Massimo Marinacci

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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
Capacities and Choquet averages of ultrafilters
Proceedings of the American Mathematical Society
2024-02-15Paper
scientific article; zbMATH DE number 6630621 (Why is no real title available?)
 
2024-01-01Paper
Risk Aversion and Insurance Propensity
 
2023-10-13Paper
Multinomial Logit Processes and Preference Discovery: Inside and Outside the Black Box
Review of Economic Studies
2023-06-30Paper
Obituary: David Schmeidler's contributions to decision theory
Theory and Decision
2022-08-18Paper
On the equality of Clarke and Greenberg-Pierskalla differentials
 
2022-05-09Paper
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
Ergodic Annealing
 
2020-08-01Paper
A note on rational inattention and rate distortion theory
Decisions in Economics and Finance
2020-07-08Paper
Axiomatic Tests for the Boltzmann Distribution
 
2020-06-26Paper
Rational preference and rationalizable choice
Economic Theory
2020-04-30Paper
Unique Tarski Fixed Points
Mathematics of Operations Research
2020-04-30Paper
Learning from ambiguous and misspecified models
Journal of Mathematical Economics
2019-11-21Paper
Commutativity, comonotonicity, and Choquet integration of self-adjoint operators
Reviews in Mathematical Physics
2019-07-31Paper
A characterization of probabilities with full support and the Laplace method
Journal of Optimization Theory and Applications
2019-06-07Paper
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
Weak time-derivatives and no-arbitrage pricing
Finance and Stochastics
2018-10-08Paper
Ambiguity aversion and model misspecification: an economic perspective
Statistical Science
2018-10-02Paper
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
Ambiguity and the Bayesian paradigm
Readings in Formal Epistemology
2017-04-07Paper
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
Decision analysis under ambiguity
European Journal of Operational Research
2016-10-06Paper
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
On the smooth ambiguity model: a reply
Econometrica
2013-11-06Paper
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
Finitely well-positioned sets
 
2012-03-05Paper
RISK MEASURES: RATIONALITY AND DIVERSIFICATION
Mathematical Finance
2011-11-21Paper
Rational preferences under ambiguity
Economic Theory
2011-10-25Paper
Definitions of ambiguous events and the smooth ambiguity model
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
Necessary and Sufficient Conditions for Optima in Reflexive Spaces
SIAM Journal on Optimization
2011-06-06Paper
Unique solutions for stochastic recursive utilities
Journal of Economic Theory
2010-09-30Paper
Random correspondences as bundles of random variables
 
2010-08-12Paper
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
Recursive smooth ambiguity preferences
Journal of Economic Theory
2009-05-12Paper
Revealed Ambiguity and Its Consequences: Updating
Theory and Decision Library
2009-05-07Paper
On concavity and supermodularity
Journal of Mathematical Analysis and Applications
2008-06-17Paper
Mutual absolute continuity of multiple priors
Journal of Economic Theory
2008-02-11Paper
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
Econometrica
2007-09-18Paper
Cores of non-atomic market games
International Journal of Game Theory
2006-11-07Paper
A Smooth Model of Decision Making under Ambiguity
Econometrica
2006-10-24Paper
Dynamic variational preferences
Journal of Economic Theory
2006-07-12Paper
A Subjective Spin on Roulette Wheels
Econometrica
2006-06-19Paper
Probabilistic Sophistication and Multiple Priors
Econometrica
2006-06-16Paper
Risk, Ambiguity, and the Separation of Utility and Beliefs
Mathematics of Operations Research
2005-11-11Paper
Ultramodular Functions
Mathematics of Operations Research
2005-11-11Paper
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
Stable cores of large games
International Journal of Game Theory
2005-08-17Paper
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
A characterization of the core of convex games through Gâteaux derivatives
Journal of Economic Theory
2004-08-20Paper
Insurance premia consistent with the market.
Insurance Mathematics \& Economics
2003-11-16Paper
Learning from ambiguous urns
Statistical Papers
2003-08-31Paper
A Lusin theorem for a class of Choquet capacities
Statistical Papers
2003-08-31Paper
Subcalculus for set functions and cores of TU games.
Journal of Mathematical Economics
2003-06-25Paper
Ambiguity made precise: A comparative foundation
Journal of Economic Theory
2002-09-18Paper
A uniqueness theorem for convex-ranged probabilities
Decisions in Economics and Finance
2002-06-30Paper
The core of large differentiable TU games
Journal of Economic Theory
2002-03-20Paper
Upper probabilities and additivity
Sankhyā. Series A. Methods and Techniques
2001-09-11Paper
Ambiguous games
Games and Economic Behavior
2001-08-14Paper
Range convexity and ambiguity averse preferences
Economic Theory
2001-08-09Paper
The impossibility of compromise: Some uniqueness properties of expected utility preferences
Economic Theory
2001-01-14Paper
Additivity with multiple priors
Journal of Mathematical Economics
1999-09-01Paper
Limit laws for non-additive probabilities and their frequentist interpretation
Journal of Economic Theory
1999-06-29Paper
An axiomatic approach to complete patience and time invariance
Journal of Economic Theory
1999-05-31Paper
Finitely additive and epsilon Nash equilibria
International Journal of Game Theory
1997-08-28Paper
Decomposition and Representation of Coalitional Games
Mathematics of Operations Research
1997-02-13Paper
Affine Gateaux Differentials and the von Mises Statistical Calculus
 
N/APaper


Research outcomes over time


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