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 1 2 25 0 2 5 42
A Market Foundation for Conditional Asset Pricing 0 0 0 29 0 2 2 67
A Smooth Model of Decision,Making Under Ambiguity 0 0 0 186 0 2 4 737
A Subjective Spin on Roulette Wheels 0 0 1 158 0 0 2 792
A characterization of probabilities with full support in metric spaces, and Laplaces method 0 0 0 22 0 0 3 64
A note on comparative ambiguity aversion and justi?fiability 0 0 0 46 3 5 6 85
A smooth model of decision making under ambiguity 0 0 1 467 0 2 10 1,780
A strong law of large numbers for capacities 0 0 0 83 0 0 2 308
A subjective spin on roulette wheels 0 0 1 124 1 1 2 719
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 0 0 0 146 0 1 5 574
Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games 0 0 0 25 0 1 3 136
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 1 1 4 705 1 1 11 1,410
Ambiguity Made Precise: A Comparative Foundation and Some Implications 0 1 1 119 0 2 2 471
Ambiguity and Robust Statistics 0 0 1 140 0 1 4 352
Ambiguity and the Bayesian Paradigm 0 0 2 253 1 4 13 593
Ambiguity from the Differential Viewpoint 0 0 0 177 0 0 1 424
Ambiguity from the Differential Viewpoint 0 0 0 177 0 1 2 419
Analysis of Information Feedback and Selfconfirming Equilibrium 0 0 1 71 1 2 3 114
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 97 0 1 3 263
Choquet Integration on Riesz Spaces and Dual Comonotonicity 0 0 1 58 0 0 3 163
Choquet insurance pricing: a caveat 0 0 0 127 1 1 2 358
Classical Subjective Expected Utility 0 0 0 87 0 0 1 239
Coarse Contingencies 0 0 1 71 0 0 1 217
Coarse Contingencies 0 0 2 94 0 0 4 319
Complete Monotone Quasiconcave Duality 0 0 5 176 0 0 8 432
Conditional Lp-spaces and the duality of modules over f-algebras 0 0 0 7 2 3 3 56
Cores and stable sets of finite dimensional games 0 0 0 61 0 0 0 238
Cores of Non-Atomic Market Games 0 0 0 67 0 0 0 294
Decomposition and Representation of Coalitional Games 0 0 0 45 0 0 2 203
Definitions of Ambiguous Events and the Smooth Ambiguity Model 0 0 0 60 0 0 2 460
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 38 0 1 1 108
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 6 0 0 1 93
Dynamic Variational Preferences 0 0 0 271 0 0 2 648
Ergodic Annealing 0 0 2 15 0 1 3 20
Ergodic Theorems for Lower Probabilities 0 0 0 25 0 2 2 69
Experimental Cost of Information 1 1 4 154 1 2 10 340
Finitely Well-Positioned Sets 0 0 0 19 1 1 1 86
Hilbert A-Modules 0 0 0 23 1 1 1 74
How to Cut a Cake Healthily 0 0 0 30 2 2 3 167
How to cut a pizza fairly: fair division with descreasing marginal evaluations 0 0 0 79 0 1 1 546
Insurance Premia Consistent with the Market 1 1 2 103 1 1 2 385
Linearity with Multiple Priors 0 0 0 25 0 0 1 146
Making Decisions under Model Misspecification 0 0 1 25 2 4 13 80
Making Decisions under Model Misspecification 0 1 4 16 0 2 6 34
Making Decisions under Model Misspecification 0 0 1 17 0 0 2 48
Microfoundations of Low-Frequency High-Impact Decisions 2 7 33 89 5 11 48 132
Mixed Extensions of Decision Problems under Uncertainty 1 1 1 84 1 1 2 193
Model Uncertainty 0 2 6 79 1 4 10 156
Model Uncertainty in Climate Change Economics 0 0 0 85 0 0 0 112
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 0 0 0 1 20
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 17 0 1 2 26
Monotone Continuous Multiple Priors 0 0 0 90 0 0 1 245
Monotone continuous multiple priors 0 0 0 10 0 0 0 39
Monotone continuous multiple priors 0 0 0 24 0 0 1 107
Multialternative Neural Decision Processes 0 0 0 11 1 1 2 25
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 9 0 1 2 18
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 123 0 1 1 289
Multinomial logit processes and preference discovery: outside and inside the black box 0 0 1 31 0 0 1 40
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 1 1 2 281
Niveloids and Their Extensions:Risk Measures on Small Domains 0 0 1 35 0 3 5 147
Objective and Subjective Rationality 0 0 0 58 0 1 2 151
