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 4 9 46
A Market Foundation for Conditional Asset Pricing 0 0 0 29 0 1 3 68
A Smooth Model of Decision,Making Under Ambiguity 0 0 0 186 4 5 8 742
A Subjective Spin on Roulette Wheels 0 0 1 158 2 3 5 795
A characterization of probabilities with full support in metric spaces, and Laplaces method 0 1 1 23 2 3 5 67
A note on comparative ambiguity aversion and justi?fiability 0 1 1 47 3 8 11 90
A smooth model of decision making under ambiguity 0 1 1 468 1 4 13 1,784
A strong law of large numbers for capacities 0 0 0 83 1 1 3 309
A subjective spin on roulette wheels 0 1 2 125 3 7 8 725
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 0 0 0 146 2 2 4 576
Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games 0 0 0 25 1 1 4 137
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 1 3 705 1 5 11 1,414
Ambiguity Made Precise: A Comparative Foundation and Some Implications 0 0 1 119 2 2 4 473
Ambiguity and Robust Statistics 0 0 1 140 0 1 4 353
Ambiguity and the Bayesian Paradigm 0 0 2 253 1 4 13 596
Ambiguity from the Differential Viewpoint 0 0 0 177 1 3 4 427
Ambiguity from the Differential Viewpoint 0 0 0 177 2 2 4 421
Analysis of Information Feedback and Selfconfirming Equilibrium 0 0 1 71 3 7 9 120
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 97 3 4 6 267
Choquet Integration on Riesz Spaces and Dual Comonotonicity 0 0 1 58 1 2 5 165
Choquet insurance pricing: a caveat 0 0 0 127 6 9 10 366
Classical Subjective Expected Utility 0 0 0 87 2 2 3 241
Coarse Contingencies 0 0 2 94 0 2 4 321
Coarse Contingencies 0 0 1 71 2 4 5 221
Complete Monotone Quasiconcave Duality 0 0 4 176 1 3 10 435
Conditional Lp-spaces and the duality of modules over f-algebras 0 0 0 7 0 2 3 56
Cores and stable sets of finite dimensional games 0 0 0 61 0 2 2 240
Cores of Non-Atomic Market Games 0 0 0 67 1 4 4 298
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 2 4 6 464
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 38 0 3 4 111
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 6 0 2 3 95
Dynamic Variational Preferences 0 0 0 271 2 3 4 651
Ergodic Annealing 0 0 1 15 1 3 5 23
Ergodic Theorems for Lower Probabilities 0 0 0 25 2 2 4 71
Experimental Cost of Information 0 1 3 154 1 3 9 342
Finitely Well-Positioned Sets 0 0 0 19 1 3 3 88
Hilbert A-Modules 0 0 0 23 2 3 3 76
How to Cut a Cake Healthily 0 0 0 30 0 2 3 167
How to cut a pizza fairly: fair division with descreasing marginal evaluations 0 0 0 79 3 3 4 549
Insurance Premia Consistent with the Market 0 1 1 103 5 7 7 391
Linearity with Multiple Priors 0 0 0 25 0 0 1 146
Making Decisions under Model Misspecification 0 1 2 26 1 4 11 82
Making Decisions under Model Misspecification 2 2 3 19 3 4 6 52
Making Decisions under Model Misspecification 1 2 6 18 1 2 7 36
Microfoundations of Low-Frequency High-Impact Decisions 1 4 33 91 7 14 53 141
Mixed Extensions of Decision Problems under Uncertainty 0 1 1 84 0 3 4 195
Model Uncertainty 0 0 6 79 2 7 15 162
Model Uncertainty in Climate Change Economics 0 0 0 85 2 3 3 115
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 0 2 2 3 22
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 17 3 4 6 30
Monotone Continuous Multiple Priors 0 1 1 91 0 1 2 246
Monotone continuous multiple priors 0 0 0 24 1 1 2 108
Monotone continuous multiple priors 0 0 0 10 0 0 0 39
Multialternative Neural Decision Processes 0 0 0 11 1 3 4 27
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 123 7 7 8 296
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 9 0 0 1 18
Multinomial logit processes and preference discovery: outside and inside the black box 0 0 0 31 0 0 0 40
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 1 3 4 283
Niveloids and Their Extensions:Risk Measures on Small Domains 0 0 1 35 1 2 6 149
Objective and Subjective Rationality 0 0 0 58 1 1 3 152
Objective and Subjective Rationality in a Multiple Prior Model 0 0 2 277 3 5 21 5,779
