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Fabio Maccheroni

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Personal Details

First Name: Fabio
Middle Name:
Last Name: Maccheroni
Suffix:

RePEc Short-ID: pma1437

Email: [This author has chosen not to make the email address public]
Homepage: http://didattica.unibocconi.eu/myigier/index.php?IdUte=49280
Postal Address:
Phone:

Affiliation

Innocenzo Gasparini Institute for Economic Research (IGIER)
Università Commerciale Luigi Bocconi
Location: Milano, Italy
Homepage: http://www.igier.unibocconi.it/
Email:
Phone: 0039.02.5836.3300
Fax: 0039.02.5836.3302
Postal: Via Roentgen, 1, 20136 MILANO
Handle: RePEc:edi:igierit (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2010. "Rational Preferences under Ambiguity," Carlo Alberto Notebooks, Collegio Carlo Alberto 169, Collegio Carlo Alberto.
  3. 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.
  4. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010. "Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion," Carlo Alberto Notebooks, Collegio Carlo Alberto 174, Collegio Carlo Alberto.
  5. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Risk Measures: Rationality and Diversification," Carlo Alberto Notebooks, Collegio Carlo Alberto 100, Collegio Carlo Alberto.
  6. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality in a Multiple Prior Model," Carlo Alberto Notebooks, Collegio Carlo Alberto 73, Collegio Carlo Alberto, revised 2008.
  7. 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, Collegio Carlo Alberto 79, Collegio Carlo Alberto.
  8. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "Social Decision Theory: Choosing within and between Groups," Carlo Alberto Notebooks, Collegio Carlo Alberto 71, Collegio Carlo Alberto.
  9. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Complete Monotone Quasiconcave Duality," Carlo Alberto Notebooks, Collegio Carlo Alberto 80, Collegio Carlo Alberto.
  10. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks, Collegio Carlo Alberto 77, Collegio Carlo Alberto.
  11. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality," Levine's Working Paper Archive 122247000000001950, David K. Levine.
  12. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007. "Revealed Ambiguity and Its Consequences: Updating," Carlo Alberto Notebooks, Collegio Carlo Alberto 44, Collegio Carlo Alberto.
  13. Marco Dall'Aglio & Fabio Maccheroni, 2007. "Disputed Lands," Carlo Alberto Notebooks, Collegio Carlo Alberto 58, Collegio Carlo Alberto.
  14. Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006. "Cores of Non-Atomic Market Games," Carlo Alberto Notebooks, Collegio Carlo Alberto 13, Collegio Carlo Alberto.
  15. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Dynamic Variational Preferences," Carlo Alberto Notebooks, Collegio Carlo Alberto 1, Collegio Carlo Alberto.
  16. Fabio Maccheroni & Massimo Marinacci, 2004. "A strong law of large numbers for capacities," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 28-2004, ICER - International Centre for Economic Research.
  17. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004. "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences," Carlo Alberto Notebooks, Collegio Carlo Alberto 12, Collegio Carlo Alberto, revised 2006.
  18. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004. "Variational representation of preferences under ambiguity," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 05-2004, ICER - International Centre for Economic Research.
  19. Juan Dubra & Fabio Maccheroni & Efe A. Ok, 2004. "Expected Utility Without the Completeness Axiom," Yale School of Management Working Papers, Yale School of Management ysm404, Yale School of Management.
  20. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 27-2004, ICER - International Centre for Economic Research, revised Dec 2004.
  21. Massimiliano Amarante & Fabio Maccheroni, 2004. "The Knob of the Discord," Discussion Papers, Columbia University, Department of Economics 0405-14, Columbia University, Department of Economics.
  22. Massimo Marinacci & Fabio Maccheroni & Alain Chateauneuf & Jean-Marc Tallon, 2003. "Monotone Continuous Multiple Priors," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 30-2003, ICER - International Centre for Economic Research.
  23. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Insurance Premia Consistent with the Market," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 24-2002, ICER - International Centre for Economic Research.
  24. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Choquet insurance pricing: a caveat," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 14-2003, ICER - International Centre for Economic Research, revised May 2003.
  25. Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2002. "Ambiguity from the Differential Viewpoint," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences 1130, California Institute of Technology, Division of the Humanities and Social Sciences.
  26. Massimo Marinacci & Fabio Maccheroni, 2002. "How to cut a pizza fairly: fair division with descreasing marginal evaluations," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 23-2002, ICER - International Centre for Economic Research.
  27. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2002. "Certainty Independence and the Separation of Utility and Beliefs," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 40-2002, ICER - International Centre for Economic Research.
  28. Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 10-2002, ICER - International Centre for Economic Research.
  29. Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo & Siniscalchi, Marciano, 2001. "A Subjective Spin on Roulette Wheels," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences 1127, California Institute of Technology, Division of the Humanities and Social Sciences.
  30. Maccheroni, Fabio & Marinacci, Massimo, 2001. "How to Cut a Cake Healthily," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences 1126, California Institute of Technology, Division of the Humanities and Social Sciences.
  31. Juan Dubra & Fabio Maccheroni & Efe Oki, 2001. "Expected utility theory without the completeness axiom," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 11-2001, ICER - International Centre for Economic Research.
  32. Fabio Maccheroni & William H. Ruckle, 2001. "BV as a dual space," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 29-2001, ICER - International Centre for Economic Research.
  33. Fabio Maccheroni, 2000. "Yaari dual theory without the completeness axiom," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 30-2001, ICER - International Centre for Economic Research, revised Oct 2001.

