Fabio Maccheroni

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Making decisions under model misspecification
The Review of Economic Studies
2026-03-25Paper
Capacities and Choquet averages of ultrafilters
Proceedings of the American Mathematical Society
2024-02-15Paper
Risk Aversion and Insurance Propensity2023-10-13Paper
Multinomial Logit Processes and Preference Discovery: Inside and Outside the Black Box
Review of Economic Studies
2023-06-30Paper
Multinomial Logit Processes and Preference Discovery: Inside and Outside the Black Box
Review of Economic Studies
2023-06-30Paper
Star-Shaped Risk Measures
Operations Research
2022-12-01Paper
Conditional divergence risk measures2022-11-08Paper
Equilibria of nonatomic anonymous games
Games and Economic Behavior
2022-09-23Paper
Obituary: David Schmeidler's contributions to decision theory
Theory and Decision
2022-08-18Paper
A characterization of the vector lattice of measurable functions
Milan Journal of Mathematics
2022-06-29Paper
On the equality of Clarke and Greenberg-Pierskalla differentials2022-05-09Paper
Law of demand and stochastic choice
Theory and Decision
2022-04-13Paper
On the cardinal utility equivalence of biseparable preferences
Theory and Decision
2022-04-13Paper
Ambiguity aversion and wealth effects
Journal of Economic Theory
2022-01-18Paper
A canon of probabilistic rationality
Journal of Economic Theory
2021-09-29Paper
Axiomatic tests for the Boltzmann distribution
Journal of Statistical Mechanics: Theory and Experiment
2021-04-01Paper
Star-shaped Risk Measures
(available as arXiv preprint)
2021-03-29Paper
Ergodic Annealing2020-08-01Paper
Axiomatic Tests for the Boltzmann Distribution
(available as arXiv preprint)
2020-06-26Paper
Rational preference and rationalizable choice
Economic Theory
2020-04-30Paper
Behavioral equivalence of extensive game structures
Games and Economic Behavior
2020-04-22Paper
Commutativity, comonotonicity, and Choquet integration of self-adjoint operators
Reviews in Mathematical Physics
2019-07-31Paper
Inverse stochastic orders and generalized Gini functionals
Metron
2019-07-12Paper
A characterization of probabilities with full support and the Laplace method
Journal of Optimization Theory and Applications
2019-06-07Paper
Characterizations of ideal cluster points
Analysis (München)
2019-05-27Paper
A note on comparative ambiguity aversion and justifiability
Econometrica
2019-01-31Paper
Social decision theory: choosing within and between groups
Review of Economic Studies
2019-01-23Paper
Orthogonal decompositions in Hilbert \(A\)-modules
Journal of Mathematical Analysis and Applications
2018-12-10Paper
Risk analysis and decision theory: a bridge
European Journal of Operational Research
2018-02-01Paper
Mixed extensions of decision problems under uncertainty
Economic Theory
2017-04-20Paper
Analysis of information feedback and selfconfirming equilibrium
Journal of Mathematical Economics
2017-01-16Paper
Hilbert \(A\)-modules
Journal of Mathematical Analysis and Applications
2016-10-14Paper
Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras
Journal of Mathematical Analysis and Applications
2016-08-18Paper
Ergodic theorems for lower probabilities
Proceedings of the American Mathematical Society
2016-05-27Paper
Put-call parity and market frictions
Journal of Economic Theory
2015-11-23Paper
Choquet integration on Riesz spaces and dual comonotonicity
Transactions of the American Mathematical Society
2015-11-03Paper
The structure of variational preferences
Journal of Mathematical Economics
2015-06-10Paper
Niveloids and their extensions: risk measures on small domains
Journal of Mathematical Analysis and Applications
2015-03-27Paper
Classical subjective expected utility
Proceedings of the National Academy of Sciences
2014-07-25Paper
Ambiguity and robust statistics
Journal of Economic Theory
2014-04-23Paper
Alpha as ambiguity: robust mean-variance portfolio analysis
Econometrica
2013-11-04Paper
On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility
Journal of Mathematical Economics
2012-11-29Paper
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
Journal of Mathematical Economics
2012-10-22Paper
Complete monotone quasiconcave duality
Mathematics of Operations Research
2012-05-24Paper
RISK MEASURES: RATIONALITY AND DIVERSIFICATION
Mathematical Finance
2011-11-21Paper
Rational preferences under ambiguity
Economic Theory
2011-10-25Paper
Signed integral representations of comonotonic additive functionals
Journal of Mathematical Analysis and Applications
2011-10-24Paper
Uncertainty averse preferences
Journal of Economic Theory
2011-08-16Paper
Random correspondences as bundles of random variables2010-08-12Paper
Objective and subjective rationality in a multiple prior model
Econometrica
2010-05-26Paper
PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
Mathematical Finance
2009-08-28Paper
Disputed lands
Games and Economic Behavior
2009-06-08Paper
Revealed Ambiguity and Its Consequences: Updating
Theory and Decision Library
2009-05-07Paper
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
Econometrica
2007-09-18Paper
Fair Division without Additivity
The American Mathematical Monthly
2007-07-30Paper
Cores of non-atomic market games
International Journal of Game Theory
2006-11-07Paper
When an event makes a difference
Theory and Decision
2006-09-12Paper
Dynamic variational preferences
Journal of Economic Theory
2006-07-12Paper
A Subjective Spin on Roulette Wheels
Econometrica
2006-06-19Paper
Monotone continuous multiple priors
Economic Theory
2005-11-10Paper
How to cut a pizza fairly: fair division with decreasing marginal evaluations
Social Choice and Welfare
2005-10-19Paper
\(BV\) as a dual space
Rendiconti del Seminario Matematico della Università di Padova
2005-10-19Paper
A strong law of large numbers for capacities
The Annals of Probability
2005-06-23Paper
CHOQUET INSURANCE PRICING: A CAVEAT
Mathematical Finance
2005-05-09Paper
Certainty independence and the separation of utility and beliefs
Journal of Economic Theory
2005-02-22Paper
Differentiating ambiguity and ambiguity attitude
Journal of Economic Theory
2004-11-18Paper
Yaari's dual theory without the completeness axiom
Economic Theory
2004-09-22Paper
Expected utility theory without the completeness axiom.
Journal of Economic Theory
2004-03-14Paper
Insurance premia consistent with the market.
Insurance Mathematics & Economics
2003-11-16Paper
Coherence without additivity.
Journal of Mathematical Psychology
2003-07-29Paper
Maxmin under risk
Economic Theory
2002-06-04Paper
scientific article; zbMATH DE number 1539030 (Why is no real title available?)2001-07-16Paper
Homothetic preferences on star-shaped sets.
Decisions in Economics and Finance
2001-01-01Paper
Restricting independence to convex cones
Journal of Mathematical Economics
2000-11-20Paper
Affine Gateaux Differentials and the von Mises Statistical Calculus
(available as arXiv preprint)
N/APaper


Research outcomes over time


This page was built for person: Fabio Maccheroni