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 6 14 54
A Market Foundation for Conditional Asset Pricing 0 0 0 29 1 7 12 77
A Smooth Model of Decision,Making Under Ambiguity 0 0 0 186 2 7 15 750
A Subjective Spin on Roulette Wheels 2 2 2 160 3 4 8 799
A characterization of probabilities with full support in metric spaces, and Laplaces method 0 1 2 24 1 7 13 75
A note on comparative ambiguity aversion and justi?fiability 0 0 1 47 1 6 19 99
A smooth model of decision making under ambiguity 1 1 3 470 2 9 22 1,797
A strong law of large numbers for capacities 0 0 0 83 0 4 7 315
A subjective spin on roulette wheels 1 1 2 126 4 28 35 753
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 0 0 0 146 2 5 10 583
Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games 0 0 0 25 3 7 10 145
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 1 3 706 1 11 22 1,428
Ambiguity Made Precise: A Comparative Foundation and Some Implications 0 0 1 119 0 4 10 479
Ambiguity and Robust Statistics 0 0 0 140 1 5 9 359
Ambiguity and the Bayesian Paradigm 0 0 0 253 2 6 15 604
Ambiguity from the Differential Viewpoint 0 0 0 177 0 5 8 432
Ambiguity from the Differential Viewpoint 0 0 0 177 1 11 14 432
Analysis of Information Feedback and Selfconfirming Equilibrium 0 0 1 71 2 7 19 130
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 97 1 6 12 274
Choquet Integration on Riesz Spaces and Dual Comonotonicity 0 0 1 58 0 3 9 170
Choquet insurance pricing: a caveat 0 0 0 127 1 5 16 372
Classical Subjective Expected Utility 0 0 0 87 7 12 15 254
Coarse Contingencies 0 0 0 94 1 6 9 328
Coarse Contingencies 0 0 0 71 0 9 14 231
Complete Monotone Quasiconcave Duality 0 0 0 176 0 5 9 441
Conditional Lp-spaces and the duality of modules over f-algebras 0 0 0 7 1 4 7 60
Cores and stable sets of finite dimensional games 0 0 0 61 1 7 9 247
Cores of Non-Atomic Market Games 0 0 0 67 0 7 14 308
Decomposition and Representation of Coalitional Games 0 0 0 45 1 6 8 211
Definitions of Ambiguous Events and the Smooth Ambiguity Model 0 0 0 60 1 8 18 478
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 38 0 4 9 116
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case 0 0 0 6 0 4 7 100
Dynamic Variational Preferences 0 0 0 271 1 13 20 668
Ergodic Annealing 0 0 1 15 0 5 11 29
Ergodic Theorems for Lower Probabilities 0 0 0 25 0 13 19 86
Experimental Cost of Information 0 0 2 154 1 9 15 352
Finitely Well-Positioned Sets 0 0 0 19 2 6 9 94
Hilbert A-Modules 0 0 0 23 1 4 7 80
How to Cut a Cake Healthily 0 0 0 30 0 6 10 175
How to cut a pizza fairly: fair division with descreasing marginal evaluations 0 0 0 79 1 4 9 554
Insurance Premia Consistent with the Market 0 0 1 103 0 2 12 396
Linearity with Multiple Priors 0 0 0 25 0 5 5 151
Making Decisions under Model Misspecification 0 0 2 26 1 9 21 95
Making Decisions under Model Misspecification 0 0 3 19 1 2 9 56
Making Decisions under Model Misspecification 0 0 5 18 0 6 15 45
Microfoundations of Low-Frequency High-Impact Decisions 0 7 30 102 1 18 59 165
Mixed Extensions of Decision Problems under Uncertainty 0 0 1 84 3 8 14 205
Model Uncertainty 0 0 3 80 3 12 28 179
Model Uncertainty in Climate Change Economics 0 0 0 85 2 5 11 123
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 17 0 2 11 35
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 0 0 1 13 16 35
Monotone Continuous Multiple Priors 0 0 1 91 0 3 6 251
Monotone continuous multiple priors 0 0 0 10 0 2 2 41
Monotone continuous multiple priors 0 0 0 24 0 1 4 111
Multialternative Neural Decision Processes 0 0 0 11 0 2 10 33
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 123 2 10 20 308
Multinomial logit processes and preference discovery: inside and outside the black box 0 0 0 9 0 4 6 23
