[go: up one dir, main page]

Access Statistics for Massimo Marinacci

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Canon of Probabilistic Rationality 0 0 0 23 0 0 0 37
A Market Foundation for Conditional Asset Pricing 0 0 1 29 0 1 5 65
A Smooth Model of Decision,Making Under Ambiguity 0 0 0 186 0 2 6 734
A Subjective Spin on Roulette Wheels 0 0 0 157 0 0 0 790
A characterization of probabilities with full support in metric spaces, and Laplaces method 0 0 3 22 1 2 6 62
A note on comparative ambiguity aversion and justi?fiability 0 0 1 46 0 0 1 79
A smooth model of decision making under ambiguity 0 1 3 467 0 1 4 1,771
A strong law of large numbers for capacities 0 0 0 83 0 0 0 306
A subjective spin on roulette wheels 0 0 1 123 0 0 1 717
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 0 0 1 146 1 3 5 572
Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games 0 0 0 25 0 0 1 133
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 1 7 702 1 4 23 1,403
Ambiguity Made Precise: A Comparative Foundation and Some Implications 0 0 1 118 0 0 2 469
Ambiguity and Robust Statistics 0 0 2 139 1 1 4 349
Ambiguity and the Bayesian Paradigm 0 1 7 251 2 6 21 583
Ambiguity from the Differential Viewpoint 0 0 0 177 0 0 2 417
Ambiguity from the Differential Viewpoint 0 0 1 177 0 0 4 423
Analysis of Information Feedback and Selfconfirming Equilibrium 0 0 1 70 0 0 2 111
Certainty Independence and the Separation of Utility and Beliefs 0 0 1 97 1 1 3 261
Choquet Integration on Riesz Spaces and Dual Comonotonicity 0 0 0 57 0 0 0 160
Choquet insurance pricing: a caveat 0 0 0 127 0 0 1 356
Classical Subjective Expected Utility 0 0 2 87 0 0 3 238
Coarse Contingencies 0 0 0 92 2 2 5 317
Coarse Contingencies 0 0 0 70 0 0 0 216
Complete Monotone Quasiconcave Duality 1 1 4 172 1 1 5 425
Conditional Lp-spaces and the duality of modules over f-algebras 0 0 1 7 0 0 1 53
Cores and stable sets of finite dimensional games 0 0 1 61 0 0 1 238
Cores of Non-Atomic Market Games 0 0 0 67 0 0 1 294
Decomposition and Representation of Coalitional Games 0 0 0 45 0 0 0 201
Definitions of Ambiguous Events and the Smooth Ambiguity Model 0 0 0 60 0 0 0 458
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 6 0 0 0 92
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 38 0 0 0 107
Dynamic Variational Preferences 0 0 0 271 0 1 1 647
Ergodic Annealing 0 1 1 14 0 1 1 18
Ergodic Theorems for Lower Probabilities 0 0 1 25 0 0 3 67
Experimental Cost of Information 1 1 8 151 2 3 20 333
Finitely Well-Positioned Sets 0 1 3 19 0 1 4 85
Hilbert A-Modules 0 0 1 23 0 0 3 73
How to Cut a Cake Healthily 0 0 0 30 0 0 0 164
How to cut a pizza fairly: fair division with descreasing marginal evaluations 0 0 0 79 0 0 3 545
Insurance Premia Consistent with the Market 1 2 2 102 1 3 6 384
Linearity with Multiple Priors 0 0 0 25 0 0 0 145
Making Decisions under Model Misspecification 0 0 0 12 1 1 5 29
Making Decisions under Model Misspecification 0 0 0 16 0 1 5 46
Making Decisions under Model Misspecification 0 0 0 24 1 5 14 71
Microfoundations of Low-Frequency High-Impact Decisions 0 4 23 58 1 6 38 88
Mixed Extensions of Decision Problems under Uncertainty 0 0 0 83 0 0 3 191
Model Uncertainty 0 1 4 73 0 2 12 147
Model Uncertainty in Climate Change Economics 0 1 3 85 0 1 5 112
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 0 0 0 0 19
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 1 17 0 0 1 24
Monotone Continuous Multiple Priors 0 0 0 90 0 0 1 244
Monotone continuous multiple priors 0 0 0 10 0 0 0 39
Monotone continuous multiple priors 0 0 0 24 0 0 1 106
Multialternative Neural Decision Processes 0 0 1 11 0 0 2 23
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 123 0 0 4 288
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 9 0 1 1 17
Multinomial logit processes and preference discovery: outside and inside the black box 1 2 2 31 1 2 3 40
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 0 0 3 279
Niveloids and Their Extensions:Risk Measures on Small Domains 0 0 3 34 1 1 4 143
Objective and Subjective Rationality 0 0 0 58 0 0 0 149
Objective and Subjective Rationality in a Multiple Prior Model 0 1 2 275 4 15 72 5,758