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 0 1 2 2 24
Objective and Subjective Rationality in a Multiple Prior Model 0 0 2 277 1 1 24 5,775
On Concavity and Supermodularity 0 0 1 229 0 0 2 561
On convexity and supermodularity 0 0 2 198 1 1 4 490
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 1 75 0 2 4 275
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 35 0 0 3 147
On the Smooth Ambiguity Model: A Reply 0 0 0 67 0 0 0 277
On the Smooth Ambiguity Model: A Reply 0 0 0 37 0 3 4 115
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals 0 1 1 29 2 4 5 126
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 231 0 2 2 728
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 136 0 0 3 544
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 128 0 1 1 360
Portfolio Selection with Monotone Mean-Variance Preferences 1 1 1 90 1 1 5 364
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion 0 0 0 54 1 1 2 162
Probabilistic sophistication and multiple priors 0 0 1 130 1 1 2 301
Put-Call Parity and Market Frictions 0 0 0 77 0 0 1 288
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 64 1 1 2 120
Rational Policymaking during a Pandemic 0 0 0 11 0 1 2 9
Rational Preferences under Ambiguity 0 0 0 73 0 1 1 206
Rational policymaking during a pandemic 0 0 0 16 0 0 7 59
Recursive Smooth Ambiguity Preferences 0 0 0 287 1 1 2 809
Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras 0 0 0 32 0 0 1 404
Revealed Ambiguity and Its Consequences: Updating 0 0 2 174 0 1 4 378
Risk Analysis and Decision Theory: Foundations 0 0 1 90 0 0 2 264
Risk Measures: Rationality and Diversification 0 0 0 140 1 1 2 355
Risk, Ambigity and the Separation of Utility and Beliefs 0 0 0 278 0 2 4 1,024
Risk, Ambiguity and the Separation of Utility and Beliefs 0 0 0 150 0 1 1 450
Risk, Ambiguity, and the Separation of Utility and Beliefs 0 0 0 15 0 1 2 99
Risk, ambiguity, and the separation of utility and beliefs 0 0 1 202 0 1 3 462
Selfconfirming Equilibrium and Model Uncertainty 0 0 0 128 0 1 3 251
Selfconfirming Equilibrium and Uncertainty 0 0 0 51 0 0 0 101
Singed Integral Representations of Comonotonic Additive Functionals 0 0 0 26 0 2 2 85
Social Decision Theory: Choosing within and between Groups 0 0 3 380 1 2 7 1,354
Sources of Uncertainty and Subjective Prices 1 1 1 51 1 1 1 74
Stochastic Dominance Analysis without the Independence Axiom 0 0 1 56 0 1 3 116
Subcalculus for set functions and cores of TU games 0 0 0 47 0 0 2 248
The Core of Large TU Games 0 0 0 125 1 2 3 1,532
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 0 53 0 2 2 107
The convexity-cone approach to comparative risk and downside risk 0 0 0 54 0 1 2 163
Ultramodular functions 0 0 0 90 1 1 1 261
Uncertainty Averse Preferences 0 0 2 397 0 0 3 765
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 1 3 52
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 0 1 6 248
Unique Solutions of Some Recursive Equations in Economic Dynamics 0 0 0 126 0 0 2 397
Unique Tarski Fixed Points 1 1 4 79 1 2 6 152
Variational representation of preferences under ambiguity 0 0 1 243 0 0 2 454
Total Working Papers 10 21 108 11,047 43 122 383 39,646

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 0 0 4 15 1 3 7 63
A Characterization of Probabilities with Full Support and the Laplace Method 0 0 0 5 0 0 0 23
A Note on Comparative Ambiguity Aversion and Justifiability 0 0 1 16 0 2 4 71
A Smooth Model of Decision Making under Ambiguity 0 2 5 653 3 10 43 2,838
A Subjective Spin on Roulette Wheels 0 0 0 110 0 0 0 912
A canon of probabilistic rationality 0 0 0 4 0 3 4 24
A characterization of the core of convex games through Gateaux derivatives 0 0 0 97 0 1 3 335
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 2 35 3 5 9 72
A uniqueness theorem for convex-ranged probabilities 0 0 0 54 1 1 1 447
Additivity with multiple priors 0 0 1 60 0 1 3 146
Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis 0 1 4 45 1 2 7 238
