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Details about Marco Scarsini

Homepage:https://sites.google.com/view/marcoscarsini
Phone:+39-06-8522-5714
Postal address:Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, Italy
Workplace:Dipartimento di Economia e Finanza (DEF) (Department of Economics and Finance), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) (International Free University of Social Sciences Guido Carli), (more information at EDIRC)

Access statistics for papers by Marco Scarsini.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: psc67


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Working Papers

2024

  1. A Characterization of Optimal Queueing Regimes
    Papers, arXiv.org Downloads
  2. Basins of Attraction in Two-Player Random Ordinal Potential Games
    Papers, arXiv.org Downloads
  3. Best-Response dynamics in two-person random games with correlated payoffs
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article Best-response dynamics in two-person random games with correlated payoffs, Games and Economic Behavior, Elsevier (2024) Downloads View citations (2) (2024)

2023

  1. Correlated Equilibria in Large Anonymous Bayesian Games
    Papers, arXiv.org Downloads View citations (1)

2022

  1. Decomposition of Games: Some Strategic Considerations
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2022)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2019) Downloads View citations (1)
    Working Papers, HAL (2019) View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2019) Downloads View citations (1)
    Post-Print, HAL (2019) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2019) View citations (1)

    See also Journal Article Decomposition of Games: Some Strategic Considerations, Mathematics of Operations Research, INFORMS (2022) Downloads (2022)

2021

  1. Social Learning in Nonatomic Routing Games
    Papers, arXiv.org Downloads
    See also Journal Article Social learning in nonatomic routing games, Games and Economic Behavior, Elsevier (2022) Downloads View citations (1) (2022)

2020

  1. Pure Nash Equilibria and Best-Response Dynamics in Random Games
    Papers, arXiv.org Downloads View citations (5)
    See also Journal Article Pure Nash Equilibria and Best-Response Dynamics in Random Games, Mathematics of Operations Research, INFORMS (2021) Downloads (2021)

2019

  1. Location Games on Networks: Existence and Efficiency of Equilibria
    Post-Print, HAL View citations (3)
    See also Journal Article Location Games on Networks: Existence and Efficiency of Equilibria, Mathematics of Operations Research, INFORMS (2019) Downloads View citations (1) (2019)

2018

  1. Efficiency of Correlation in a Bottleneck Game
    HEC Research Papers Series, HEC Paris Downloads View citations (2)
    Also in Working Papers, HAL (2018) View citations (1)

2017

  1. Large Spatial Competition
    Post-Print, HAL Downloads View citations (3)
    See also Chapter Large Spatial Competition, Springer Optimization and Its Applications, Springer (2017) View citations (3) (2017)
  2. Uniformity and games decomposition
    Post-Print, HAL Downloads
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2014)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) Downloads

2015

  1. Does time pressure impair performance? An experiment on queueing behavior
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads

2014

  1. An Experimental Investigation into Queueing Behavior
    Jena Economics Research Papers, Friedrich-Schiller-University Jena Downloads
  2. Hotelling Games on Networks: Efficiency of Equilibria
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (5)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014) Downloads View citations (5)
    Post-Print, HAL (2014) Downloads View citations (5)

2013

  1. Dynamic Congestion Games: The Price of Seasonality
    Working Papers, HAL

2012

  1. Monopoly Pricing in the Presence of Social Learning
    Working Papers, NET Institute Downloads
    Also in Working Papers, NET Institute (2011) Downloads View citations (1)

    See also Journal Article Monopoly Pricing in the Presence of Social Learning, Management Science, INFORMS (2017) Downloads View citations (23) (2017)
  2. Repeated congestion games with bounded rationality
    Post-Print, HAL View citations (2)
    See also Journal Article Repeated congestion games with bounded rationality, International Journal of Game Theory, Springer (2012) Downloads View citations (5) (2012)

2011

  1. Probability Inequalities for a Gladiator Game
    Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem Downloads
  2. Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators
    Post-Print, HAL View citations (1)
    Also in Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem (2010) Downloads

