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 2 25 2 8 15 54
A Market Foundation for Conditional Asset Pricing 0 0 0 29 1 8 11 76
A Smooth Model of Decision,Making Under Ambiguity 0 0 0 186 3 6 14 748
A Subjective Spin on Roulette Wheels 0 0 0 158 0 1 5 796
A characterization of probabilities with full support in metric spaces, and Laplaces method 1 1 2 24 1 7 12 74
A note on comparative ambiguity aversion and justi?fiability 0 0 1 47 0 8 19 98
A smooth model of decision making under ambiguity 0 1 2 469 1 11 21 1,795
A strong law of large numbers for capacities 0 0 0 83 1 6 7 315
A subjective spin on roulette wheels 0 0 1 125 6 24 31 749
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 0 0 0 146 0 5 9 581
Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games 0 0 0 25 2 5 7 142
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 1 3 706 2 13 21 1,427
Ambiguity Made Precise: A Comparative Foundation and Some Implications 0 0 1 119 0 6 10 479
Ambiguity and Robust Statistics 0 0 0 140 1 5 8 358
Ambiguity and the Bayesian Paradigm 0 0 1 253 1 6 14 602
Ambiguity from the Differential Viewpoint 0 0 0 177 4 10 13 431
Ambiguity from the Differential Viewpoint 0 0 0 177 0 5 9 432
Analysis of Information Feedback and Selfconfirming Equilibrium 0 0 1 71 0 8 17 128
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 97 2 6 11 273
Choquet Integration on Riesz Spaces and Dual Comonotonicity 0 0 1 58 0 5 10 170
Choquet insurance pricing: a caveat 0 0 0 127 1 5 15 371
Classical Subjective Expected Utility 0 0 0 87 0 6 8 247
Coarse Contingencies 0 0 0 94 1 6 8 327
Coarse Contingencies 0 0 0 71 4 10 14 231
Complete Monotone Quasiconcave Duality 0 0 1 176 0 6 11 441
Conditional Lp-spaces and the duality of modules over f-algebras 0 0 0 7 0 3 6 59
Cores and stable sets of finite dimensional games 0 0 0 61 2 6 8 246
Cores of Non-Atomic Market Games 0 0 0 67 0 10 14 308
Decomposition and Representation of Coalitional Games 0 0 0 45 2 7 7 210
Definitions of Ambiguous Events and the Smooth Ambiguity Model 0 0 0 60 1 13 17 477
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 6 0 5 7 100
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 38 0 5 9 116
Dynamic Variational Preferences 0 0 0 271 4 16 19 667
Ergodic Annealing 0 0 1 15 1 6 11 29
Ergodic Theorems for Lower Probabilities 0 0 0 25 5 15 19 86
Experimental Cost of Information 0 0 2 154 4 9 14 351
Finitely Well-Positioned Sets 0 0 0 19 0 4 7 92
Hilbert A-Modules 0 0 0 23 1 3 6 79
How to Cut a Cake Healthily 0 0 0 30 2 8 10 175
How to cut a pizza fairly: fair division with descreasing marginal evaluations 0 0 0 79 0 4 8 553
Insurance Premia Consistent with the Market 0 0 1 103 0 5 12 396
Linearity with Multiple Priors 0 0 0 25 1 5 5 151
Making Decisions under Model Misspecification 0 0 3 19 0 3 8 55
Making Decisions under Model Misspecification 0 0 5 18 2 9 15 45
Making Decisions under Model Misspecification 0 0 2 26 2 12 21 94
Microfoundations of Low-Frequency High-Impact Decisions 5 11 32 102 10 23 60 164
Mixed Extensions of Decision Problems under Uncertainty 0 0 1 84 0 7 11 202
Model Uncertainty 0 1 4 80 2 14 26 176
Model Uncertainty in Climate Change Economics 0 0 0 85 0 6 9 121
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 17 0 5 11 35
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 0 1 12 15 34
Monotone Continuous Multiple Priors 0 0 1 91 0 5 7 251
Monotone continuous multiple priors 0 0 0 24 0 3 5 111
Monotone continuous multiple priors 0 0 0 10 0 2 2 41
Multialternative Neural Decision Processes 0 0 0 11 0 6 10 33
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 9 0 5 6 23
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 123 0 10 18 306
Multinomial logit processes and preference discovery: outside and inside the black box 0 0 0 31 3 8 8 48
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 2 11 15 294
Niveloids and Their Extensions:Risk Measures on Small Domains 0 0 1 35 0 3 9 152
Objective and Subjective Rationality 0 1 1 59 0 3 5 155
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 0 4 11 15 37
