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Information about:
Luigi Montrucchio

Personal Details | Affiliation | Works
This is information that was supplied by Luigi Montrucchio in registering through RePEc. If you are Luigi Montrucchio , 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.

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Personal Details

First Name: Luigi
Middle Name:
Last Name: Montrucchio
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RePEc Short-ID: pmo255

Email: [This author has chosen not to make the email address public]
Homepage: http://www.carloalberto.org/people/montrucchio/
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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. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Risk Measures: Rationality and Diversification," Carlo Alberto Notebooks 100, 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. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto. [Downloadable!]

  4. Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto. [Downloadable!]

  5. Massimo Marinacci & Luigi Montrucchio, 2007. "Unique Solutions of Some Recursive Equations in Economic Dynamics," Carlo Alberto Notebooks 46, Collegio Carlo Alberto. [Downloadable!]

  6. Massimo Marinacci & Luigi Montrucchio, 2006. "On Concavity and Supermodularity," Carlo Alberto Notebooks 5, Collegio Carlo Alberto. [Downloadable!]

  7. Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto. [Downloadable!]

  8. Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006. "Cores of Non-Atomic Market Games," Carlo Alberto Notebooks 13, Collegio Carlo Alberto. [Downloadable!]
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  9. Massimo Marinacci & Luigi Montrucchio, 2005. "On convexity and supermodularity," ICER Working Papers - Applied Mathematics Series 3-2005, ICER - International Centre for Economic Research. [Downloadable!]

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

  11. 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!]

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

  13. 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!]
    Published as:

  14. 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!]
    Published as:

  15. 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!]
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  16. 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).

  17. 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!]

  18. 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!]
    Published as:

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:

  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)
    Other versions:

  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. Luigi Montrucchio, 2004. "Cass transversality condition and sequential asset bubbles," Economic Theory, Springer, vol. 24(3), pages 645-663, October. [Downloadable!] (restricted)

  5. 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)

  6. 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)
    Other versions:

  7. 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)
    Other versions:

  8. 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)
    Other versions:

  9. 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)

  10. 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)

  11. 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)

  12. 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)

  13. 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)
    Other versions:

  14. Montrucchio, Luigi, 1995. "A New Turnpike Theorem for Discounted Programs," Economic Theory, Springer, vol. 5(3), pages 371-82, May.

  15. 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)

  16. 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)

  17. 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)

  18. 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)

  19. 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)

  20. 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)

  21. 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)

  22. 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)

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2002-07-04
  2. NEP-GTH: Game Theory (4) 2003-07-10 2006-09-16 2006-09-30 2006-09-30 Author is listed
  3. NEP-MIC: Microeconomics (1) 1999-07-28
  4. NEP-UPT: Utility Models & Prospect Theory (3) 2008-09-13 2008-11-18 2009-02-14 Author is listed
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This page was last updated on 2009-11-11.

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