2010

  1. Lowest Unique Bid Auctions
    Papers, arXiv.org Downloads View citations (3)
  2. Multivariate comonotonicity
    Post-Print, HAL View citations (23)
    See also Journal Article Multivariate comonotonicity, Journal of Multivariate Analysis, Elsevier (2010) Downloads View citations (40) (2010)

2009

  1. Hessian orders and multinormal distributions
    Post-Print, HAL View citations (9)
    See also Journal Article Hessian orders and multinormal distributions, Journal of Multivariate Analysis, Elsevier (2009) Downloads View citations (9) (2009)
  2. Repeated congestion game with local information
    Post-Print, HAL
  3. Simpson's Paradox in Survival Models
    Post-Print, HAL View citations (1)
    See also Journal Article Simpson's Paradox in Survival Models, Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics (2009) Downloads View citations (1) (2009)

2008

  1. Discounted and finitely repeated minority games with public signals
    Post-Print, HAL View citations (5)
    See also Journal Article Discounted and finitely repeated minority games with public signals, Mathematical Social Sciences, Elsevier (2008) Downloads View citations (6) (2008)

2007

  1. A Minority Game with Bounded Recall
    Post-Print, HAL View citations (5)
  2. Large newsvendor games
    Post-Print, HAL View citations (12)
    Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2005) Downloads

    See also Journal Article Large newsvendor games, Games and Economic Behavior, Elsevier (2007) Downloads View citations (12) (2007)
  3. Simpson’s Paradox for the Cox Model
    Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem Downloads
    Also in Levine's Bibliography, UCLA Department of Economics (2007) Downloads

2006

  1. Positive dependence and weak convergence
    Post-Print, HAL View citations (1)
  2. Some positive dependence stochastic orders
    Post-Print, HAL View citations (17)
    See also Journal Article Some positive dependence stochastic orders, Journal of Multivariate Analysis, Elsevier (2006) Downloads View citations (32) (2006)
  3. Stochastic order relations and lattices of probability measures
    Post-Print, HAL View citations (17)
  4. Total positivity order and the normal distribution
    Post-Print, HAL View citations (5)
    See also Journal Article Total positivity order and the normal distribution, Journal of Multivariate Analysis, Elsevier (2006) Downloads View citations (5) (2006)

2005

  1. A note on comparative downside risk aversion
    Post-Print, HAL View citations (66)
    See also Journal Article A note on comparative downside risk aversion, Journal of Economic Theory, Elsevier (2005) Downloads View citations (67) (2005)
  2. Archimedean copulae and positive dependence
    Post-Print, HAL View citations (38)
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2003) Downloads View citations (14)

    See also Journal Article Archimedean copulæ and positive dependence, Journal of Multivariate Analysis, Elsevier (2005) Downloads View citations (23) (2005)
  3. Some notions of multivariate positive dependence
    Post-Print, HAL View citations (32)
    See also Journal Article Some notions of multivariate positive dependence, Insurance: Mathematics and Economics, Elsevier (2005) Downloads View citations (33) (2005)

2004

  1. Some counterexamples in positive dependence
    Post-Print, HAL View citations (3)
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2003) Downloads View citations (6)

2003

  1. A folk theorem for minority games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (8)
    See also Journal Article A folk theorem for minority games, Games and Economic Behavior, Elsevier (2005) Downloads View citations (15) (2005)
  2. Positive value of information in games
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (35)
    Also in Post-Print, HAL (2003) View citations (32)
    Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem (2002) Downloads

    See also Journal Article Positive value of information in games, International Journal of Game Theory, Springer (2003) Downloads View citations (34) (2003)
  3. Rate of arbitrage and reconciled beliefs
    Post-Print, HAL
    See also Journal Article Rate of Arbitrage and Reconciled Beliefs, Economics Bulletin, AccessEcon (2003) Downloads (2003)
  4. Sensitivity analysis of a sequential decision problem with learning
    Post-Print, HAL
    See also Journal Article Sensitivity analysis of a sequential decision problem with learning, Mathematical Methods of Operations Research, Springer (2003) Downloads (2003)
  5. The convexity-cone approach to comparative risk and downside risk
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (8)
  6. Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex
    Post-Print, HAL View citations (5)
    Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2003) Downloads View citations (10)

