-57, Tilburg University, Center for Economic Research. [Downloadable!]
    2. 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!]
      Other versions:
    3. 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!]
    4. Elisa Luciano & Elena Vigna, 2006. "Non mean reverting affne processes for stochastic mortality," Carlo Alberto Notebooks 30, Collegio Carlo Alberto. [Downloadable!]
      Other versions:

  2. Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003. "A folk theorem for minority games," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research. [Downloadable!]
    Published as:

    Cited by:

    1. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003. [Downloadable!]
      Other versions:
    2. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    3. Willemien Kets, 2007. "The minority game: An economics perspective," Quantitative Finance Papers 0706.4432, arXiv.org. [Downloadable!]
      Other versions:
    4. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    5. Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003. "A folk theorem for minority games," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    6. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]
    7. Thibault Gajdos & Eric Maurin, 2002. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003. [Downloadable!]
      Other versions:
    8. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    9. Ted Theodosopoulos & Ming Yuen, 2006. "Imbalance attractors for a strategic model of market microstructure," Quantitative Finance Papers math/0605421, arXiv.org. [Downloadable!]
    10. Kets, W. & Voorneveld, M., 2007. "Congestion, Equilibrium and Learning: The Minority Game," Discussion Paper 2007-61, Tilburg University, Center for Economic Research. [Downloadable!]
    11. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

  3. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
    Published as:

    Cited by:

    1. Charpentier, Arthur & Segers, Johan, 2006. "Lower tail dependence for Archimedean copulas: characterizations and pitfalls," Discussion Paper 29, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    3. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    4. Laureano Escudero & Eva-María Ortega, 2009. "How retention levels influence the variability of the total risk under reinsurance," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 17(1), pages 139-157, July. [Downloadable!] (restricted)
    5. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]
    6. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    7. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

  4. Salvatore Modica & Marco Scarsini, 2003. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research. [Downloadable!]

    Cited by:

    1. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003. [Downloadable!]
      Other versions:
    2. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    3. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    4. Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003. "A folk theorem for minority games," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    5. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]
    6. Thibault Gajdos & Eric Maurin, 2002. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003. [Downloadable!]
      Other versions:
    7. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    8. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

  5. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

    Cited by:

    1. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    2. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, EconWPA. [Downloadable!]
    3. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    4. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]

  6. Bruno Bassan & Olivier Gossner & Marco Scarsini & Shmuel Zamir, 2001. "Positive value of information in games," Discussion Paper Series dp294, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem, revised Jul 2002. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    2. L. Picci, 2007. "The Reputational Budget and its Uses," Working Papers 587, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
    3. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    4. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]
    5. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    6. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

  7. Marco Dall’Aglio & Marco Scarsini, 2000. "Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex," ICER Working Papers - Applied Mathematics Series 27-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

    Cited by:

    1. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    2. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    3. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]
    4. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    5. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

  8. Bassan, B. & Gossner, O. & Scarsini, M. & Zamir, S., 1999. "A Class of Games with Positive Value of Information," Papers 99-32, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
    Other versions:

    Cited by:

    1. Ehud Lehrer & Dinah Rosenberg, 2003. "What restrictions do Bayesian games impose on the value of information?," Game Theory and Information 0312005, EconWPA. [Downloadable!]
      Other versions:
    2. Ehud Lehrer & Dinah Rosenberg, 2003. "Information and Its Value in Zero-Sum Repeated Games," Game Theory and Information 0312003, EconWPA. [Downloadable!]
    3. Alfred Müller & Marco Scarsini, 2002. "Even Risk-Averters may Love Risk," Theory and Decision, Springer, vol. 52(1), pages 81-99, February. [Downloadable!] (restricted)