Objective and Subjective Rationality in a Multiple Prior Model 0 0 1 277 2 18 27 5,797
On Concavity and Supermodularity 0 0 2 230 3 9 15 575
On convexity and supermodularity 0 0 1 199 3 9 14 502
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 1 75 0 6 12 284
On the Ranges of Baire and Borel Measures 0 0 0 23 0 5 6 261
On the Smooth Ambiguity Model: A Reply 0 0 0 37 1 8 13 125
On the Smooth Ambiguity Model: A Reply 0 0 0 67 0 2 5 282
On the Smooth Ambiguity Model: A Reply 0 0 0 35 0 4 6 152
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals 0 0 1 29 1 8 14 135
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 136 0 7 10 553
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 231 3 6 9 735
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 128 1 3 6 365
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 90 0 4 11 371
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion 0 0 0 54 1 7 10 171
Probabilistic sophistication and multiple priors 0 0 1 130 9 12 16 315
Put-Call Parity and Market Frictions 0 0 0 77 7 12 16 304
Random correspndences as bundles of random variables 0 0 0 40 1 4 4 144
Range Convexity and Ambiguity Averse Preferences 0 0 0 55 2 3 3 294
Rational Inattention and Rate Distortion Theory: A Teaching Note 0 0 1 64 4 7 9 128
Rational Policymaking during a Pandemic 0 0 0 11 1 3 6 14
Rational Preferences under Ambiguity 0 0 0 73 0 5 9 214
Rational policymaking during a pandemic 0 0 0 16 0 2 5 61
Recursive Smooth Ambiguity Preferences 0 0 0 287 2 9 17 824
Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras 0 0 0 32 2 5 8 412
Revealed Ambiguity and Its Consequences: Updating 0 0 1 174 3 11 15 390
Risk Analysis and Decision Theory: Foundations 0 0 0 90 0 9 11 274
Risk Measures: Rationality and Diversification 1 1 1 141 3 11 17 371
Risk, Ambigity and the Separation of Utility and Beliefs 0 0 0 278 0 10 16 1,037
Risk, Ambiguity and the Separation of Utility and Beliefs 0 0 1 151 2 10 12 461
Risk, Ambiguity, and the Separation of Utility and Beliefs 0 0 0 15 1 6 10 107
Risk, ambiguity, and the separation of utility and beliefs 0 0 2 203 0 7 12 472
Selfconfirming Equilibrium and Model Uncertainty 0 0 0 128 2 9 16 265
Selfconfirming Equilibrium and Uncertainty 0 0 1 52 2 5 6 107
Singed Integral Representations of Comonotonic Additive Functionals 0 0 0 26 3 5 10 93
Social Decision Theory: Choosing within and between Groups 0 0 2 380 0 4 16 1,365
Sources of Uncertainty and Subjective Prices 0 0 1 51 1 5 6 79
Stochastic Dominance Analysis without the Independence Axiom 0 0 1 56 1 16 19 132
Subcalculus for set functions and cores of TU games 0 0 0 47 2 8 10 257
The Core of Large TU Games 0 0 0 125 0 1 3 1,533
The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty 0 0 0 33 2 5 7 277
The Structure of Variational Preferences 0 0 0 53 1 3 6 111
The convexity-cone approach to comparative risk and downside risk 0 0 0 54 1 4 8 169
Ultramodular functions 0 0 0 90 2 8 11 271
Uncertainty Averse Preferences 0 0 1 397 3 8 12 776
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 1 4 7 57
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 1 9 14 259
Unique Solutions of Some Recursive Equations in Economic Dynamics 0 0 1 127 0 3 4 401
Unique Tarski Fixed Points 0 0 1 79 1 8 15 164
Variational representation of preferences under ambiguity 0 1 2 244 2 6 10 463
Total Working Papers 7 18 96 11,083 159 801 1,299 40,726

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 1 1 16 1 9 13 73
A Characterization of Probabilities with Full Support and the Laplace Method 0 0 0 5 1 3 4 27
A Note on Comparative Ambiguity Aversion and Justifiability 0 0 1 16 0 5 9 77
A Smooth Model of Decision Making under Ambiguity 1 1 5 655 5 19 45 2,863
A Subjective Spin on Roulette Wheels 0 0 0 110 0 6 7 919
A canon of probabilistic rationality 0 0 0 4 0 4 8 29
A characterization of the core of convex games through Gateaux derivatives 0 0 0 97 1 10 13 346
A framework for the analysis of self-confirming policies 0 0 0 2 1 6 7 10
A note on rational inattention and rate distortion theory 1 1 3 36 4 6 14 79
A uniqueness theorem for convex-ranged probabilities 0 1 1 55 2 8 9 455