2002

  1. Even Risk-Averters May Love Risk
    Post-Print, HAL
    See also Journal Article Even Risk-Averters may Love Risk, Theory and Decision, Springer (2002) Downloads View citations (3) (2002)
  2. The newsvendor game has a non-empty core
    Post-Print, HAL View citations (17)
    See also Journal Article The Newsvendor Game Has a Nonempty Core, Games and Economic Behavior, Elsevier (2002) Downloads View citations (44) (2002)

2001

  1. On S-convexity and risk aversion
    Post-Print, HAL View citations (4)
    See also Journal Article On S-Convexity and Risk Aversion, Theory and Decision, Springer (2001) Downloads View citations (6) (2001)
  2. Stochastic comparison of random vectors with a common copula
    Post-Print, HAL View citations (44)
  3. When Lorenz met Lyapunov
    Post-Print, HAL View citations (3)
    See also Journal Article When Lorenz met Lyapunov, Statistics & Probability Letters, Elsevier (2001) Downloads View citations (3) (2001)

2000

  1. An improved version of a theorem concerning finite row-column exchangeable arrays
    Post-Print, HAL
  2. On the number of pure strategy Nash equilibria in random games
    Post-Print, HAL View citations (19)
    See also Journal Article On the Number of Pure Strategy Nash Equilibria in Random Games, Games and Economic Behavior, Elsevier (2000) Downloads View citations (20) (2000)
  3. On the value of an item subject to general repair or maintenance
    Post-Print, HAL View citations (9)
    See also Journal Article On the value of an item subject to general repair or maintenance, European Journal of Operational Research, Elsevier (2000) Downloads View citations (9) (2000)
  4. Some remarks on the supermodular order
    Post-Print, HAL View citations (53)
    See also Journal Article Some Remarks on the Supermodular Order, Journal of Multivariate Analysis, Elsevier (2000) Downloads View citations (61) (2000)

1999

  1. A Class of Games with Positive Value of Information
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations (3)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) Downloads View citations (3)
  2. Distributions with known initial hazard rate functions
    Post-Print, HAL
  3. Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
    Post-Print, HAL View citations (5)
    See also Journal Article Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals, Journal of Multivariate Analysis, Elsevier (1999) Downloads View citations (5) (1999)
  4. On risk aversion with two risks
    Post-Print, HAL View citations (39)
    See also Journal Article On risk aversion with two risks, Journal of Mathematical Economics, Elsevier (1999) Downloads View citations (40) (1999)
  5. Simpson-type paradoxes, dependence, and ageing
    Post-Print, HAL View citations (11)
  6. Variability orders and mean differences
    Post-Print, HAL View citations (5)
    See also Journal Article Variability orders and mean differences, Statistics & Probability Letters, Elsevier (1999) Downloads View citations (5) (1999)

1998

  1. A strong paradox of multiple elections
    Post-Print, HAL View citations (5)
    See also Journal Article A strong paradox of multiple elections, Social Choice and Welfare, Springer (1998) Downloads View citations (5) (1998)
  2. Multivariate convex orderings, dependence, and stochastic equality
    Post-Print, HAL View citations (20)
  3. Random nested tetrahedra
    Post-Print, HAL View citations (3)
  4. Sequential decisions with several agents
    Post-Print, HAL
    See also Journal Article Sequential decisions with several agents, Economic Theory, Springer (1998) Downloads (1998)

1996

  1. Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
    Post-Print, HAL View citations (13)
    See also Journal Article Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals, Journal of Multivariate Analysis, Elsevier (1996) Downloads View citations (14) (1996)

1995

  1. Finite exchangeability and linear regression
    Post-Print, HAL
    See also Journal Article Finite exchangeability and linear regression, Statistics & Probability Letters, Elsevier (1995) Downloads (1995)
  2. On the value of information in multi-agent decision theory
    Post-Print, HAL View citations (5)
    See also Journal Article On the value of information in multi-agent decision theory, Journal of Mathematical Economics, Elsevier (1995) Downloads View citations (6) (1995)

