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 24 1 1 4 41
A Market Foundation for Conditional Asset Pricing 0 0 0 29 1 1 2 66
A Smooth Model of Decision,Making Under Ambiguity 0 0 0 186 1 1 5 736
A Subjective Spin on Roulette Wheels 0 0 1 158 0 1 2 792
A characterization of probabilities with full support in metric spaces, and Laplaces method 0 0 1 22 0 1 5 64
A note on comparative ambiguity aversion and justi?fiability 0 0 0 46 0 0 1 80
A smooth model of decision making under ambiguity 0 0 1 467 2 5 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 0 0 1 718
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 0 0 0 146 0 0 4 573
Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games 0 0 0 25 1 1 3 136
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 1 4 704 0 3 13 1,409
Ambiguity Made Precise: A Comparative Foundation and Some Implications 1 1 1 119 2 2 2 471
Ambiguity and Robust Statistics 0 0 1 140 0 1 3 351
Ambiguity and the Bayesian Paradigm 0 0 4 253 2 2 15 591
Ambiguity from the Differential Viewpoint 0 0 0 177 0 0 1 424
Ambiguity from the Differential Viewpoint 0 0 0 177 1 1 2 419
Analysis of Information Feedback and Selfconfirming Equilibrium 0 1 1 71 0 1 2 112
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 97 1 1 3 263
Choquet Integration on Riesz Spaces and Dual Comonotonicity 0 0 1 58 0 1 3 163
Choquet insurance pricing: a caveat 0 0 0 127 0 1 1 357
Classical Subjective Expected Utility 0 0 0 87 0 0 1 239
Coarse Contingencies 0 0 2 94 0 0 5 319
Coarse Contingencies 0 0 1 71 0 0 1 217
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 0 0 0 53
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 1 294
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 6 0 0 1 93
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 0 2 648
Ergodic Annealing 0 0 2 15 1 1 3 20
Ergodic Theorems for Lower Probabilities 0 0 0 25 0 0 0 67
Experimental Cost of Information 0 1 3 153 0 1 8 338
Finitely Well-Positioned Sets 0 0 1 19 0 0 1 85
Hilbert A-Modules 0 0 0 23 0 0 0 73
How to Cut a Cake Healthily 0 0 0 30 0 0 1 165
How to cut a pizza fairly: fair division with descreasing marginal evaluations 0 0 0 79 0 0 0 545
Insurance Premia Consistent with the Market 0 0 2 102 0 0 3 384
Linearity with Multiple Priors 0 0 0 25 0 0 1 146
Making Decisions under Model Misspecification 0 1 3 15 1 2 5 33
Making Decisions under Model Misspecification 0 0 1 17 0 0 3 48
Making Decisions under Model Misspecification 0 1 1 25 1 3 13 77
Microfoundations of Low-Frequency High-Impact Decisions 4 9 35 86 5 11 48 126
Mixed Extensions of Decision Problems under Uncertainty 0 0 0 83 0 1 1 192
Model Uncertainty 0 0 5 77 0 1 9 152
Model Uncertainty in Climate Change Economics 0 0 1 85 0 0 1 112
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 17 0 0 1 25
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 0 0 1 1 20
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 0 1 1 24
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 123 0 0 1 288
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 9 0 0 1 17
Multinomial logit processes and preference discovery: outside and inside the black box 0 0 2 31 0 0 2 40
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 0 0 1 280
Niveloids and Their Extensions:Risk Measures on Small Domains 0 0 1 35 0 0 2 144
Objective and Subjective Rationality 0 0 0 58 0 0 1 150
Objective and Subjective Rationality in a Multiple Prior Model 0 0 3 277 0 0 38 5,774
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 0 0 0 0 22
On Concavity and Supermodularity 0 1 1 229 0 1 2 561
On convexity and supermodularity 0 0 3 198 0 1 5 489
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 1 75 0 0 2 273
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 67 0 0 0 277
On the Smooth Ambiguity Model: A Reply 0 0 0 35 0 1 3 147
On the Smooth Ambiguity Model: A Reply 0 0 0 37 2 2 3 114
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals 1 1 2 29 1 2 4 123
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 231 1 1 1 727
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 89 0 3 4 363
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 2 136 0 0 4 544
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 128 0 0 0 359
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion 0 0 0 54 0 0 1 161
Probabilistic sophistication and multiple priors 0 0 2 130 0 0 2 300
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 0 0 1 63 0 0 2 119
Rational Policymaking during a Pandemic 0 0 0 11 0 0 1 8
Rational Preferences under Ambiguity 0 0 0 73 1 1 1 206
Rational policymaking during a pandemic 0 0 0 16 0 3 7 59
Recursive Smooth Ambiguity Preferences 0 0 0 287 0 1 2 808
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 1 2 174 0 2 3 377
Risk Analysis and Decision Theory: Foundations 0 0 1 90 0 1 2 264
Risk Measures: Rationality and Diversification 0 0 1 140 0 0 2 354
Risk, Ambigity and the Separation of Utility and Beliefs 0 0 0 278 1 2 3 1,023
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 1 1 98
Risk, ambiguity, and the separation of utility and beliefs 0 1 1 202 1 2 3 462
Selfconfirming Equilibrium and Model Uncertainty 0 0 0 128 1 2 3 251
Selfconfirming Equilibrium and Uncertainty 0 0 0 51 0 0 1 101