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 0 4 309 0 1 14 744
Ambiguity Made Precise: A Comparative Foundation 0 2 6 230 1 6 15 532
Ambiguity and robust statistics 0 0 0 51 0 1 3 237
Ambiguity attitudes and self-confirming equilibrium in sequential games 0 0 0 9 0 0 2 54
Ambiguity aversion and wealth effects 0 0 0 10 0 1 2 41
Ambiguous Games 0 0 2 359 0 0 7 961
An Axiomatic Approach to Complete Patience and Time Invariance 0 0 0 28 0 1 2 83
Analysis of information feedback and selfconfirming equilibrium 0 0 0 3 0 1 2 36
CHOQUET INSURANCE PRICING: A CAVEAT 0 0 0 10 0 1 1 60
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 60 0 0 0 172
Coarse contingencies and ambiguity 0 0 0 43 0 0 3 184
Cores of non-atomic market games 0 1 1 24 0 1 1 121
Corrigendum: Pride and Diversity in Social Economies 0 0 0 16 0 1 3 78
David Schmeidler’s contributions to decision theory 0 0 0 3 0 1 5 15
Decision analysis under ambiguity 0 0 1 43 0 0 5 183
Definitions of ambiguous events and the smooth ambiguity model 0 0 0 24 0 3 5 100
Differentiating ambiguity and ambiguity attitude 0 0 0 314 0 3 6 797
Dynamic variational preferences 0 0 0 153 0 0 2 325
Experimental Cost of Information 0 0 1 22 0 3 8 86
Finitely Additive and Epsilon Nash Equilibria 0 0 0 1 1 1 2 386
How to cut a pizza fairly: Fair division with decreasing marginal evaluations 0 0 0 47 0 0 3 428
Insurance premia consistent with the market 0 0 0 34 0 1 1 137
Law of demand and stochastic choice 0 1 1 2 0 1 1 2
Learning and self-confirming long-run biases 0 0 1 5 0 7 10 38
Learning from ambiguous and misspecified models 0 0 0 11 0 2 3 27
Learning from ambiguous urns 0 0 0 23 0 1 2 57
Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation 0 0 0 73 0 2 3 187
MODEL UNCERTAINTY 0 0 2 29 0 3 9 129
Mixed extensions of decision problems under uncertainty 0 0 0 20 1 1 4 64
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 1 2 31 0 4 16 132
Monotone continuous multiple priors 0 0 0 74 0 0 3 214
Mutual absolute continuity of multiple priors 0 0 0 32 3 3 3 116
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 66 0 1 2 268
On the Smooth Ambiguity Model: A Reply 0 0 0 21 1 2 5 223
On the cardinal utility equivalence of biseparable preferences 0 0 0 0 0 0 2 3
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 0 0 1 99
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES 0 0 0 92 0 3 4 245
Pride and Diversity in Social Economies 0 0 0 11 1 1 2 92
Probabilistic Sophistication and Multiple Priors 0 0 0 73 0 0 1 260
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion 0 0 0 16 0 0 1 88
Put–Call Parity and market frictions 0 0 0 17 0 1 2 78
Rational preference and rationalizable choice 0 0 1 5 0 3 5 39
Rational preferences under ambiguity 0 0 0 33 0 0 2 149
Recursive smooth ambiguity preferences 0 0 0 127 0 1 3 359
Risk analysis and decision theory: A bridge 1 1 3 66 2 3 10 210
Self-Confirming Equilibrium and Model Uncertainty 0 0 0 48 0 1 2 279
Social Decision Theory: Choosing within and between Groups 0 0 1 30 0 3 10 204
Sources of Uncertainty and Subjective Prices 0 0 1 9 0 1 2 28
Stable cores of large games 0 0 0 25 0 0 0 106
Stochastic Dominance Analysis Without the Independence Axiom 0 0 0 4 0 0 1 13
Subcalculus for set functions and cores of TU games 0 0 1 21 0 1 3 112
The Core of Large Differentiable TU Games 0 0 0 18 1 4 4 79
The impossibility of compromise: some uniqueness properties of expected utility preferences 0 0 0 24 1 3 4 123
The structure of variational preferences 0 0 0 9 0 2 3 34
Uncertainty averse preferences 0 1 4 78 0 2 8 215
Unique solutions for stochastic recursive utilities 0 0 1 66 0 0 9 187
Vitali’s early contribution to non-additive integration 0 0 0 7 0 0 1 34
Weak time-derivatives and no-arbitrage pricing 0 0 0 5 0 1 2 56
Total Journal Articles 1 10 50 4,075 21 111 316 15,481
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 statistics 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 2025-10-06