1994

  1. Positive dependence orderings and stopping times
    Post-Print, HAL
    See also Journal Article Positive dependence orderings and stopping times, Annals of the Institute of Statistical Mathematics, Springer (1994) Downloads (1994)

1993

  1. Bivariate distributions with nonmonotone dependence structure
    Post-Print, HAL View citations (1)
  2. On the extendibility of partially exchangeable random vectors
    Post-Print, HAL View citations (1)
    See also Journal Article On the extendibility of partially exchangeable random vectors, Statistics & Probability Letters, Elsevier (1993) Downloads View citations (1) (1993)
  3. Stochastic comparisons of Itô processes
    Post-Print, HAL
    See also Journal Article Stochastic comparisons of Itô processes, Stochastic Processes and their Applications, Elsevier (1993) Downloads View citations (3) (1993)

1992

  1. Dominance conditions in non-additive expected utility theory
    Post-Print, HAL View citations (2)
    See also Journal Article Dominance conditions in non-additive expected utility theory, Journal of Mathematical Economics, Elsevier (1992) Downloads View citations (2) (1992)

1991

  1. Convex orderings for stochastic processes
    Post-Print, HAL

1990

  1. Inequalities for predictive ratios and posterior variances in natural exponential families
    Post-Print, HAL
    See also Journal Article Inequalities for predictive ratios and posterior variances in natural exponential families, Journal of Multivariate Analysis, Elsevier (1990) Downloads (1990)
  2. Stochastic ordering for permutation symmetric distributions
    Post-Print, HAL View citations (1)
    See also Journal Article Stochastic ordering for permutation symmetric distributions, Statistics & Probability Letters, Elsevier (1990) Downloads View citations (1) (1990)

1989

  1. A note on stochastic dominance and inequality measures
    Post-Print, HAL View citations (96)
    See also Journal Article A note on stochastic dominance and inequality measures, Journal of Economic Theory, Elsevier (1989) Downloads View citations (100) (1989)
  2. Copulae of probability measures on product spaces
    Post-Print, HAL View citations (7)
    See also Journal Article Copulae of probability measures on product spaces, Journal of Multivariate Analysis, Elsevier (1989) Downloads View citations (7) (1989)
  3. Multivariate decisions with unknown price vector
    Post-Print, HAL View citations (4)
    See also Journal Article Multivariate decisions with unknown price vector, Economics Letters, Elsevier (1989) Downloads View citations (4) (1989)

1988

  1. Dominance Conditions for Multivariate Utility Functions
    Post-Print, HAL View citations (23)
    See also Journal Article Dominance Conditions for Multivariate Utility Functions, Management Science, INFORMS (1988) Downloads View citations (23) (1988)
  2. Multivariate stochastic dominance with fixed dependence structure
    Post-Print, HAL View citations (9)

1987

  1. Characterization of a Marshall-Olkin type class of distributions
    Post-Print, HAL View citations (8)
  2. Ordering distributions by scaled order statistics
    Post-Print, HAL View citations (1)

1986

  1. Comparison of random cash flows
    Post-Print, HAL View citations (2)

1985

  1. A note on Bernoulli's principle and probability dominance
    Post-Print, HAL View citations (1)
  2. Lower bounds for the distribution function of a k-dimensional n-extensible exchangeable process
    Post-Print, HAL
    See also Journal Article Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process, Statistics & Probability Letters, Elsevier (1985) Downloads (1985)
  3. Stochastic dominance with pair-wise risk aversion
    Post-Print, HAL View citations (10)
    See also Journal Article Stochastic dominance with pair-wise risk aversion, Journal of Mathematical Economics, Elsevier (1985) Downloads View citations (11) (1985)
  4. Sull'accumulo di un capitale in condizioni di incertezza
    Post-Print, HAL

1984

  1. On measures of concordance
    Post-Print, HAL View citations (62)
  2. Strong measures of concordance and convergence in probability
    Post-Print, HAL View citations (34)