Multinomial logit processes and preference discovery: outside and inside the black box 0 0 0 31 1 9 9 49
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 2 11 16 296
Niveloids and Their Extensions:Risk Measures on Small Domains 0 0 1 35 0 1 9 152
Objective and Subjective Rationality 0 0 1 59 0 1 5 155
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 277 3 16 26 5,800
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 0 2 11 17 39
On Concavity and Supermodularity 0 0 2 230 0 7 15 575
On convexity and supermodularity 0 0 1 199 1 10 15 503
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 0 75 2 6 13 286
On the Ranges of Baire and Borel Measures 0 0 0 23 0 3 6 261
On the Smooth Ambiguity Model: A Reply 0 0 0 67 2 3 7 284
On the Smooth Ambiguity Model: A Reply 0 0 0 35 1 5 7 153
On the Smooth Ambiguity Model: A Reply 0 0 0 37 0 8 13 125
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals 0 0 1 29 0 8 14 135
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 128 0 2 6 365
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 136 0 5 10 553
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 1 90 1 5 12 372
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 231 0 5 9 735
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion 0 0 0 54 2 7 12 173
Probabilistic sophistication and multiple priors 0 0 0 130 1 13 16 316
Put-Call Parity and Market Frictions 0 0 0 77 5 15 21 309
Random correspndences as bundles of random variables 0 0 0 40 1 5 5 145
Range Convexity and Ambiguity Averse Preferences 0 0 0 55 1 4 4 295
Rational Inattention and Rate Distortion Theory: A Teaching Note 2 2 3 66 3 8 12 131
Rational Policymaking during a Pandemic 0 0 0 11 1 4 7 15
Rational Preferences under Ambiguity 0 0 0 73 2 7 11 216
Rational policymaking during a pandemic 0 0 0 16 4 6 9 65
Recursive Smooth Ambiguity Preferences 0 0 0 287 1 7 18 825
Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras 0 0 0 32 0 5 8 412
Revealed Ambiguity and Its Consequences: Updating 0 0 1 174 1 10 16 391
Risk Analysis and Decision Theory: Foundations 0 0 0 90 2 8 13 276
Risk Measures: Rationality and Diversification 0 1 1 141 0 5 17 371
Risk, Ambigity and the Separation of Utility and Beliefs 0 0 0 278 1 7 17 1,038
Risk, Ambiguity and the Separation of Utility and Beliefs 0 0 1 151 1 8 13 462
Risk, Ambiguity, and the Separation of Utility and Beliefs 0 0 0 15 1 5 11 108
Risk, ambiguity, and the separation of utility and beliefs 0 0 2 203 1 7 13 473
Selfconfirming Equilibrium and Model Uncertainty 0 0 0 128 0 8 16 265
Selfconfirming Equilibrium and Uncertainty 1 1 2 53 4 9 10 111
Singed Integral Representations of Comonotonic Additive Functionals 0 0 0 26 1 6 11 94
Social Decision Theory: Choosing within and between Groups 0 0 1 380 3 6 18 1,368
Sources of Uncertainty and Subjective Prices 0 0 1 51 1 5 7 80
Stochastic Dominance Analysis without the Independence Axiom 0 0 1 56 0 13 19 132
Subcalculus for set functions and cores of TU games 0 0 0 47 1 7 11 258
The Core of Large TU Games 0 0 0 125 0 0 3 1,533
The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty 0 0 0 33 1 6 8 278
The Structure of Variational Preferences 0 0 0 53 1 4 7 112
The convexity-cone approach to comparative risk and downside risk 0 0 0 54 0 4 8 169
Ultramodular functions 0 0 0 90 0 4 11 271
Uncertainty Averse Preferences 0 0 0 397 3 8 14 779
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? 0 0 0 20 0 1 7 57
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? 0 0 1 72 3 9 17 262
Unique Solutions of Some Recursive Equations in Economic Dynamics 0 0 1 127 1 2 5 402
Unique Tarski Fixed Points 0 0 1 79 1 6 15 165
Variational representation of preferences under ambiguity 0 0 1 244 0 4 9 463
Total Working Papers 7 17 91 11,090 123 738 1,395 40,849

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 2 10 15 75
