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Fabio Maccheroni

Personal Details

First Name:Fabio
Middle Name:
Last Name:Maccheroni
Suffix:
RePEc Short-ID:pma1437
[This author has chosen not to make the email address public]
http://didattica.unibocconi.eu/myigier/index.php?IdUte=49280
Terminal Degree:1999 Dipartimento di Economia e Management; Università degli Studi di Brescia (from RePEc Genealogy)

Affiliation

Innocenzo Gasparini Institute for Economic Research (IGIER)
Università Commerciale Luigi Bocconi

Milano, Italy
http://www.igier.unibocconi.it/
RePEc:edi:igierit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

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 & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010. "Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion," Carlo Alberto Notebooks 174, Collegio Carlo Alberto.
  3. Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2010. "Rational Preferences under Ambiguity," Carlo Alberto Notebooks 169, Collegio Carlo Alberto.
    • Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2011. "Rational preferences under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 341-375, October.
  4. 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.
  5. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Risk Measures: Rationality and Diversification," Carlo Alberto Notebooks 100, Collegio Carlo Alberto.
  6. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto.
  7. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Complete Monotone Quasiconcave Duality," Carlo Alberto Notebooks 80, Collegio Carlo Alberto.
  8. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality," Levine's Working Paper Archive 122247000000001950, David K. Levine.
  9. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "Social Decision Theory: Choosing within and between Groups," Carlo Alberto Notebooks 71, Collegio Carlo Alberto.
  10. 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.
  11. 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.
  12. Marco Dall'Aglio & Fabio Maccheroni, 2007. "Disputed Lands," Carlo Alberto Notebooks 58, Collegio Carlo Alberto.
  13. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007. "Revealed Ambiguity and Its Consequences: Updating," Carlo Alberto Notebooks 44, Collegio Carlo Alberto.
  14. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Dynamic Variational Preferences," Carlo Alberto Notebooks 1, Collegio Carlo Alberto.
  15. Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006. "Cores of Non-Atomic Market Games," Carlo Alberto Notebooks 13, Collegio Carlo Alberto.
  16. Juan Dubra & Fabio Maccheroni & Efe A. Ok, 2004. "Expected Utility Without the Completeness Axiom," Yale School of Management Working Papers ysm404, Yale School of Management.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research.
  26. 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.
  27. 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.
  28. 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.
  29. Fabio Maccheroni & William H. Ruckle, 2001. "BV as a dual space," ICER Working Papers - Applied Mathematics Series 29-2001, ICER - International Centre for Economic Research.
  30. 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.
  31. Juan Dubra & Fabio Maccheroni & Efe Oki, 2001. "Expected utility theory without the completeness axiom," ICER Working Papers - Applied Mathematics Series 11-2001, ICER - International Centre for Economic Research.
  32. Fabio Maccheroni, 2000. "Yaari dual theory without the completeness axiom," ICER Working Papers - Applied Mathematics Series 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, vol. 78(2), pages 755-770, March.
  2. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009. "Portfolio Selection With Monotone Mean‐Variance Preferences," Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 487-521, July.
  3. Dall'Aglio, Marco & Maccheroni, Fabio, 2009. "Disputed lands," Games and Economic Behavior, Elsevier, vol. 66(1), pages 57-77, May.
  4. Massimiliano Amarante & Fabio Maccheroni, 2006. "When an Event Makes a Difference," Theory and Decision, Springer, vol. 60(2), pages 119-126, May.
  5. M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006. "Cores of non-atomic market games," International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
  6. 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.
  7. Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2006. "Dynamic variational preferences," Journal of Economic Theory, Elsevier, vol. 128(1), pages 4-44, May.
  8. 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.
  9. Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(4), pages 973-982, November.
  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, vol. 0(3), pages 529-559.
  11. Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2004. "Differentiating ambiguity and ambiguity attitude," Journal of Economic Theory, Elsevier, vol. 118(2), pages 133-173, October.
  12. Fabio Maccheroni, 2004. "Yaari's dual theory without the completeness axiom," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(3), pages 701-714, March.
  13. Dubra, Juan & Maccheroni, Fabio & Ok, Efe A., 2004. "Expected utility theory without the completeness axiom," Journal of Economic Theory, Elsevier, vol. 115(1), pages 118-133, March.
  14. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2004. "Choquet Insurance Pricing: A Caveat," Mathematical Finance, Wiley Blackwell, vol. 14(3), pages 481-485, July.
  15. 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.
  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;The Society for Social Choice and Welfare, vol. 20(3), pages 457-465, June.
  17. Fabio Maccheroni, 2002. "Maxmin under risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 19(4), pages 823-831.
  18. 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.
  19. Castagnoli, Erio & Maccheroni, Fabio, 2000. "Restricting independence to convex cones," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 215-223, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  13. h-index
  14. Euclidian citation score
  15. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models and 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
  2. NEP-CBE: Cognitive and Behavioural Economics (3) 2006-09-16 2008-04-04 2008-04-04
  3. NEP-ECM: Econometrics (3) 2003-07-12 2005-02-13 2011-04-09
  4. NEP-FIN: Finance (3) 2005-02-13 2005-04-16 2006-09-16
  5. NEP-CBA: Central Banking (2) 2006-09-16 2008-04-04
  6. NEP-ORE: Operations Research (2) 2008-06-21 2011-02-05
  7. NEP-RMG: Risk Management (2) 2003-07-10 2003-07-10
  8. NEP-CDM: Collective Decision-Making (1) 2008-04-04
  9. NEP-DCM: Discrete Choice Models (1) 2008-04-04
  10. NEP-DGE: Dynamic General Equilibrium (1) 2006-09-16
  11. NEP-EVO: Evolutionary Economics (1) 2008-04-04
  12. NEP-FMK: Financial Markets (1) 2006-09-16
  13. NEP-GTH: Game Theory (1) 2006-09-16
  14. NEP-HPE: History and Philosophy of Economics (1) 2008-04-04
  15. NEP-IAS: Insurance Economics (1) 2003-07-10
  16. NEP-MAC: Macroeconomics (1) 2008-04-04
  17. NEP-SOC: Social Norms and Social Capital (1) 2008-04-04

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