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 4 8 13 52
A Market Foundation for Conditional Asset Pricing 0 0 0 29 5 7 10 75
A Smooth Model of Decision,Making Under Ambiguity 0 0 0 186 2 7 11 745
A Subjective Spin on Roulette Wheels 0 0 1 158 1 3 6 796
A characterization of probabilities with full support in metric spaces, and Laplaces method 0 0 1 23 5 8 11 73
A note on comparative ambiguity aversion and justi?fiability 0 0 1 47 5 11 19 98
A smooth model of decision making under ambiguity 0 1 2 469 6 11 21 1,794
A strong law of large numbers for capacities 0 0 0 83 3 6 7 314
A subjective spin on roulette wheels 0 0 2 125 18 21 26 743
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 0 0 0 146 3 7 9 581
Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games 0 0 0 25 2 4 5 140
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 1 1 4 706 8 12 20 1,425
Ambiguity Made Precise: A Comparative Foundation and Some Implications 0 0 1 119 4 8 10 479
Ambiguity and Robust Statistics 0 0 0 140 3 4 7 357
Ambiguity and the Bayesian Paradigm 0 0 2 253 3 6 14 601
Ambiguity from the Differential Viewpoint 0 0 0 177 5 6 9 432
Ambiguity from the Differential Viewpoint 0 0 0 177 6 8 10 427
Analysis of Information Feedback and Selfconfirming Equilibrium 0 0 1 71 5 11 17 128
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 97 3 7 10 271
Choquet Integration on Riesz Spaces and Dual Comonotonicity 0 0 1 58 3 6 10 170
Choquet insurance pricing: a caveat 0 0 0 127 3 10 14 370
Classical Subjective Expected Utility 0 0 0 87 5 8 9 247
Coarse Contingencies 0 0 0 71 5 8 10 227
Coarse Contingencies 0 0 0 94 4 5 7 326
Complete Monotone Quasiconcave Duality 0 0 2 176 5 7 13 441
Conditional Lp-spaces and the duality of modules over f-algebras 0 0 0 7 3 3 6 59
Cores and stable sets of finite dimensional games 0 0 0 61 4 4 6 244
Cores of Non-Atomic Market Games 0 0 0 67 7 11 14 308
Decomposition and Representation of Coalitional Games 0 0 0 45 3 5 5 208
Definitions of Ambiguous Events and the Smooth Ambiguity Model 0 0 0 60 6 14 16 476
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 38 4 5 9 116
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 6 4 5 7 100
Dynamic Variational Preferences 0 0 0 271 8 14 15 663
Ergodic Annealing 0 0 1 15 4 6 10 28
Ergodic Theorems for Lower Probabilities 0 0 0 25 8 12 14 81
Experimental Cost of Information 0 0 3 154 4 6 11 347
Finitely Well-Positioned Sets 0 0 0 19 4 5 7 92
Hilbert A-Modules 0 0 0 23 2 4 5 78
How to Cut a Cake Healthily 0 0 0 30 4 6 9 173
How to cut a pizza fairly: fair division with descreasing marginal evaluations 0 0 0 79 3 7 8 553
Insurance Premia Consistent with the Market 0 0 1 103 2 10 12 396
Linearity with Multiple Priors 0 0 0 25 4 4 4 150
Making Decisions under Model Misspecification 0 0 2 26 6 11 19 92
Making Decisions under Model Misspecification 0 2 3 19 1 6 8 55
Making Decisions under Model Misspecification 0 1 5 18 4 8 13 43
Microfoundations of Low-Frequency High-Impact Decisions 2 7 31 97 7 20 57 154
Mixed Extensions of Decision Problems under Uncertainty 0 0 1 84 5 7 11 202
Model Uncertainty 0 1 4 80 7 14 24 174
Model Uncertainty in Climate Change Economics 0 0 0 85 3 8 9 121
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 0 11 13 14 33
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 17 2 8 11 35
Monotone Continuous Multiple Priors 0 0 1 91 3 5 7 251
Monotone continuous multiple priors 0 0 0 24 1 4 5 111
Monotone continuous multiple priors 0 0 0 10 2 2 2 41
Multialternative Neural Decision Processes 0 0 0 11 2 7 10 33
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 123 8 17 18 306
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 9 4 5 6 23
Multinomial logit processes and preference discovery: outside and inside the black box 0 0 0 31 5 5 5 45
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 7 10 13 292
Niveloids and Their Extensions:Risk Measures on Small Domains 0 0 1 35 1 4 9 152
Objective and Subjective Rationality 0 1 1 59 1 4 5 155
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 0 5 9 11 33