Articles

  1. Montrucchio, Luigi & Scarsini, Marco, 2007. "Large newsvendor games," Games and Economic Behavior, Elsevier, vol. 58(2), pages 316-337, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Dana, Rose-Anne & Scarsini, Marco, 2007. "Optimal risk sharing with background risk," Journal of Economic Theory, Elsevier, vol. 133(1), pages 152-176, March. [Downloadable!] (restricted)

    Cited by:

    1. Mario Menegatti, 2009. "Optimal saving in the presence of two risks," Journal of Economics, Springer, vol. 96(3), pages 277-288, April. [Downloadable!] (restricted)
    2. Kei Fukuda & Akihiko Inoue & Yumiharu Nakano, 2007. "Optimal intertemporal risk allocation applied to insurance pricing," Quantitative Finance Papers 0711.1143, arXiv.org, revised Nov 2007. [Downloadable!]
    3. Beatrice Acciaio, 2007. "Optimal risk sharing with non-monotone monetary functionals," Finance and Stochastics, Springer, vol. 11(2), pages 267-289, April. [Downloadable!] (restricted)
    4. Michail Anthropelos & Gordan Zitkovic, 2008. "On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets," Quantitative Finance Papers 0803.2198, arXiv.org. [Downloadable!]
    5. Damir Filipović & Gregor Svindland, 2008. "Optimal capital and risk allocations for law- and cash-invariant convex functions," Finance and Stochastics, Springer, vol. 12(3), pages 423-439, July. [Downloadable!] (restricted)

  3. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2006. "Some positive dependence stochastic orders," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 46-78, January. [Downloadable!] (restricted)

    Cited by:

    1. Colangelo Antonio, 2005. "Multivariate hazard orderings of discrete random vectors," Economics and Quantitative Methods qf05010, Department of Economics, University of Insubria. [Downloadable!]
    2. Colangelo Antonio, 2006. "Some Positive Dependence Orderings involving Tail Dependence," Economics and Quantitative Methods qf0601, Department of Economics, University of Insubria. [Downloadable!]

  4. Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Renault, Jerome & Scarlatti, Sergio & Scarsini, Marco, 2005. "A folk theorem for minority games," Games and Economic Behavior, Elsevier, vol. 53(2), pages 208-230, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2005. "Some notions of multivariate positive dependence," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 13-26, August. [Downloadable!] (restricted)

    Cited by:

    1. Colangelo Antonio, 2005. "Multivariate hazard orderings of discrete random vectors," Economics and Quantitative Methods qf05010, Department of Economics, University of Insubria. [Downloadable!]
    2. Alexander Saak, 2007. "A note on the value of public information in monopoly," Economic Theory, Springer, vol. 33(2), pages 369-379, November. [Downloadable!] (restricted)
    3. Colangelo Antonio, 2006. "Some Positive Dependence Orderings involving Tail Dependence," Economics and Quantitative Methods qf0601, Department of Economics, University of Insubria. [Downloadable!]

  7. Modica, Salvatore & Scarsini, Marco, 2005. "A note on comparative downside risk aversion," Journal of Economic Theory, Elsevier, vol. 122(2), pages 267-271, June. [Downloadable!] (restricted)

    Cited by:

    1. David Crainich & Louis Eeckhoudt, 2008. "On the intensity of downside risk aversion," Journal of Risk and Uncertainty, Springer, vol. 36(3), pages 267-276, June. [Downloadable!] (restricted)
      Other versions:

  8. Bruno Bassan & Olivier Gossner & Marco Scarsini & Shmuel Zamir, 2003. "Positive value of information in games," International Journal of Game Theory, Springer, vol. 32(1), pages 17-31, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. Muller, Alfred & Scarsini, Marco & Shaked, Moshe, 2002. "The Newsvendor Game Has a Nonempty Core," Games and Economic Behavior, Elsevier, vol. 38(1), pages 118-126, January. [Downloadable!] (restricted)

    Cited by:

    1. Ozen, U. & Fransoo, J. & Norde, H.W. & Slikker, M., 2004. "Cooperation between multiple newsvendors with warehouses," Discussion Paper 34, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Ozen, U. & Slikker, M. & Norde, H.W., 2007. "A General Framework for Cooperation under Uncertainty," Discussion Paper 2007-57, Tilburg University, Center for Economic Research. [Downloadable!]
    3. Flip Klijn & Marco Slikker, 2004. "Distribution Center Consolidation Games," UFAE and IAE Working Papers 602.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
    4. Peter Borm & Herbert Hamers & Ruud Hendrickx, 2001. "Operations research games: A survey," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 9(2), pages 139-199, December. [Downloadable!] (restricted)
      Other versions:
    5. Plambeck, Erica L. & Taylor, Terry A., 2004. "Implications of Breach Remedy and Renegotiation for Design of Supply Contracts," Research Papers 1888, Stanford University, Graduate School of Business. [Downloadable!]
    6. Ozen, Ulas & Norde, Henk & Slikker, Marco, 2005. "On the convexity of newsvendor games," Discussion Paper 103, Tilburg University, Center for Economic Research. [Downloadable!]

  10. Michel Denuit & Claude Lefèvre & Marco Scarsini, 2001. "On S-Convexity and Risk Aversion," Theory and Decision, Springer, vol. 50(3), pages 239-248, May. [Downloadable!] (restricted)

    Cited by:

    1. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, EconWPA. [Downloadable!]

  11. Dall'Aglio, Marco & Scarsini, Marco, 2001. "When Lorenz met Lyapunov," Statistics & Probability Letters, Elsevier, vol. 54(1), pages 101-105, August. [Downloadable!] (restricted)

    Cited by:

    1. K. Mosler, 2003. "Central regions and dependency," Econometrics 0309004, EconWPA. [Downloadable!]
    2. Marco Dall’Aglio & Marco Scarsini, 2000. "Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex," ICER Working Papers - Applied Mathematics Series 27-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

  12. Müller, Alfred & Scarsini, Marco, 2000. "Some Remarks on the Supermodular Order," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 107-119, April. [Downloadable!] (restricted)

    Cited by:

    1. Alexander E. Saak, 2004. "Spatial Production Concentration under Yield Risk and Risk Aversion," Center for Agricultural and Rural Development (CARD) Publications 04-wp362, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    2. Saak, Alexander, 2004. "Spatial Production Concentration under Yield Risk and Risk Aversion," Staff General Research Papers 11949, Iowa State University, Department of Economics. [Downloadable!]
    3. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, EconWPA. [Downloadable!]
    4. Laureano Escudero & Eva-María Ortega, 2009. "How retention levels influence the variability of the total risk under reinsurance," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 17(1), pages 139-157, July. [Downloadable!] (restricted)
    5. Alfred Müller, 2001. "Stochastic Ordering of Multivariate Normal Distributions," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(3), pages 567-575, September. [Downloadable!] (restricted)
    6. Marta Cardin & Elisa Pagani, 2008. "Some proposals about multivariate risk measurement," Working Papers 165, Department of Applied Mathematics, University of Venice. [Downloadable!]
    7. Alexander E. Saak, 2004. "Spatial Production Concentration under Yield Risk and Risk Aversion," Food and Agricultural Policy Research Institute (FAPRI) Publications 04-wp362, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University. [Downloadable!]
    8. Hennessy, David A. & Saak, Alexander E. & Babcock, Bruce A., 2003. "Fair Value Of Whole-Farm And Crop-Specific Revenue Insurance," 2003 Annual meeting, July 27-30, Montreal, Canada 21988, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  13. Finkelshtain, Israel & Kella, Offer & Scarsini, Marco, 1999. "On risk aversion with two risks," Journal of Mathematical Economics, Elsevier, vol. 31(2), pages 239-250, March. [Downloadable!] (restricted)

    Cited by:

    1. Mario Menegatti, 2009. "Optimal saving in the presence of two risks," Journal of Economics, Springer, vol. 96(3), pages 277-288, April. [Downloadable!] (restricted)
    2. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, EconWPA. [Downloadable!]
    3. Antoine Bommier, 2003. "Risk Aversion, Intertemporal Elasticity of Substitution and Correlation Aversion," Research Unit Working Papers 0307, Laboratoire d'Economie Appliquee, INRA. [Downloadable!]
      Other versions:
    4. Christophe Courbage & Béatrice Rey, 2007. "Precautionary saving in the presence of other risks," Economic Theory, Springer, vol. 32(2), pages 417-424, August. [Downloadable!] (restricted)

  14. Marco Scarsini, 1998. "A strong paradox of multiple elections," Social Choice and Welfare, Springer, vol. 15(2), pages 237-238. [Downloadable!] (restricted)

    Cited by:

    1. Gilbert Laffond & Jean Lainé, 2009. "Condorcet choice and the Ostrogorski paradox," Social Choice and Welfare, Springer, vol. 32(2), pages 317-333, February. [Downloadable!] (restricted)
    2. Gilbert Laffond & Jean Lainé, 2008. "The Budget-Voting Paradox," Theory and Decision, Springer, vol. 64(4), pages 447-478, June. [Downloadable!] (restricted)

  15. Li, Haijun & Scarsini, Marco & Shaked, Moshe, 1996. "Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals," Journal of Multivariate Analysis, Elsevier, vol. 56(1), pages 20-41, January. [Downloadable!] (restricted)

    Cited by:

    1. Sancetta, A., 2005. "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics 0506, Faculty of Economics, University of Cambridge. [Downloadable!]
    2. Sancetta, A. & Nikanrova, A., 2005. "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices," Cambridge Working Papers in Economics 0516, Faculty of Economics, University of Cambridge. [Downloadable!]

  16. Bassan, Bruno & Scarsini, Marco, 1995. "On the value of information in multi-agent decision theory," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 557-576. [Downloadable!] (restricted)

    Cited by:

    1. Holm, Håkan, 2000. "Politically Correct Information Adoption," Working Papers 2000:5, Lund University, Department of Economics. [Downloadable!]
    2. David Lane, . "Is what is good for each good for all? Individual rationality and social efficiency in an information contagion model," Computing in Economics and Finance 1996 _033, Society for Computational Economics. [Downloadable!]

  17. Scarsini, Marco, 1992. "Dominance conditions in non-additive expected utility theory," Journal of Mathematical Economics, Elsevier, vol. 21(2), pages 173-184. [Downloadable!] (restricted)

    Cited by:

    1. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Coping with imprecise information : a decision theoretic approach," Cahiers de la Maison des Sciences Economiques v04056, Université Panthéon-Sorbonne (Paris 1), revised May 2004. [Downloadable!]
      Other versions:

  18. Scarsini, Marco, 1989. "Copulae of probability measures on product spaces," Journal of Multivariate Analysis, Elsevier, vol. 31(2), pages 201-219, November. [Downloadable!] (restricted)

    Cited by:

    1. Sancetta, A., 2005. "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics 0506, Faculty of Economics, University of Cambridge. [Downloadable!]

  19. Muliere, Pietro & Scarsini, Marco, 1989. "A note on stochastic dominance and inequality measures," Journal of Economic Theory, Elsevier, vol. 49(2), pages 314-323, December. [Downloadable!] (restricted)

    Cited by:

    1. Luis José Imedio Olmedo & Elena Bárcena Martín, 2007. "Dos familias numerables de medidas de desigualdad," Investigaciones Economicas, Fundación SEPI, vol. 31(1), pages 191-217, January. [Downloadable!]
    2. Le Breton, Michel & Peluso, Eugenio, 2006. "Third-Degree Stochastic Dominance and the von-Neumann-Morgenstern Independence Property," IDEI Working Papers 421, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
    3. Rolf Aaberge, 2009. "Ranking intersecting Lorenz curves," Social Choice and Welfare, Springer, vol. 33(2), pages 235-259, August. [Downloadable!] (restricted)
      Other versions:
    4. Duclos, Jean-Yves & Jalbert, Vincent & Araar, Abdelkrim, 2003. "Classical Horizontal Inequity and Reranking: an Integrating Approach," Cahiers de recherche 0306, CIRPEE. [Downloadable!]
    5. Jean-Yves Duclos, 2000. "Gini Indices and the Redistribution of Income," International Tax and Public Finance, Springer, vol. 7(2), pages 141-162, March. [Downloadable!] (restricted)
    6. Fabio Maccheroni & Pietro Muliere & Claudio Zoli, 2005. "Inverse stochastic orders and generalized Gini functionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 529-559. [Downloadable!]
    7. Rolf Aaberge, . "Mean-Spread-Preserving Transformations," Discussion Papers 360, Research Department of Statistics Norway. [Downloadable!]
    8. Jean-Yves Duclos & Vincent Jalbert & Abdelkrim Araar, 2001. "Classical Horizontal Inequity and Reranking: an Integrated Approach," UFAE and IAE Working Papers 478.01, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
      Other versions:
    9. Stanislaw Heilpern, 2002. "Using Choquet integral in economics," Statistical Papers, Springer, vol. 43(1), pages 53-73, January. [Downloadable!] (restricted)
    10. Rolf Aaberge & Steinar Bjerve & Kjell Doksum, 2006. "Modeling inequality and spread in multiple regression," Quantitative Finance Papers math/0610852, arXiv.org. [Downloadable!]
    11. Michel Le Breton & Eugenio Peluso, 2009. "Third-degree stochastic dominance and inequality measurement," Journal of Economic Inequality, Springer, vol. 7(3), pages 249-268, September. [Downloadable!] (restricted)
    12. Claudio Zoli, 2002. "Inverse stochastic dominance, inequality measurement and Gini indices," Journal of Economics, Springer, vol. 9(1), pages 119-161, December. [Downloadable!] (restricted)
    13. Jean-Yves Duclos & Philippe Gregoire, 2001. "Absolute and Relative Deprivation and the Measurement of Poverty," UFAE and IAE Working Papers 477.01, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
      Other versions:
    14. Imedio Olmedo, L. J. & Bárcena Martín, E., 2003. "Privación, status e imposición sobre la renta," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 21, pages 123-147, Abril. [Downloadable!] (restricted)
    15. Maria Cubel & Peter Lambert, . "Horizontal Inequity can be a Good Thing," Discussion Papers 99/17, Department of Economics, University of York. [Downloadable!]
    16. Darinka Dentcheva & Andrzej Ruszczynski, 2005. "Inverse stochastic dominance constraints and rank dependent expected utility theory," GE, Growth, Math methods 0503001, EconWPA. [Downloadable!]
    17. Santiago Álvarez-García & Juan Prieto-Rodríguez & Rafael Salas, 2004. "The evolution of income inequality in the European Union during the period 1993-1996," Applied Economics, Taylor and Francis Journals, vol. 36(13), pages 1399-1408, July. [Downloadable!] (restricted)
    18. Thibault Gajdos, 2004. "Single Crossing Lorenz Curves and Inequality Comparisons," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086028_v1, HAL. [Downloadable!]
      Other versions:

  20. Scarsini, Marco, 1985. "Stochastic dominance with pair-wise risk aversion," Journal of Mathematical Economics, Elsevier, vol. 14(2), pages 187-201, April. [Downloadable!] (restricted)

    Cited by:

    1. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, EconWPA. [Downloadable!]
    2. Marta Cardin & Elisa Pagani, 2008. "Some proposals about multivariate risk measurement," Working Papers 165, Department of Applied Mathematics, University of Venice. [Downloadable!]

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