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 1 25 0 2 16 56
A Market Foundation for Conditional Asset Pricing 0 0 0 29 0 4 15 80
A Smooth Model of Decision,Making Under Ambiguity 0 0 0 186 1 26 39 774
A Subjective Spin on Roulette Wheels 0 2 2 160 2 6 10 802
A characterization of probabilities with full support in metric spaces, and Laplaces method 0 0 2 24 0 2 12 76
A note on comparative ambiguity aversion and justi?fiability 0 0 1 47 0 6 24 104
A smooth model of decision making under ambiguity 0 1 3 470 2 16 34 1,811
A strong law of large numbers for capacities 0 0 0 83 2 3 10 318
A subjective spin on roulette wheels 0 1 2 126 0 7 38 756
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 0 1 1 147 2 10 18 591
Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games 0 0 0 25 0 3 10 145
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 0 3 706 2 14 34 1,441
Ambiguity Made Precise: A Comparative Foundation and Some Implications 0 0 1 119 0 1 11 480
Ambiguity and Robust Statistics 0 0 0 140 2 6 14 364
Ambiguity and the Bayesian Paradigm 0 0 0 253 1 6 19 608
Ambiguity from the Differential Viewpoint 0 0 0 177 0 1 9 433
Ambiguity from the Differential Viewpoint 0 0 0 177 0 1 14 432
Analysis of Information Feedback and Selfconfirming Equilibrium 0 0 0 71 0 6 22 134
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 97 0 2 13 275
Choquet Integration on Riesz Spaces and Dual Comonotonicity 0 0 0 58 0 2 9 172
Choquet insurance pricing: a caveat 0 0 0 127 1 3 17 374
Classical Subjective Expected Utility 0 0 0 87 1 16 24 263
Coarse Contingencies 0 0 0 94 1 6 14 333
Coarse Contingencies 0 0 0 71 0 4 18 235
Complete Monotone Quasiconcave Duality 0 0 0 176 3 4 13 445
Conditional Lp-spaces and the duality of modules over f-algebras 0 0 0 7 0 5 11 64
Cores and stable sets of finite dimensional games 0 0 0 61 1 2 10 248
Cores of Non-Atomic Market Games 0 0 0 67 2 3 17 311
Decomposition and Representation of Coalitional Games 0 0 0 45 0 4 11 214
Definitions of Ambiguous Events and the Smooth Ambiguity Model 0 0 0 60 0 4 21 481
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 6 0 2 9 102
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 38 0 0 9 116
Dynamic Variational Preferences 0 0 0 271 2 7 26 674
Ergodic Annealing 0 0 0 15 0 2 12 31
Ergodic Theorems for Lower Probabilities 0 0 0 25 0 4 23 90
Experimental Cost of Information 0 0 2 154 1 5 19 356
Finitely Well-Positioned Sets 0 0 0 19 0 3 10 95
Hilbert A-Modules 0 0 0 23 0 2 8 81
How to Cut a Cake Healthily 0 0 0 30 0 0 10 175
How to cut a pizza fairly: fair division with descreasing marginal evaluations 0 0 0 79 1 5 13 558
Insurance Premia Consistent with the Market 0 0 1 103 0 1 13 397
Linearity with Multiple Priors 0 0 0 25 0 3 8 154
Making Decisions under Model Misspecification 1 1 3 20 1 4 11 59
Making Decisions under Model Misspecification 0 0 3 18 0 1 14 46
Making Decisions under Model Misspecification 0 0 2 26 3 7 27 101
Microfoundations of Low-Frequency High-Impact Decisions 0 1 23 103 1 10 56 174
Mixed Extensions of Decision Problems under Uncertainty 0 0 1 84 0 3 13 205
Model Uncertainty 0 0 3 80 3 11 36 187
Model Uncertainty in Climate Change Economics 0 0 0 85 1 9 18 130
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 17 0 4 14 39
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 0 2 7 21 41
Monotone Continuous Multiple Priors 0 0 1 91 2 7 13 258
Monotone continuous multiple priors 0 0 0 10 2 4 6 45
Monotone continuous multiple priors 0 0 0 24 0 2 6 113
Multialternative Neural Decision Processes 0 0 0 11 0 2 12 35
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 123 1 8 26 314
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 9 0 0 6 23
Multinomial logit processes and preference discovery: outside and inside the black box 0 0 0 31 1 7 15 55
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 2 5 19 299
Niveloids and Their Extensions:Risk Measures on Small Domains 0 0 0 35 1 4 12 156
Objective and Subjective Rationality 0 0 1 59 0 1 6 156
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 0 0 3 18 40