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 0 2 3 4 26
On Concavity and Supermodularity 1 1 2 230 4 5 7 566
On convexity and supermodularity 0 1 3 199 1 4 7 493
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 1 75 3 3 7 278
On the Ranges of Baire and Borel Measures 0 0 0 23 0 1 1 256
On the Smooth Ambiguity Model: A Reply 0 0 0 67 3 3 3 280
On the Smooth Ambiguity Model: A Reply 0 0 0 37 2 2 6 117
On the Smooth Ambiguity Model: A Reply 0 0 0 35 0 1 4 148
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals 0 0 1 29 1 3 6 127
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 231 1 1 3 729
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 128 0 2 3 362
Portfolio Selection with Monotone Mean-Variance Preferences 0 1 1 90 2 4 7 367
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 136 2 2 4 546
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion 0 0 0 54 1 3 4 164
Probabilistic sophistication and multiple priors 0 0 1 130 1 3 4 303
Put-Call Parity and Market Frictions 0 0 0 77 2 4 5 292
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 1 1 64 0 2 2 121
Rational Policymaking during a Pandemic 0 0 0 11 0 2 3 11
Rational Preferences under Ambiguity 0 0 0 73 1 3 4 209
Rational policymaking during a pandemic 0 0 0 16 0 0 6 59
Recursive Smooth Ambiguity Preferences 0 0 0 287 6 7 8 815
Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras 0 0 0 32 2 3 4 407
Revealed Ambiguity and Its Consequences: Updating 0 0 2 174 0 1 5 379
Risk Analysis and Decision Theory: Foundations 0 0 1 90 1 1 3 265
Risk Measures: Rationality and Diversification 0 0 0 140 3 6 7 360
Risk, Ambigity and the Separation of Utility and Beliefs 0 0 0 278 1 3 7 1,027
Risk, Ambiguity and the Separation of Utility and Beliefs 1 1 1 151 1 1 2 451
Risk, Ambiguity, and the Separation of Utility and Beliefs 0 0 0 15 1 2 4 101
Risk, ambiguity, and the separation of utility and beliefs 0 1 2 203 1 3 5 465
Selfconfirming Equilibrium and Model Uncertainty 0 0 0 128 4 5 8 256
Selfconfirming Equilibrium and Uncertainty 1 1 1 52 1 1 1 102
Singed Integral Representations of Comonotonic Additive Functionals 0 0 0 26 1 3 5 88
Social Decision Theory: Choosing within and between Groups 0 0 3 380 4 8 14 1,361
Sources of Uncertainty and Subjective Prices 0 1 1 51 0 1 1 74
Stochastic Dominance Analysis without the Independence Axiom 0 0 1 56 0 0 3 116
Subcalculus for set functions and cores of TU games 0 0 0 47 0 1 3 249
The Core of Large TU Games 0 0 0 125 0 1 3 1,532
The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty 0 0 0 33 1 2 2 272
The Structure of Variational Preferences 0 0 0 53 1 1 3 108
The convexity-cone approach to comparative risk and downside risk 0 0 0 54 1 2 4 165
Ultramodular functions 0 0 0 90 0 3 3 263
Uncertainty Averse Preferences 0 0 2 397 1 3 6 768
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 1 1 3 53
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 2 2 8 250
Unique Solutions of Some Recursive Equations in Economic Dynamics 1 1 1 127 1 1 2 398
Unique Tarski Fixed Points 0 1 4 79 3 5 10 156
Variational representation of preferences under ambiguity 0 0 1 243 1 3 5 457
Total Working Papers 8 28 116 11,065 166 322 610 39,925

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 15 1 2 5 64
A Characterization of Probabilities with Full Support and the Laplace Method 0 0 0 5 0 1 1 24
A Note on Comparative Ambiguity Aversion and Justifiability 0 0 1 16 0 1 5 72
A Smooth Model of Decision Making under Ambiguity 1 1 5 654 5 9 40 2,844
A Subjective Spin on Roulette Wheels 0 0 0 110 1 1 1 913
A canon of probabilistic rationality 0 0 0 4 0 1 5 25
A characterization of the core of convex games through Gateaux derivatives 0 0 0 97 0 1 3 336
A framework for the analysis of self-confirming policies 0 0 0 2 1 1 1 4
A note on rational inattention and rate distortion theory 0 0 2 35 0 4 9 73
A uniqueness theorem for convex-ranged probabilities 0 0 0 54 0 1 1 447