Objective and Subjective Rationality in a Multiple Prior Model 0 0 1 277 11 19 28 5,795
On Concavity and Supermodularity 0 1 2 230 4 10 12 572
On convexity and supermodularity 0 0 2 199 6 7 12 499
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 1 75 4 9 12 284
On the Ranges of Baire and Borel Measures 0 0 0 23 3 5 6 261
On the Smooth Ambiguity Model: A Reply 0 0 0 67 1 5 5 282
On the Smooth Ambiguity Model: A Reply 0 0 0 37 7 9 12 124
On the Smooth Ambiguity Model: A Reply 0 0 0 35 4 4 6 152
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals 0 0 1 29 7 8 13 134
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 128 1 2 5 364
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 231 2 4 6 732
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 136 5 9 10 553
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 90 4 6 11 371
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion 0 0 0 54 4 7 10 170
Probabilistic sophistication and multiple priors 0 0 1 130 3 4 7 306
Put-Call Parity and Market Frictions 0 0 0 77 3 7 9 297
Random correspndences as bundles of random variables 0 0 0 40 3 3 3 143
Range Convexity and Ambiguity Averse Preferences 0 0 0 55 1 1 1 292
Rational Inattention and Rate Distortion Theory: A Teaching Note 0 0 1 64 1 3 5 124
Rational Policymaking during a Pandemic 0 0 0 11 2 2 5 13
Rational Preferences under Ambiguity 0 0 0 73 5 6 9 214
Rational policymaking during a pandemic 0 0 0 16 2 2 8 61
Recursive Smooth Ambiguity Preferences 0 0 0 287 4 13 15 822
Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras 0 0 0 32 3 5 7 410
Revealed Ambiguity and Its Consequences: Updating 0 0 2 174 6 8 13 387
Risk Analysis and Decision Theory: Foundations 0 0 1 90 6 10 12 274
Risk Measures: Rationality and Diversification 0 0 0 140 2 11 15 368
Risk, Ambigity and the Separation of Utility and Beliefs 0 0 0 278 6 11 16 1,037
Risk, Ambiguity and the Separation of Utility and Beliefs 0 1 1 151 5 9 10 459
Risk, Ambiguity, and the Separation of Utility and Beliefs 0 0 0 15 3 6 9 106
Risk, ambiguity, and the separation of utility and beliefs 0 0 2 203 6 8 12 472
Selfconfirming Equilibrium and Model Uncertainty 0 0 0 128 6 11 15 263
Selfconfirming Equilibrium and Uncertainty 0 1 1 52 3 4 4 105
Singed Integral Representations of Comonotonic Additive Functionals 0 0 0 26 2 3 7 90
Social Decision Theory: Choosing within and between Groups 0 0 2 380 3 8 17 1,365
Sources of Uncertainty and Subjective Prices 0 0 1 51 3 4 5 78
Stochastic Dominance Analysis without the Independence Axiom 0 0 1 56 12 15 18 131
Subcalculus for set functions and cores of TU games 0 0 0 47 4 6 8 255
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 3 4 5 275
The Structure of Variational Preferences 0 0 0 53 2 3 5 110
The convexity-cone approach to comparative risk and downside risk 0 0 0 54 3 4 7 168
Ultramodular functions 0 0 0 90 2 6 9 269
Uncertainty Averse Preferences 0 0 1 397 2 6 9 773
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 4 6 56
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 5 10 14 258
Unique Solutions of Some Recursive Equations in Economic Dynamics 0 1 1 127 1 4 4 401
Unique Tarski Fixed Points 0 0 1 79 4 10 14 163
Variational representation of preferences under ambiguity 0 1 2 244 2 5 9 461
Total Working Papers 3 19 102 11,076 456 808 1,176 40,567

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 2 16 7 9 13 72
A Characterization of Probabilities with Full Support and the Laplace Method 0 0 0 5 2 2 3 26
A Note on Comparative Ambiguity Aversion and Justifiability 0 0 1 16 4 5 10 77
A Smooth Model of Decision Making under Ambiguity 0 1 5 654 7 19 44 2,858
A Subjective Spin on Roulette Wheels 0 0 0 110 6 7 7 919
A canon of probabilistic rationality 0 0 0 4 4 4 9 29
A characterization of the core of convex games through Gateaux derivatives 0 0 0 97 6 9 12 345
A framework for the analysis of self-confirming policies 0 0 0 2 3 6 6 9
A note on rational inattention and rate distortion theory 0 0 2 35 2 2 11 75
A uniqueness theorem for convex-ranged probabilities 1 1 1 55 4 6 7 453