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 0 0 0 1 22
On Concavity and Supermodularity 0 0 0 228 0 0 1 559
On convexity and supermodularity 0 1 3 196 0 2 7 486
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 0 74 0 0 1 271
On the Ranges of Baire and Borel Measures 0 0 0 23 0 0 0 255
On the Smooth Ambiguity Model: A Reply 0 0 0 37 0 0 2 111
On the Smooth Ambiguity Model: A Reply 0 0 0 67 0 0 2 277
On the Smooth Ambiguity Model: A Reply 0 0 0 35 0 0 0 144
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals 0 1 4 28 0 2 7 121
Portfolio Selection with Monotone Mean-Variance Preferences 0 1 2 135 1 2 4 542
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 128 0 0 1 359
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 231 0 0 1 726
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 89 0 1 2 360
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion 0 0 0 54 0 0 5 160
Probabilistic sophistication and multiple priors 0 1 4 129 0 1 5 299
Put-Call Parity and Market Frictions 0 0 2 77 0 0 2 287
Random correspndences as bundles of random variables 0 0 0 40 0 0 0 140
Range Convexity and Ambiguity Averse Preferences 0 0 0 55 0 0 0 291
Rational Inattention and Rate Distortion Theory: A Teaching Note 1 1 2 63 1 1 7 119
Rational Policymaking during a Pandemic 0 0 0 11 1 1 3 8
Rational Preferences under Ambiguity 0 0 1 73 0 0 4 205
Rational policymaking during a pandemic 0 0 0 16 1 1 5 53
Recursive Smooth Ambiguity Preferences 0 0 1 287 0 1 2 807
Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras 0 0 0 32 0 0 0 403
Revealed Ambiguity and Its Consequences: Updating 0 0 1 172 0 0 1 374
Risk Analysis and Decision Theory: Foundations 0 0 0 89 0 0 0 262
Risk Measures: Rationality and Diversification 0 1 1 140 0 1 1 353
Risk, Ambigity and the Separation of Utility and Beliefs 0 0 0 278 0 0 0 1,020
Risk, Ambiguity and the Separation of Utility and Beliefs 0 0 0 150 0 0 0 449
Risk, Ambiguity, and the Separation of Utility and Beliefs 0 0 0 15 0 0 1 97
Risk, ambiguity, and the separation of utility and beliefs 0 0 0 201 0 1 3 460
Selfconfirming Equilibrium and Model Uncertainty 0 0 0 128 0 0 0 248
Selfconfirming Equilibrium and Uncertainty 0 0 0 51 0 0 2 101
Singed Integral Representations of Comonotonic Additive Functionals 0 0 0 26 0 0 1 83
Social Decision Theory: Choosing within and between Groups 0 0 1 377 0 1 3 1,347
Sources of Uncertainty and Subjective Prices 0 0 0 50 0 0 1 73
Stochastic Dominance Analysis without the Independence Axiom 0 0 0 55 0 0 1 113
Subcalculus for set functions and cores of TU games 0 0 0 47 0 0 0 246
The Core of Large TU Games 0 0 0 125 0 0 0 1,529
The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty 0 0 0 33 0 0 0 270
The Structure of Variational Preferences 0 0 2 53 0 0 2 105
The convexity-cone approach to comparative risk and downside risk 0 0 0 54 0 0 0 161
Ultramodular functions 0 0 0 90 0 0 1 260
Uncertainty Averse Preferences 0 0 1 395 0 0 2 762
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 1 8 50
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 0 71 0 0 8 242
Unique Solutions of Some Recursive Equations in Economic Dynamics 0 0 2 126 1 1 3 396
Unique Tarski Fixed Points 0 0 1 75 0 0 5 146
Variational representation of preferences under ambiguity 0 0 0 242 0 0 1 452
Total Working Papers 5 24 122 10,949 27 85 428 39,315

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Behavioral Characterization of the Drift Diffusion Model and Its Multialternative Extension for Choice Under Time Pressure 3 3 4 14 3 4 10 59
A Characterization of Probabilities with Full Support and the Laplace Method 0 0 0 5 0 0 1 23
A Note on Comparative Ambiguity Aversion and Justifiability 0 0 0 15 0 0 2 67
A Smooth Model of Decision Making under Ambiguity 0 2 26 649 4 16 74 2,804
A Subjective Spin on Roulette Wheels 0 0 0 110 0 0 0 912
A canon of probabilistic rationality 0 0 1 4 0 2 6 20
A characterization of the core of convex games through Gateaux derivatives 0 0 3 97 0 2 6 333
A framework for the analysis of self-confirming policies 0 0 0 2 0 0 0 3
A note on rational inattention and rate distortion theory 0 0 6 33 0 1 11 64