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 277 2 5 28 5,802
On Concavity and Supermodularity 0 0 2 230 1 4 19 579
On convexity and supermodularity 0 0 1 199 1 4 17 506
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 0 75 1 4 15 288
On the Ranges of Baire and Borel Measures 0 0 0 23 0 4 10 265
On the Smooth Ambiguity Model: A Reply 0 0 0 37 0 3 16 128
On the Smooth Ambiguity Model: A Reply 0 0 0 67 1 6 11 288
On the Smooth Ambiguity Model: A Reply 0 0 0 35 0 1 7 153
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals 0 0 1 29 1 6 19 141
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 90 1 5 15 376
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 231 0 3 12 738
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 128 0 4 10 369
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 136 0 1 10 554
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion 0 0 0 54 0 7 17 178
Probabilistic sophistication and multiple priors 0 1 1 131 1 6 21 321
Put-Call Parity and Market Frictions 0 0 0 77 0 9 25 313
Random correspndences as bundles of random variables 0 0 0 40 0 1 5 145
Range Convexity and Ambiguity Averse Preferences 0 0 0 55 0 3 6 297
Rational Inattention and Rate Distortion Theory: A Teaching Note 3 6 7 70 3 8 17 136
Rational Policymaking during a Pandemic 0 0 0 11 1 2 8 16
Rational Preferences under Ambiguity 0 0 0 73 0 5 14 219
Rational policymaking during a pandemic 0 0 0 16 0 5 8 66
Recursive Smooth Ambiguity Preferences 0 0 0 287 1 4 20 828
Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras 0 0 0 32 0 3 11 415
Revealed Ambiguity and Its Consequences: Updating 0 0 1 174 0 4 18 394
Risk Analysis and Decision Theory: Foundations 0 0 0 90 0 5 16 279
Risk Measures: Rationality and Diversification 0 0 1 141 1 2 19 373
Risk, Ambigity and the Separation of Utility and Beliefs 0 0 0 278 0 6 22 1,043
Risk, Ambiguity and the Separation of Utility and Beliefs 0 0 1 151 0 4 16 465
Risk, Ambiguity, and the Separation of Utility and Beliefs 0 0 0 15 0 2 11 109
Risk, ambiguity, and the separation of utility and beliefs 0 0 1 203 0 5 16 477
Selfconfirming Equilibrium and Model Uncertainty 0 0 0 128 0 6 22 271
Selfconfirming Equilibrium and Uncertainty 0 1 2 53 0 9 15 116
Singed Integral Representations of Comonotonic Additive Functionals 0 0 0 26 1 3 13 96
Social Decision Theory: Choosing within and between Groups 0 0 0 380 1 7 21 1,372
Sources of Uncertainty and Subjective Prices 0 1 2 52 1 6 12 85
Stochastic Dominance Analysis without the Independence Axiom 0 0 0 56 0 5 22 137
Subcalculus for set functions and cores of TU games 0 0 0 47 2 5 14 262
The Core of Large TU Games 0 0 0 125 0 2 5 1,535
The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty 0 0 0 33 0 3 10 280
The Structure of Variational Preferences 0 0 0 53 0 6 12 117
The convexity-cone approach to comparative risk and downside risk 0 0 0 54 0 0 7 169
Ultramodular functions 0 0 0 90 0 2 13 273
Uncertainty Averse Preferences 0 0 0 397 2 6 17 782
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 2 9 59
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 2 6 20 265
Unique Solutions of Some Recursive Equations in Economic Dynamics 1 1 2 128 1 4 8 405
Unique Tarski Fixed Points 0 0 1 79 2 5 19 169
Variational representation of preferences under ambiguity 0 1 2 245 0 6 15 469
Total Working Papers 5 18 83 11,101 74 522 1,749 41,248

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 1 16 0 3 16 76
A Characterization of Probabilities with Full Support and the Laplace Method 0 0 0 5 0 1 5 28
A Note on Comparative Ambiguity Aversion and Justifiability 0 0 0 16 1 4 12 81
A Smooth Model of Decision Making under Ambiguity 1 1 6 656 4 19 59 2,882
A Subjective Spin on Roulette Wheels 0 0 0 110 0 3 10 922
A canon of probabilistic rationality 0 0 0 4 1 4 12 33
A characterization of the core of convex games through Gateaux derivatives 1 1 1 98 1 5 17 351
A framework for the analysis of self-confirming policies 0 0 0 2 0 3 10 13
A note on rational inattention and rate distortion theory 0 1 3 37 1 6 19 85
A uniqueness theorem for convex-ranged probabilities 0 0 1 55 0 2 11 457