Additivity with multiple priors 0 0 0 60 5 6 8 152
Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis 0 0 1 45 4 8 11 246
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 0 1 309 4 7 13 752
Ambiguity Made Precise: A Comparative Foundation 0 0 3 230 8 18 29 551
Ambiguity and robust statistics 0 1 2 53 7 12 17 252
Ambiguity attitudes and self-confirming equilibrium in sequential games 0 0 0 9 6 10 13 65
Ambiguity aversion and wealth effects 0 1 1 11 8 9 10 50
Ambiguous Games 0 0 1 359 4 10 14 972
An Axiomatic Approach to Complete Patience and Time Invariance 0 0 0 28 5 7 10 91
Analysis of information feedback and selfconfirming equilibrium 0 0 0 3 3 3 6 41
CHOQUET INSURANCE PRICING: A CAVEAT 0 0 0 10 8 11 13 72
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 60 2 2 3 175
Coarse contingencies and ambiguity 0 0 0 43 8 9 11 193
Cores of non-atomic market games 0 0 1 24 0 2 4 124
Corrigendum: Pride and Diversity in Social Economies 0 0 0 16 2 3 8 83
David Schmeidler’s contributions to decision theory 0 0 0 3 0 0 3 15
Decision analysis under ambiguity 0 0 1 43 2 5 12 190
Definitions of ambiguous events and the smooth ambiguity model 0 0 0 24 5 8 13 109
Differentiating ambiguity and ambiguity attitude 0 1 1 315 10 15 19 812
Dynamic variational preferences 0 0 0 153 3 5 6 331
Experimental Cost of Information 0 0 0 22 4 8 13 95
Finitely Additive and Epsilon Nash Equilibria 0 0 0 1 2 4 6 391
How to cut a pizza fairly: Fair division with decreasing marginal evaluations 0 0 0 47 3 4 8 433
Insurance premia consistent with the market 0 0 0 34 6 8 9 145
Law of demand and stochastic choice 0 0 1 2 2 3 5 6
Learning and self-confirming long-run biases 0 0 1 5 4 10 22 50
Learning from ambiguous and misspecified models 0 0 0 11 1 4 7 31
Learning from ambiguous urns 0 0 0 23 1 3 5 61
Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation 0 0 0 73 1 4 8 193
MODEL UNCERTAINTY 0 0 1 29 14 15 21 144
Mixed extensions of decision problems under uncertainty 0 0 0 20 2 5 10 70
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 1 31 6 9 21 142
Monotone continuous multiple priors 0 0 0 74 4 7 10 222
Mutual absolute continuity of multiple priors 0 0 0 32 4 10 14 127
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 66 3 8 10 276
On the Smooth Ambiguity Model: A Reply 0 0 0 21 5 7 10 230
On the cardinal utility equivalence of biseparable preferences 0 0 0 0 0 1 2 4
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 4 7 7 106
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES 0 0 0 92 6 7 12 253
Pride and Diversity in Social Economies 0 0 0 11 6 7 9 99
Probabilistic Sophistication and Multiple Priors 0 0 0 73 4 4 6 265
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion 0 0 0 16 5 8 10 97
Put–Call Parity and market frictions 0 0 0 17 8 11 14 90
Rational preference and rationalizable choice 0 0 0 5 4 8 12 47
Rational preferences under ambiguity 0 0 0 33 2 5 6 155
Recursive smooth ambiguity preferences 0 0 0 127 4 5 8 365
Risk analysis and decision theory: A bridge 0 0 2 66 3 6 15 219
Self-Confirming Equilibrium and Model Uncertainty 0 0 0 48 5 7 10 287
Social Decision Theory: Choosing within and between Groups 0 0 0 30 4 7 15 211
Sources of Uncertainty and Subjective Prices 0 0 0 9 4 6 7 34
Stable cores of large games 0 0 0 25 1 3 4 110
Stochastic Dominance Analysis Without the Independence Axiom 0 0 0 4 11 14 15 27
Subcalculus for set functions and cores of TU games 0 0 0 21 1 2 3 114
The Core of Large Differentiable TU Games 0 0 0 18 5 8 13 88
The impossibility of compromise: some uniqueness properties of expected utility preferences 0 0 0 24 1 1 6 125
The structure of variational preferences 0 0 0 9 5 7 11 42
Uncertainty averse preferences 0 1 2 79 4 7 10 222
Unique solutions for stochastic recursive utilities 0 0 0 66 8 11 14 199
Vitali’s early contribution to non-additive integration 0 0 0 7 3 3 4 37
Weak time-derivatives and no-arbitrage pricing 0 1 1 6 5 12 14 68
Total Journal Articles 1 8 32 4,084 304 485 751 16,019
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Statistics updated 2026-02-12