Journal Articles

2024

  1. Best-response dynamics in two-person random games with correlated payoffs
    Games and Economic Behavior, 2024, 145, (C), 239-262 Downloads View citations (2)
    See also Working Paper Best-Response dynamics in two-person random games with correlated payoffs, Papers (2024) Downloads View citations (2) (2024)
  2. Monotonicity of equilibria in nonatomic congestion games
    European Journal of Operational Research, 2024, 316, (2), 754-766 Downloads View citations (1)
  3. Phase transitions of the price-of-anarchy function in multi-commodity routing games
    Transportation Research Part B: Methodological, 2024, 182, (C) Downloads

2023

  1. Approximation and Convergence of Large Atomic Congestion Games
    Mathematics of Operations Research, 2023, 48, (2), 784-811 Downloads
  2. Product Ranking in the Presence of Social Learning
    Operations Research, 2023, 71, (4), 1136-1153 Downloads

2022

  1. Decomposition of Games: Some Strategic Considerations
    Mathematics of Operations Research, 2022, 47, (1), 176-208 Downloads
    See also Working Paper Decomposition of Games: Some Strategic Considerations, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2022) (2022)
  2. Social learning in nonatomic routing games
    Games and Economic Behavior, 2022, 132, (C), 221-233 Downloads View citations (1)
    See also Working Paper Social Learning in Nonatomic Routing Games, Papers (2021) Downloads (2021)
  3. Technical Note—Ranking Distributions When Only Means and Variances Are Known
    Operations Research, 2022, 70, (5), 2851-2859 Downloads
  4. The Buck-Passing Game
    Mathematics of Operations Research, 2022, 47, (3), 1731-1756 Downloads

2021

  1. Pure Nash Equilibria and Best-Response Dynamics in Random Games
    Mathematics of Operations Research, 2021, 46, (4), 1552-1572 Downloads
    See also Working Paper Pure Nash Equilibria and Best-Response Dynamics in Random Games, Papers (2020) Downloads View citations (5) (2020)

2020

  1. Search for an immobile hider on a stochastic network
    European Journal of Operational Research, 2020, 283, (2), 783-794 Downloads View citations (6)
  2. When Is Selfish Routing Bad? The Price of Anarchy in Light and Heavy Traffic
    Operations Research, 2020, 68, (2), 411-434 Downloads View citations (7)

2019

  1. Bayesian Social Learning from Consumer Reviews
    Operations Research, 2019, 67, (5), 1209-1221 Downloads View citations (11)
  2. Location Games on Networks: Existence and Efficiency of Equilibria
    Mathematics of Operations Research, 2019, 44, (1), 212-235 Downloads View citations (1)
    See also Working Paper Location Games on Networks: Existence and Efficiency of Equilibria, Post-Print (2019) View citations (3) (2019)

2018

  1. Preface: Special Issue in Memory of Moshe Shaked
    Methodology and Computing in Applied Probability, 2018, 20, (3), 811-815 Downloads
  2. Variance Allocation and Shapley Value
    Methodology and Computing in Applied Probability, 2018, 20, (3), 919-933 Downloads View citations (4)

2017

  1. Between First- and Second-Order Stochastic Dominance
    Management Science, 2017, 63, (9), 2933-2947 Downloads View citations (16)
  2. Monopoly Pricing in the Presence of Social Learning
    Management Science, 2017, 63, (11), 3586-3608 Downloads View citations (23)
    See also Working Paper Monopoly Pricing in the Presence of Social Learning, Working Papers (2012) Downloads (2012)

2016

  1. The impact of time limitation: Insights from a queueing experiment
    Judgment and Decision Making, 2016, 11, (3), 260-274 Downloads

2013

  1. Existence of equilibria in countable games: An algebraic approach
    Games and Economic Behavior, 2013, 79, (C), 163-180 Downloads View citations (9)
  2. On the Core of Dynamic Cooperative Games
    Dynamic Games and Applications, 2013, 3, (3), 359-373 Downloads View citations (17)