Singed Integral Representations of Comonotonic Additive Functionals 0 0 0 26 1 1 1 84
Social Decision Theory: Choosing within and between Groups 0 0 3 380 0 1 6 1,352
Sources of Uncertainty and Subjective Prices 0 0 0 50 0 0 0 73
Stochastic Dominance Analysis without the Independence Axiom 0 1 1 56 0 1 2 115
Subcalculus for set functions and cores of TU games 0 0 0 47 0 1 2 248
The Core of Large TU Games 0 0 0 125 0 0 1 1,530
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 1 1 1 106
The convexity-cone approach to comparative risk and downside risk 0 0 0 54 0 0 1 162
Ultramodular functions 0 0 0 90 0 0 0 260
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 2 51
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 1 1 72 0 2 7 247
Unique Solutions of Some Recursive Equations in Economic Dynamics 0 0 0 126 0 0 2 397
Unique Tarski Fixed Points 0 0 3 78 0 0 6 150
Variational representation of preferences under ambiguity 0 0 1 243 0 0 2 454
Total Working Papers 6 21 113 11,032 30 80 355 39,554

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 2 2 8 62
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 2 2 4 71
A Smooth Model of Decision Making under Ambiguity 1 2 5 652 4 11 49 2,832
A Subjective Spin on Roulette Wheels 0 0 0 110 0 0 0 912
A canon of probabilistic rationality 0 0 0 4 2 2 5 23
A characterization of the core of convex games through Gateaux derivatives 0 0 0 97 1 1 5 335
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 1 2 35 0 1 6 67
A uniqueness theorem for convex-ranged probabilities 0 0 0 54 0 0 0 446
Additivity with multiple priors 0 0 1 60 0 0 3 145
Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis 1 1 5 45 1 2 8 237
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 1 6 309 0 3 15 743
Ambiguity Made Precise: A Comparative Foundation 1 1 5 229 1 2 12 527
Ambiguity and robust statistics 0 0 1 51 1 1 5 237
Ambiguity attitudes and self-confirming equilibrium in sequential games 0 0 0 9 0 1 3 54
Ambiguity aversion and wealth effects 0 0 0 10 0 0 1 40
Ambiguous Games 0 1 2 359 0 2 7 961
An Axiomatic Approach to Complete Patience and Time Invariance 0 0 0 28 1 1 2 83
Analysis of information feedback and selfconfirming equilibrium 0 0 0 3 1 1 2 36
CHOQUET INSURANCE PRICING: A CAVEAT 0 0 0 10 0 0 0 59
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 1 3 184
Cores of non-atomic market games 1 1 1 24 1 1 1 121
Corrigendum: Pride and Diversity in Social Economies 0 0 0 16 0 1 2 77
David Schmeidler’s contributions to decision theory 0 0 0 3 0 1 4 14
Decision analysis under ambiguity 0 1 1 43 0 3 6 183
Definitions of ambiguous events and the smooth ambiguity model 0 0 0 24 1 2 3 98
Differentiating ambiguity and ambiguity attitude 0 0 0 314 1 2 5 795
Dynamic variational preferences 0 0 0 153 0 0 2 325
Experimental Cost of Information 0 0 1 22 1 2 7 84
Finitely Additive and Epsilon Nash Equilibria 0 0 0 1 0 0 2 385
How to cut a pizza fairly: Fair division with decreasing marginal evaluations 0 0 0 47 0 1 4 428
Insurance premia consistent with the market 0 0 0 34 0 0 0 136
Law of demand and stochastic choice 1 1 1 2 1 1 1 2
Learning and self-confirming long-run biases 0 0 2 5 5 5 9 36
Learning from ambiguous and misspecified models 0 0 0 11 1 1 2 26
Learning from ambiguous urns 0 0 0 23 1 1 2 57
Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation 0 0 0 73 2 2 4 187
MODEL UNCERTAINTY 0 0 3 29 0 0 7 126
Mixed extensions of decision problems under uncertainty 0 0 0 20 0 1 3 63
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 1 1 2 31 4 7 18 132
Monotone continuous multiple priors 0 0 0 74 0 0 3 214
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 0 2 267
On the Smooth Ambiguity Model: A Reply 0 0 0 21 1 2 4 222
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 2 3 4 244
Pride and Diversity in Social Economies 0 0 0 11 0 1 2 91
Probabilistic Sophistication and Multiple Priors 0 0 0 73 0 1 1 260
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion 0 0 0 16 0 1 1 88
Put–Call Parity and market frictions 0 0 0 17 1 1 2 78
Rational preference and rationalizable choice 0 0 1 5 1 2 5 37
Rational preferences under ambiguity 0 0 0 33 0 0 2 149
Recursive smooth ambiguity preferences 0 0 1 127 1 2 5 359
Risk analysis and decision theory: A bridge 0 1 3 65 0 3 9 207
Self-Confirming Equilibrium and Model Uncertainty 0 0 1 48 0 1 2 278
Social Decision Theory: Choosing within and between Groups 0 0 1 30 3 4 11 204
Sources of Uncertainty and Subjective Prices 0 0 1 9 0 0 1 27
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 1 1 13
Subcalculus for set functions and cores of TU games 0 0 1 21 0 0 2 111
The Core of Large Differentiable TU Games 0 0 0 18 1 1 1 76
The impossibility of compromise: some uniqueness properties of expected utility preferences 0 0 0 24 1 1 2 121
The structure of variational preferences 0 0 0 9 2 2 3 34
Uncertainty averse preferences 0 0 3 77 1 1 7 214
Unique solutions for stochastic recursive utilities 0 0 1 66 0 1 10 187
Vitali’s early contribution to non-additive integration 0 0 0 7 0 0 2 34
Weak time-derivatives and no-arbitrage pricing 0 0 0 5 0 0 1 55
Total Journal Articles 6 12 56 4,071 48 92 306 15,418
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Statistics updated 2025-08-05