Additivity with multiple priors 0 0 0 60 1 1 3 147
Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis 0 0 1 45 0 1 4 238
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 0 3 309 1 2 11 746
Ambiguity Made Precise: A Comparative Foundation 0 0 4 230 7 9 19 540
Ambiguity and robust statistics 0 1 1 52 3 6 8 243
Ambiguity attitudes and self-confirming equilibrium in sequential games 0 0 0 9 2 3 5 57
Ambiguity aversion and wealth effects 1 1 1 11 1 1 3 42
Ambiguous Games 0 0 1 359 2 3 9 964
An Axiomatic Approach to Complete Patience and Time Invariance 0 0 0 28 1 2 4 85
Analysis of information feedback and selfconfirming equilibrium 0 0 0 3 0 2 3 38
CHOQUET INSURANCE PRICING: A CAVEAT 0 0 0 10 2 3 4 63
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 60 0 1 1 173
Coarse contingencies and ambiguity 0 0 0 43 0 0 2 184
Cores of non-atomic market games 0 0 1 24 2 3 4 124
Corrigendum: Pride and Diversity in Social Economies 0 0 0 16 0 2 5 80
David Schmeidler’s contributions to decision theory 0 0 0 3 0 0 4 15
Decision analysis under ambiguity 0 0 1 43 0 2 7 185
Definitions of ambiguous events and the smooth ambiguity model 0 0 0 24 1 2 7 102
Differentiating ambiguity and ambiguity attitude 1 1 1 315 3 3 7 800
Dynamic variational preferences 0 0 0 153 1 2 2 327
Experimental Cost of Information 0 0 1 22 1 2 7 88
Finitely Additive and Epsilon Nash Equilibria 0 0 0 1 1 3 4 388
How to cut a pizza fairly: Fair division with decreasing marginal evaluations 0 0 0 47 0 1 4 429
Insurance premia consistent with the market 0 0 0 34 1 1 2 138
Law of demand and stochastic choice 0 0 1 2 1 2 3 4
Learning and self-confirming long-run biases 0 0 1 5 3 5 15 43
Learning from ambiguous and misspecified models 0 0 0 11 1 1 4 28
Learning from ambiguous urns 0 0 0 23 1 2 3 59
Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation 0 0 0 73 1 3 5 190
MODEL UNCERTAINTY 0 0 2 29 0 0 7 129
Mixed extensions of decision problems under uncertainty 0 0 0 20 2 4 7 67
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 2 31 2 3 17 135
Monotone continuous multiple priors 0 0 0 74 1 2 5 216
Mutual absolute continuity of multiple priors 0 0 0 32 0 4 4 117
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 66 3 3 5 271
On the Smooth Ambiguity Model: A Reply 0 0 0 21 0 1 5 223
On the cardinal utility equivalence of biseparable preferences 0 0 0 0 0 0 1 3
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 1 1 2 100
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES 0 0 0 92 1 2 6 247
Pride and Diversity in Social Economies 0 0 0 11 0 1 2 92
Probabilistic Sophistication and Multiple Priors 0 0 0 73 0 1 2 261
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion 0 0 0 16 2 3 4 91
Put–Call Parity and market frictions 0 0 0 17 2 3 5 81
Rational preference and rationalizable choice 0 0 1 5 1 1 6 40
Rational preferences under ambiguity 0 0 0 33 1 2 2 151
Recursive smooth ambiguity preferences 0 0 0 127 1 2 5 361
Risk analysis and decision theory: A bridge 0 1 3 66 1 6 14 214
Self-Confirming Equilibrium and Model Uncertainty 0 0 0 48 1 2 4 281
Social Decision Theory: Choosing within and between Groups 0 0 1 30 2 2 12 206
Sources of Uncertainty and Subjective Prices 0 0 0 9 1 1 2 29
Stable cores of large games 0 0 0 25 2 3 3 109
Stochastic Dominance Analysis Without the Independence Axiom 0 0 0 4 1 1 2 14
Subcalculus for set functions and cores of TU games 0 0 0 21 0 0 2 112
The Core of Large Differentiable TU Games 0 0 0 18 0 2 5 80
The impossibility of compromise: some uniqueness properties of expected utility preferences 0 0 0 24 0 2 5 124
The structure of variational preferences 0 0 0 9 1 2 5 36
Uncertainty averse preferences 0 0 3 78 2 2 8 217
Unique solutions for stochastic recursive utilities 0 0 1 66 3 4 11 191
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 2 2 4 58
Total Journal Articles 3 5 39 4,079 78 152 393 15,612
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Statistics updated 2025-12-06