2012

  1. Fear of loss, inframodularity, and transfers
    Journal of Economic Theory, 2012, 147, (4), 1490-1500 Downloads View citations (20)
  2. Repeated congestion games with bounded rationality
    International Journal of Game Theory, 2012, 41, (3), 651-669 Downloads View citations (5)
    See also Working Paper Repeated congestion games with bounded rationality, Post-Print (2012) View citations (2) (2012)
  3. Stochastic Comparisons of Symmetric Sampling Designs
    Methodology and Computing in Applied Probability, 2012, 14, (3), 407-420 Downloads

2010

  1. Multivariate comonotonicity
    Journal of Multivariate Analysis, 2010, 101, (1), 291-304 Downloads View citations (40)
    See also Working Paper Multivariate comonotonicity, Post-Print (2010) View citations (23) (2010)

2009

  1. Hessian orders and multinormal distributions
    Journal of Multivariate Analysis, 2009, 100, (10), 2324-2330 Downloads View citations (9)
    See also Working Paper Hessian orders and multinormal distributions, Post-Print (2009) View citations (9) (2009)
  2. Simpson's Paradox in Survival Models
    Scandinavian Journal of Statistics, 2009, 36, (3), 463-480 Downloads View citations (1)
    See also Working Paper Simpson's Paradox in Survival Models, Post-Print (2009) View citations (1) (2009)

2008

  1. Discounted and finitely repeated minority games with public signals
    Mathematical Social Sciences, 2008, 56, (1), 44-74 Downloads View citations (6)
    See also Working Paper Discounted and finitely repeated minority games with public signals, Post-Print (2008) View citations (5) (2008)
  2. Playing off-line games with bounded rationality
    Mathematical Social Sciences, 2008, 56, (2), 207-223 Downloads View citations (1)

2007

  1. Large newsvendor games
    Games and Economic Behavior, 2007, 58, (2), 316-337 Downloads View citations (12)
    See also Working Paper Large newsvendor games, Post-Print (2007) View citations (12) (2007)
  2. Optimal risk sharing with background risk
    Journal of Economic Theory, 2007, 133, (1), 152-176 Downloads View citations (42)

2006

  1. Some positive dependence stochastic orders
    Journal of Multivariate Analysis, 2006, 97, (1), 46-78 Downloads View citations (32)
    See also Working Paper Some positive dependence stochastic orders, Post-Print (2006) View citations (17) (2006)
  2. Total positivity order and the normal distribution
    Journal of Multivariate Analysis, 2006, 97, (5), 1251-1261 Downloads View citations (5)
    See also Working Paper Total positivity order and the normal distribution, Post-Print (2006) View citations (5) (2006)

2005

  1. A folk theorem for minority games
    Games and Economic Behavior, 2005, 53, (2), 208-230 Downloads View citations (15)
    See also Working Paper A folk theorem for minority games, ICER Working Papers - Applied Mathematics Series (2003) Downloads View citations (8) (2003)
  2. A note on comparative downside risk aversion
    Journal of Economic Theory, 2005, 122, (2), 267-271 Downloads View citations (67)
    See also Working Paper A note on comparative downside risk aversion, Post-Print (2005) View citations (66) (2005)
  3. Archimedean copulæ and positive dependence
    Journal of Multivariate Analysis, 2005, 93, (2), 434-445 Downloads View citations (23)
    See also Working Paper Archimedean copulae and positive dependence, Post-Print (2005) View citations (38) (2005)
  4. In memory of Bruno Bassan: Short biography and list of publications
    Insurance: Mathematics and Economics, 2005, 37, (1), 3-5 Downloads View citations (2)
  5. Some notions of multivariate positive dependence
    Insurance: Mathematics and Economics, 2005, 37, (1), 13-26 Downloads View citations (33)
    See also Working Paper Some notions of multivariate positive dependence, Post-Print (2005) View citations (32) (2005)