Articles

  1. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2010. "Objective and Subjective Rationality in a Multiple Prior Model," Econometrica, Econometric Society, Econometric Society, vol. 78(2), pages 755-770, 03.
  2. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009. "Portfolio Selection With Monotone Mean-Variance Preferences," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 19(3), pages 487-521.
  3. Dall'Aglio, Marco & Maccheroni, Fabio, 2009. "Disputed lands," Games and Economic Behavior, Elsevier, Elsevier, vol. 66(1), pages 57-77, May.
  4. Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2006. "Dynamic variational preferences," Journal of Economic Theory, Elsevier, Elsevier, vol. 128(1), pages 4-44, May.
  5. Massimiliano Amarante & Fabio Maccheroni, 2006. "When an Event Makes a Difference," Theory and Decision, Springer, Springer, vol. 60(2), pages 119-126, 05.
  6. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences," Econometrica, Econometric Society, Econometric Society, vol. 74(6), pages 1447-1498, November.
  7. M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006. "Cores of non-atomic market games," International Journal of Game Theory, Springer, Springer, vol. 34(3), pages 399-424, October.
  8. Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Economic Theory, Springer, Springer, vol. 26(4), pages 973-982, November.
  9. Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2005. "Certainty Independence and the Separation of Utility and Beliefs," Journal of Economic Theory, Elsevier, Elsevier, vol. 120(1), pages 129-136, January.
  10. 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, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 529-559.
  11. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2004. "Choquet Insurance Pricing: A Caveat," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 14(3), pages 481-485.
  12. Dubra, Juan & Maccheroni, Fabio & Ok, Efe A., 2004. "Expected utility theory without the completeness axiom," Journal of Economic Theory, Elsevier, Elsevier, vol. 115(1), pages 118-133, March.
  13. Fabio Maccheroni, 2004. "Yaari's dual theory without the completeness axiom," Economic Theory, Springer, Springer, vol. 23(3), pages 701-714, March.
  14. Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2004. "Differentiating ambiguity and ambiguity attitude," Journal of Economic Theory, Elsevier, Elsevier, vol. 118(2), pages 133-173, October.
  15. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2003. "A Subjective Spin on Roulette Wheels," Econometrica, Econometric Society, Econometric Society, vol. 71(6), pages 1897-1908, November.
  16. 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, Springer, vol. 20(3), pages 457-465, 06.
  17. 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.
  18. Fabio Maccheroni, 2002. "Maxmin under risk," Economic Theory, Springer, Springer, vol. 19(4), pages 823-831.
  19. Castagnoli, Erio & Maccheroni, Fabio, 2000. "Restricting independence to convex cones," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 215-223, October.

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2006-09-16 2008-04-04
  2. NEP-CBE: Cognitive & Behavioural Economics (3) 2006-09-16 2008-04-04 2008-04-04
  3. NEP-CDM: Collective Decision-Making (1) 2008-04-04
  4. NEP-DCM: Discrete Choice Models (1) 2008-04-04
  5. NEP-DGE: Dynamic General Equilibrium (1) 2006-09-16
  6. NEP-ECM: Econometrics (3) 2003-07-12 2005-02-13 2011-04-09
  7. NEP-EVO: Evolutionary Economics (1) 2008-04-04
  8. NEP-FIN: Finance (3) 2005-02-13 2005-04-16 2006-09-16
  9. NEP-FMK: Financial Markets (1) 2006-09-16
  10. NEP-GTH: Game Theory (1) 2006-09-16
  11. NEP-HPE: History & Philosophy of Economics (1) 2008-04-04
  12. NEP-IAS: Insurance Economics (1) 2003-07-10
  13. NEP-MAC: Macroeconomics (1) 2008-04-04
  14. NEP-ORE: Operations Research (2) 2008-06-21 2011-02-05
  15. NEP-RMG: Risk Management (2) 2003-07-10 2003-07-10
  16. NEP-SOC: Social Norms & Social Capital (1) 2008-04-04
  17. NEP-UPT: Utility Models & Prospect Theory (11) 2006-09-16 2006-09-16 2007-10-27 2008-04-04 2008-04-04 2008-09-13 2008-11-11 2008-11-18 2009-02-14 2011-02-05 2011-04-09. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Citations
  4. Number of Citations, Discounted by Citation Age
  5. Number of Citations, Weighted by Simple Impact Factor
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Recursive Impact Factor
  8. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  10. h-index
  11. Number of Journal Pages, Weighted by Simple Impact Factor
  12. Number of Journal Pages, Weighted by Recursive Impact Factor

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