Additivity with multiple priors 0 0 0 60 1 3 12 157
Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis 0 0 1 45 0 2 14 249
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 1 1 2 310 2 13 28 770
Ambiguity Made Precise: A Comparative Foundation 0 0 2 230 0 1 28 553
Ambiguity and robust statistics 0 0 2 53 0 4 20 256
Ambiguity attitudes and self-confirming equilibrium in sequential games 0 0 0 9 0 2 14 68
Ambiguity aversion and wealth effects 0 0 1 11 0 2 13 53
Ambiguous Games 1 1 1 360 1 3 15 975
An Axiomatic Approach to Complete Patience and Time Invariance 0 0 0 28 0 1 13 95
Analysis of information feedback and selfconfirming equilibrium 0 0 0 3 3 7 15 50
CHOQUET INSURANCE PRICING: A CAVEAT 0 0 0 10 2 6 20 79
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 60 1 4 9 181
Coarse contingencies and ambiguity 0 0 0 43 0 3 12 196
Cores of non-atomic market games 0 0 1 24 0 3 8 128
Corrigendum: Pride and Diversity in Social Economies 0 0 0 16 1 5 12 88
David Schmeidler’s contributions to decision theory 0 0 0 3 0 2 5 18
Decision analysis under ambiguity 0 0 0 43 0 6 14 197
Definitions of ambiguous events and the smooth ambiguity model 0 0 0 24 0 1 14 111
Differentiating ambiguity and ambiguity attitude 0 0 1 315 0 3 22 815
Dynamic variational preferences 0 0 0 153 1 4 12 337
Experimental Cost of Information 0 0 0 22 0 6 19 101
Finitely Additive and Epsilon Nash Equilibria 0 0 0 1 1 3 10 395
How to cut a pizza fairly: Fair division with decreasing marginal evaluations 0 0 0 47 3 5 11 438
Insurance premia consistent with the market 0 0 0 34 1 7 18 154
Law of demand and stochastic choice 0 0 1 2 0 0 5 6
Learning and self-confirming long-run biases 0 0 0 5 1 1 20 51
Learning from ambiguous and misspecified models 0 0 0 11 0 1 9 34
Learning from ambiguous urns 0 0 0 23 0 2 7 63
Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation 0 0 0 73 0 0 9 194
MODEL UNCERTAINTY 0 0 0 29 1 6 29 155
Mixed extensions of decision problems under uncertainty 0 0 0 20 0 6 14 77
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 1 31 3 10 28 154
Monotone continuous multiple priors 0 0 0 74 1 2 11 225
Mutual absolute continuity of multiple priors 0 0 0 32 2 3 18 131
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 66 1 2 13 280
On the Smooth Ambiguity Model: A Reply 0 0 0 21 3 6 18 239
On the cardinal utility equivalence of biseparable preferences 0 0 0 0 1 2 4 7
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 1 5 12 111
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES 0 0 0 92 1 3 16 257
Pride and Diversity in Social Economies 0 0 0 11 0 0 9 99
Probabilistic Sophistication and Multiple Priors 0 0 0 73 0 3 10 270
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion 0 0 0 16 1 3 13 101
Put–Call Parity and market frictions 0 0 1 18 0 2 18 95
Rational preference and rationalizable choice 0 0 0 5 1 5 17 53
Rational preferences under ambiguity 0 0 0 33 0 2 10 159
Recursive smooth ambiguity preferences 0 0 0 127 1 5 19 376
Risk analysis and decision theory: A bridge 1 1 6 70 3 4 23 227
Self-Confirming Equilibrium and Model Uncertainty 0 0 0 48 0 3 14 291
Social Decision Theory: Choosing within and between Groups 0 0 0 30 0 8 22 222
Sources of Uncertainty and Subjective Prices 0 0 0 9 1 3 10 37
Stable cores of large games 0 0 0 25 0 2 6 112
Stochastic Dominance Analysis Without the Independence Axiom 1 1 1 5 2 8 25 37
Subcalculus for set functions and cores of TU games 0 0 0 21 1 2 6 117
The Core of Large Differentiable TU Games 0 0 0 18 0 3 17 92
The impossibility of compromise: some uniqueness properties of expected utility preferences 0 0 0 24 0 1 7 127
The structure of variational preferences 0 0 0 9 0 3 15 47
Uncertainty averse preferences 0 1 3 80 1 4 17 230
Unique solutions for stochastic recursive utilities 0 0 0 66 1 2 15 202
Vitali’s early contribution to non-additive integration 0 0 0 7 1 5 11 45
Weak time-derivatives and no-arbitrage pricing 0 0 1 6 0 2 15 70
Total Journal Articles 6 8 37 4,098 53 265 1,041 16,385
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Statistics updated 2026-06-04