2004

  1. Stochastic methods in game theory
    Economics Bulletin, 2004, 28, (36), A0 Downloads

2003

  1. Positive value of information in games
    International Journal of Game Theory, 2003, 32, (1), 17-31 Downloads View citations (34)
    See also Working Paper Positive value of information in games, ICER Working Papers - Applied Mathematics Series (2003) Downloads View citations (35) (2003)
  2. Rate of Arbitrage and Reconciled Beliefs
    Economics Bulletin, 2003, 4, (11), 1-12 Downloads
    See also Working Paper Rate of arbitrage and reconciled beliefs, Post-Print (2003) (2003)
  3. Sensitivity analysis of a sequential decision problem with learning
    Mathematical Methods of Operations Research, 2003, 57, (2), 321-327 Downloads
    See also Working Paper Sensitivity analysis of a sequential decision problem with learning, Post-Print (2003) (2003)

2002

  1. Even Risk-Averters may Love Risk
    Theory and Decision, 2002, 52, (1), 81-99 Downloads View citations (3)
    See also Working Paper Even Risk-Averters May Love Risk, Post-Print (2002) (2002)
  2. The Newsvendor Game Has a Nonempty Core
    Games and Economic Behavior, 2002, 38, (1), 118-126 Downloads View citations (44)
    See also Working Paper The newsvendor game has a non-empty core, Post-Print (2002) View citations (17) (2002)

2001

  1. On S-Convexity and Risk Aversion
    Theory and Decision, 2001, 50, (3), 239-248 Downloads View citations (6)
    See also Working Paper On S-convexity and risk aversion, Post-Print (2001) View citations (4) (2001)
  2. When Lorenz met Lyapunov
    Statistics & Probability Letters, 2001, 54, (1), 101-105 Downloads View citations (3)
    See also Working Paper When Lorenz met Lyapunov, Post-Print (2001) View citations (3) (2001)

2000

  1. On the Number of Pure Strategy Nash Equilibria in Random Games
    Games and Economic Behavior, 2000, 33, (2), 274-293 Downloads View citations (20)
    See also Working Paper On the number of pure strategy Nash equilibria in random games, Post-Print (2000) View citations (19) (2000)
  2. On the value of an item subject to general repair or maintenance
    European Journal of Operational Research, 2000, 122, (3), 625-637 Downloads View citations (9)
    See also Working Paper On the value of an item subject to general repair or maintenance, Post-Print (2000) View citations (9) (2000)
  3. Some Remarks on the Supermodular Order
    Journal of Multivariate Analysis, 2000, 73, (1), 107-119 Downloads View citations (61)
    See also Working Paper Some remarks on the supermodular order, Post-Print (2000) View citations (53) (2000)

1999

  1. Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals
    Journal of Multivariate Analysis, 1999, 68, (1), 54-77 Downloads View citations (5)
    See also Working Paper Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals, Post-Print (1999) View citations (5) (1999)
  2. On risk aversion with two risks
    Journal of Mathematical Economics, 1999, 31, (2), 239-250 Downloads View citations (40)
    See also Working Paper On risk aversion with two risks, Post-Print (1999) View citations (39) (1999)
  3. Variability orders and mean differences
    Statistics & Probability Letters, 1999, 45, (2), 121-130 Downloads View citations (5)
    See also Working Paper Variability orders and mean differences, Post-Print (1999) View citations (5) (1999)

1998

  1. A strong paradox of multiple elections
    Social Choice and Welfare, 1998, 15, (2), 237-238 Downloads View citations (5)
    See also Working Paper A strong paradox of multiple elections, Post-Print (1998) View citations (5) (1998)
  2. Sequential decisions with several agents
    Economic Theory, 1998, 12, (2), 371-391 Downloads
    See also Working Paper Sequential decisions with several agents, Post-Print (1998) (1998)

1996

  1. Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals
    Journal of Multivariate Analysis, 1996, 56, (1), 20-41 Downloads View citations (14)
    See also Working Paper Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals, Post-Print (1996) View citations (13) (1996)

1995

  1. Finite exchangeability and linear regression
    Statistics & Probability Letters, 1995, 23, (2), 105-110 Downloads
    See also Working Paper Finite exchangeability and linear regression, Post-Print (1995) (1995)
  2. On the value of information in multi-agent decision theory
    Journal of Mathematical Economics, 1995, 24, (6), 557-576 Downloads View citations (6)
    See also Working Paper On the value of information in multi-agent decision theory, Post-Print (1995) View citations (5) (1995)

