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Information about:
Marco Scarsini

Personal Details | Affiliation | Works
This is information that was supplied by Marco Scarsini in registering through RePEc. If you are Marco Scarsini , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Marco
Middle Name:
Last Name: Scarsini
Suffix:

RePEc Short-ID: psc67

Email:
Homepage: http://docenti.luiss.it/scarsini
Postal Address: Dipartimento di Scienze Economiche e Aziendali LUISS Guido Carli Viale Romania 32 00197 Roma, Italy
Phone: +39-06-8522-5714

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Clelia Di Serio & Yosef Rinott & Marco Scarsini, 2007. "Simpson’s Paradox for the Cox Model," Discussion Paper Series dp441, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
    Other versions:

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

  3. 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:

  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!]
    Published as:

  5. 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!]

  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. 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!]
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    Published as:

  8. 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!]

  9. 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..
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Articles

  1. Clelia Di Serio & Yosef Rinott & Marco Scarsini, 2009. "Simpson's Paradox in Survival Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 36(3), pages 463-480. [Downloadable!] (restricted)

  2. Renault, Jérôme & Scarsini, Marco & Tomala, Tristan, 2008. "Playing off-line games with bounded rationality," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 207-223, September. [Downloadable!] (restricted)

  3. Renault, Jérôme & Scarlatti, Sergio & Scarsini, Marco, 2008. "Discounted and finitely repeated minority games with public signals," Mathematical Social Sciences, Elsevier, vol. 56(1), pages 44-74, July. [Downloadable!] (restricted)

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

  5. 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)

  6. Rinott, Yosef & Scarsini, Marco, 2006. "Total positivity order and the normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1251-1261, May. [Downloadable!] (restricted)

  7. 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)

  8. 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:

  9. Scarsini, Marco & Spizzichino, Fabio, 2005. "In memory of Bruno Bassan: Short biography and list of publications," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 3-5, August. [Downloadable!] (restricted)

  10. 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:

  11. 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)

  12. 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)

  13. 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:

  14. Yossi Feinberg & Marco Scarsini, 2003. "Rate of Arbitrage and Reconciled Beliefs," Economics Bulletin, Economics Bulletin, vol. 4(11), pages 1-12. [Downloadable!]

  15. 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)

  16. Alfred Müller & Marco Scarsini, 2002. "Even Risk-Averters may Love Risk," Theory and Decision, Springer, vol. 52(1), pages 81-99, February. [Downloadable!] (restricted)

  17. 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)

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

  19. Rinott, Yosef & Scarsini, Marco, 2000. "On the Number of Pure Strategy Nash Equilibria in Random Games," Games and Economic Behavior, Elsevier, vol. 33(2), pages 274-293, November. [Downloadable!] (restricted)

  20. 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)

  21. Scarsini, Marco & Shaked, Moshe, 2000. "On the value of an item subject to general repair or maintenance," European Journal of Operational Research, Elsevier, vol. 122(3), pages 625-637, May. [Downloadable!] (restricted)

  22. 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)

  23. Bassan, Bruno & Denuit, Michel & Scarsini, Marco, 1999. "Variability orders and mean differences," Statistics & Probability Letters, Elsevier, vol. 45(2), pages 121-130, November. [Downloadable!] (restricted)

  24. Li, Haijun & Scarsini, Marco & Shaked, Moshe, 1999. "Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 54-77, January. [Downloadable!] (restricted)

  25. Marco Scarsini & Bruno Bassan, 1998. "Sequential decisions with several agents," Economic Theory, Springer, vol. 12(2), pages 371-391. [Downloadable!] (restricted)

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

  27. 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)

  28. Bassan, Bruno & Scarsini, Marco, 1995. "Finite exchangeability and linear regression," Statistics & Probability Letters, Elsevier, vol. 23(2), pages 105-110, May. [Downloadable!] (restricted)

  29. 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)

  30. Bruno Bassan & Marco Scarsini, 1994. "Positive dependence orderings and stopping times," Annals of the Institute of Statistical Mathematics, Springer, vol. 46(2), pages 333-342, June. [Downloadable!] (restricted)

  31. Scarsini, Marco & Verdicchio, Lorenzo, 1993. "On the extendibility of partially exchangeable random vectors," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 43-46, January. [Downloadable!] (restricted)

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

  33. Mosler, Karl & Scarsini, Marco, 1991. "Bibliography on stochastic orderings : Letter to the Editor," Journal of Economic Theory, Elsevier, vol. 53(1), pages 212-212, February. [Downloadable!] (restricted)

  34. Scarsini, Marco & Shaked, Moshe, 1990. "Stochastic ordering for permutation symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 217-222, March. [Downloadable!] (restricted)

  35. Kadane, Joseph B. & Olkin, Ingram & Scarsini, Marco, 1990. "Inequalities for predictive ratios and posterior variances in natural exponential families," Journal of Multivariate Analysis, Elsevier, vol. 33(2), pages 275-285, May. [Downloadable!] (restricted)

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

  37. Muliere, Pietro & Scarsini, Marco, 1989. "Multivariate decisions with unknown price vector," Economics Letters, Elsevier, vol. 29(1), pages 13-19. [Downloadable!] (restricted)

  38. 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)

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

  40. Scarsini, Marco, 1985. "Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process," Statistics & Probability Letters, Elsevier, vol. 3(2), pages 57-62, April. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2003-09-14 Author is listed
  2. NEP-FIN: Finance (1) 2003-07-10 Author is listed
  3. NEP-GTH: Game Theory (2) 2003-07-10 2006-09-30 Author is listed
  4. NEP-RMG: Risk Management (1) 2003-07-10 Author is listed
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This page was last updated on 2009-10-28.

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