Additivity with multiple priors 0 0 0 60 2 7 9 154
Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis 0 0 1 45 1 9 12 247
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 0 1 309 5 11 18 757
Ambiguity Made Precise: A Comparative Foundation 0 0 3 230 1 12 30 552
Ambiguity and robust statistics 0 1 2 53 0 9 17 252
Ambiguity attitudes and self-confirming equilibrium in sequential games 0 0 0 9 1 9 14 66
Ambiguity aversion and wealth effects 0 0 1 11 1 9 11 51
Ambiguous Games 0 0 1 359 0 8 14 972
An Axiomatic Approach to Complete Patience and Time Invariance 0 0 0 28 3 9 13 94
Analysis of information feedback and selfconfirming equilibrium 0 0 0 3 2 5 8 43
CHOQUET INSURANCE PRICING: A CAVEAT 0 0 0 10 1 10 14 73
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 60 2 4 5 177
Coarse contingencies and ambiguity 0 0 0 43 0 9 10 193
Cores of non-atomic market games 0 0 1 24 1 1 5 125
Corrigendum: Pride and Diversity in Social Economies 0 0 0 16 0 3 7 83
David Schmeidler’s contributions to decision theory 0 0 0 3 1 1 4 16
Decision analysis under ambiguity 0 0 1 43 1 6 11 191
Definitions of ambiguous events and the smooth ambiguity model 0 0 0 24 1 8 14 110
Differentiating ambiguity and ambiguity attitude 0 0 1 315 0 12 19 812
Dynamic variational preferences 0 0 0 153 2 6 8 333
Experimental Cost of Information 0 0 0 22 0 7 13 95
Finitely Additive and Epsilon Nash Equilibria 0 0 0 1 1 4 7 392
How to cut a pizza fairly: Fair division with decreasing marginal evaluations 0 0 0 47 0 4 8 433
Insurance premia consistent with the market 0 0 0 34 2 9 11 147
Law of demand and stochastic choice 0 0 1 2 0 2 5 6
Learning and self-confirming long-run biases 0 0 1 5 0 7 21 50
Learning from ambiguous and misspecified models 0 0 0 11 2 5 8 33
Learning from ambiguous urns 0 0 0 23 0 2 5 61
Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation 0 0 0 73 1 4 9 194
MODEL UNCERTAINTY 0 0 0 29 5 20 25 149
Mixed extensions of decision problems under uncertainty 0 0 0 20 1 4 10 71
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 1 31 2 9 22 144
Monotone continuous multiple priors 0 0 0 74 1 7 9 223
Mutual absolute continuity of multiple priors 0 0 0 32 1 11 15 128
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 66 2 7 12 278
On the Smooth Ambiguity Model: A Reply 0 0 0 21 3 10 13 233
On the cardinal utility equivalence of biseparable preferences 0 0 0 0 1 2 2 5
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 0 6 7 106
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES 0 0 0 92 1 7 13 254
Pride and Diversity in Social Economies 0 0 0 11 0 7 9 99
Probabilistic Sophistication and Multiple Priors 0 0 0 73 2 6 8 267
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion 0 0 0 16 1 7 11 98
Put–Call Parity and market frictions 1 1 1 18 3 12 17 93
Rational preference and rationalizable choice 0 0 0 5 1 8 13 48
Rational preferences under ambiguity 0 0 0 33 2 6 8 157
Recursive smooth ambiguity preferences 0 0 0 127 6 10 14 371
Risk analysis and decision theory: A bridge 3 3 5 69 4 9 19 223
Self-Confirming Equilibrium and Model Uncertainty 0 0 0 48 1 7 11 288
Social Decision Theory: Choosing within and between Groups 0 0 0 30 3 8 17 214
Sources of Uncertainty and Subjective Prices 0 0 0 9 0 5 7 34
Stable cores of large games 0 0 0 25 0 1 4 110
Stochastic Dominance Analysis Without the Independence Axiom 0 0 0 4 2 15 17 29
Subcalculus for set functions and cores of TU games 0 0 0 21 1 3 4 115
The Core of Large Differentiable TU Games 0 0 0 18 1 9 14 89
The impossibility of compromise: some uniqueness properties of expected utility preferences 0 0 0 24 1 2 6 126
The structure of variational preferences 0 0 0 9 2 8 12 44
Uncertainty averse preferences 0 1 2 79 4 9 14 226
Unique solutions for stochastic recursive utilities 0 0 0 66 1 9 15 200
Vitali’s early contribution to non-additive integration 0 0 0 7 3 6 7 40
Weak time-derivatives and no-arbitrage pricing 0 1 1 6 0 10 13 68
Total Journal Articles 6 11 35 4,090 101 508 827 16,120
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Statistics updated 2026-03-04