1994

  1. Positive dependence orderings and stopping times
    Annals of the Institute of Statistical Mathematics, 1994, 46, (2), 333-342 Downloads
    See also Working Paper Positive dependence orderings and stopping times, Post-Print (1994) (1994)

1993

  1. On the extendibility of partially exchangeable random vectors
    Statistics & Probability Letters, 1993, 16, (1), 43-46 Downloads View citations (1)
    See also Working Paper On the extendibility of partially exchangeable random vectors, Post-Print (1993) View citations (1) (1993)
  2. Stochastic comparisons of Itô processes
    Stochastic Processes and their Applications, 1993, 45, (1), 1-11 Downloads View citations (3)
    See also Working Paper Stochastic comparisons of Itô processes, Post-Print (1993) (1993)

1992

  1. Dominance conditions in non-additive expected utility theory
    Journal of Mathematical Economics, 1992, 21, (2), 173-184 Downloads View citations (2)
    See also Working Paper Dominance conditions in non-additive expected utility theory, Post-Print (1992) View citations (2) (1992)

1991

  1. Bibliography on stochastic orderings: Letter to the Editor
    Journal of Economic Theory, 1991, 53, (1), 212-212 Downloads

1990

  1. Inequalities for predictive ratios and posterior variances in natural exponential families
    Journal of Multivariate Analysis, 1990, 33, (2), 275-285 Downloads
    See also Working Paper Inequalities for predictive ratios and posterior variances in natural exponential families, Post-Print (1990) (1990)
  2. Some conditions for stochastic equality
    Naval Research Logistics (NRL), 1990, 37, (5), 617-625 Downloads View citations (1)
  3. Stochastic ordering for permutation symmetric distributions
    Statistics & Probability Letters, 1990, 9, (3), 217-222 Downloads View citations (1)
    See also Working Paper Stochastic ordering for permutation symmetric distributions, Post-Print (1990) View citations (1) (1990)

1989

  1. A note on stochastic dominance and inequality measures
    Journal of Economic Theory, 1989, 49, (2), 314-323 Downloads View citations (100)
    See also Working Paper A note on stochastic dominance and inequality measures, Post-Print (1989) View citations (96) (1989)
  2. Copulae of probability measures on product spaces
    Journal of Multivariate Analysis, 1989, 31, (2), 201-219 Downloads View citations (7)
    See also Working Paper Copulae of probability measures on product spaces, Post-Print (1989) View citations (7) (1989)
  3. Multivariate decisions with unknown price vector
    Economics Letters, 1989, 29, (1), 13-19 Downloads View citations (4)
    See also Working Paper Multivariate decisions with unknown price vector, Post-Print (1989) View citations (4) (1989)

1988

  1. Dominance Conditions for Multivariate Utility Functions
    Management Science, 1988, 34, (4), 454-460 Downloads View citations (23)
    See also Working Paper Dominance Conditions for Multivariate Utility Functions, Post-Print (1988) View citations (23) (1988)
  2. On a simple sequential decision problem
    Statistica Neerlandica, 1988, 42, (1), 29-35 Downloads View citations (1)

1985

  1. Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process
    Statistics & Probability Letters, 1985, 3, (2), 57-62 Downloads
    See also Working Paper Lower bounds for the distribution function of a k-dimensional n-extensible exchangeable process, Post-Print (1985) (1985)
  2. Stochastic dominance with pair-wise risk aversion
    Journal of Mathematical Economics, 1985, 14, (2), 187-201 Downloads View citations (11)
    See also Working Paper Stochastic dominance with pair-wise risk aversion, Post-Print (1985) View citations (10) (1985)

Chapters

2017

  1. Large Spatial Competition
    Springer View citations (3)
    See also Working Paper Large Spatial Competition, HAL (2017) Downloads View citations (3) (2017)

2012

  1. Cooperative Newsvendor Games: A Review
    Springer View citations (2)
 
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