A uniqueness theorem for convex-ranged probabilities 0 0 2 54 0 0 3 446
Additivity with multiple priors 1 1 2 60 1 2 4 144
Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis 2 4 7 44 2 5 15 234
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 1 8 306 3 5 14 735
Ambiguity Made Precise: A Comparative Foundation 2 2 7 226 2 6 23 521
Ambiguity and robust statistics 0 0 2 51 1 2 7 235
Ambiguity attitudes and self-confirming equilibrium in sequential games 0 0 0 9 0 0 4 52
Ambiguity aversion and wealth effects 0 0 3 10 0 0 5 39
Ambiguous Games 0 1 5 358 0 1 6 955
An Axiomatic Approach to Complete Patience and Time Invariance 0 0 0 28 0 0 1 81
Analysis of information feedback and selfconfirming equilibrium 0 0 0 3 1 1 4 35
CHOQUET INSURANCE PRICING: A CAVEAT 0 0 1 10 0 0 1 59
Certainty Independence and the Separation of Utility and Beliefs 0 0 1 60 0 0 1 172
Coarse contingencies and ambiguity 0 0 1 43 0 1 2 182
Cores of non-atomic market games 0 0 0 23 0 0 1 120
Corrigendum: Pride and Diversity in Social Economies 0 0 0 16 0 0 0 75
David Schmeidler’s contributions to decision theory 0 0 1 3 1 1 4 11
Decision analysis under ambiguity 0 0 0 42 0 0 4 178
Definitions of ambiguous events and the smooth ambiguity model 0 0 1 24 0 0 2 95
Differentiating ambiguity and ambiguity attitude 0 0 2 314 2 2 14 793
Dynamic variational preferences 0 0 0 153 1 2 2 325
Experimental Cost of Information 0 0 2 21 2 4 14 81
Finitely Additive and Epsilon Nash Equilibria 0 0 0 1 0 1 2 384
How to cut a pizza fairly: Fair division with decreasing marginal evaluations 0 0 1 47 0 0 3 425
Insurance premia consistent with the market 0 0 0 34 0 0 0 136
Law of demand and stochastic choice 0 0 0 1 0 0 0 1
Learning and self-confirming long-run biases 0 1 1 4 0 1 2 28
Learning from ambiguous and misspecified models 0 0 0 11 0 0 1 24
Learning from ambiguous urns 0 0 0 23 0 1 2 56
Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation 0 0 1 73 1 1 4 185
MODEL UNCERTAINTY 0 0 4 27 0 2 7 122
Mixed extensions of decision problems under uncertainty 0 0 1 20 0 0 1 60
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 5 29 1 3 14 118
Monotone continuous multiple priors 0 0 2 74 0 0 2 211
Mutual absolute continuity of multiple priors 0 0 0 32 0 0 0 113
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 66 0 1 1 266
On the Smooth Ambiguity Model: A Reply 0 0 0 21 0 0 1 218
On the cardinal utility equivalence of biseparable preferences 0 0 0 0 0 1 1 2
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 1 15 0 0 2 98
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES 0 0 1 92 0 1 3 241
Pride and Diversity in Social Economies 0 0 1 11 0 0 4 90
Probabilistic Sophistication and Multiple Priors 0 0 0 73 0 0 2 259
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion 0 0 1 16 0 0 3 87
Put–Call Parity and market frictions 0 0 3 17 0 0 3 76
Rational preference and rationalizable choice 0 0 0 4 0 2 4 34
Rational preferences under ambiguity 0 0 0 33 1 2 3 149
Recursive smooth ambiguity preferences 0 0 2 127 0 1 5 356
Risk analysis and decision theory: A bridge 0 1 4 63 0 2 7 200
Self-Confirming Equilibrium and Model Uncertainty 0 1 1 48 0 1 1 277
Social Decision Theory: Choosing within and between Groups 0 0 0 29 0 1 6 194
Sources of Uncertainty and Subjective Prices 1 1 3 9 1 1 7 27
Stable cores of large games 0 0 0 25 0 0 0 106
Stochastic Dominance Analysis Without the Independence Axiom 0 0 1 4 0 0 1 12
Subcalculus for set functions and cores of TU games 1 1 1 21 1 1 3 110
The Core of Large Differentiable TU Games 0 0 0 18 0 0 0 75
The impossibility of compromise: some uniqueness properties of expected utility preferences 0 0 0 24 0 0 0 119
The structure of variational preferences 0 0 0 9 0 0 0 31
Uncertainty averse preferences 1 1 2 75 2 2 4 209
Unique solutions for stochastic recursive utilities 0 0 6 65 1 3 13 180
Vitali’s early contribution to non-additive integration 0 0 1 7 0 1 2 33
Weak time-derivatives and no-arbitrage pricing 0 0 1 5 0 0 3 54
Total Journal Articles 11 20 129 4,040 31 86 358 15,219
5 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Total Chapters 0 0 0 0 0 0 0 0
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2024-12-04