A Characterization of Probabilities with Full Support and the Laplace Method 0 0 0 5 1 4 5 28
A Note on Comparative Ambiguity Aversion and Justifiability 0 0 1 16 2 6 11 79
A Smooth Model of Decision Making under Ambiguity 0 1 5 655 0 12 44 2,863
A Subjective Spin on Roulette Wheels 0 0 0 110 2 8 9 921
A canon of probabilistic rationality 0 0 0 4 1 5 9 30
A characterization of the core of convex games through Gateaux derivatives 0 0 0 97 0 7 12 346
A framework for the analysis of self-confirming policies 0 0 0 2 1 5 8 11
A note on rational inattention and rate distortion theory 1 2 4 37 2 8 16 81
A uniqueness theorem for convex-ranged probabilities 0 1 1 55 0 6 9 455
Additivity with multiple priors 0 0 0 60 0 7 9 154
Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis 0 0 1 45 0 5 12 247
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 0 0 1 309 0 9 17 757
Ambiguity Made Precise: A Comparative Foundation 0 0 3 230 0 9 30 552
Ambiguity and robust statistics 0 0 2 53 2 9 18 254
Ambiguity attitudes and self-confirming equilibrium in sequential games 0 0 0 9 1 8 14 67
Ambiguity aversion and wealth effects 0 0 1 11 1 10 12 52
Ambiguous Games 0 0 1 359 0 4 13 972
An Axiomatic Approach to Complete Patience and Time Invariance 0 0 0 28 1 9 13 95
Analysis of information feedback and selfconfirming equilibrium 0 0 0 3 3 8 11 46
CHOQUET INSURANCE PRICING: A CAVEAT 0 0 0 10 1 10 15 74
Certainty Independence and the Separation of Utility and Beliefs 0 0 0 60 0 4 5 177
Coarse contingencies and ambiguity 0 0 0 43 0 8 10 193
Cores of non-atomic market games 0 0 1 24 1 2 6 126
Corrigendum: Pride and Diversity in Social Economies 0 0 0 16 1 3 8 84
David Schmeidler’s contributions to decision theory 0 0 0 3 0 1 4 16
Decision analysis under ambiguity 0 0 1 43 2 5 13 193
Definitions of ambiguous events and the smooth ambiguity model 0 0 0 24 0 6 14 110
Differentiating ambiguity and ambiguity attitude 0 0 1 315 1 11 20 813
Dynamic variational preferences 0 0 0 153 0 5 8 333
Experimental Cost of Information 0 0 0 22 0 4 13 95
Finitely Additive and Epsilon Nash Equilibria 0 0 0 1 1 4 8 393
How to cut a pizza fairly: Fair division with decreasing marginal evaluations 0 0 0 47 1 4 7 434
Insurance premia consistent with the market 0 0 0 34 0 8 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 0 5 0 4 20 50
Learning from ambiguous and misspecified models 0 0 0 11 0 3 8 33
Learning from ambiguous urns 0 0 0 23 2 3 7 63
Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation 0 0 0 73 0 2 9 194
MODEL UNCERTAINTY 0 0 0 29 4 23 28 153
Mixed extensions of decision problems under uncertainty 0 0 0 20 1 4 11 72
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research 0 0 1 31 3 11 25 147
Monotone continuous multiple priors 0 0 0 74 0 5 9 223
Mutual absolute continuity of multiple priors 0 0 0 32 0 5 15 128
Objective and Subjective Rationality in a Multiple Prior Model 0 0 0 66 0 5 12 278
On the Smooth Ambiguity Model: A Reply 0 0 0 21 1 9 14 234
On the cardinal utility equivalence of biseparable preferences 0 0 0 0 0 1 2 5
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 3 7 10 109
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES 0 0 0 92 0 7 13 254
Pride and Diversity in Social Economies 0 0 0 11 0 6 9 99
Probabilistic Sophistication and Multiple Priors 0 0 0 73 0 6 8 267
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion 0 0 0 16 0 6 11 98
Put–Call Parity and market frictions 0 1 1 18 1 12 17 94
Rational preference and rationalizable choice 0 0 0 5 1 6 14 49
Rational preferences under ambiguity 0 0 0 33 1 5 9 158
Recursive smooth ambiguity preferences 0 0 0 127 1 11 15 372
Risk analysis and decision theory: A bridge 0 3 5 69 1 8 20 224
Self-Confirming Equilibrium and Model Uncertainty 0 0 0 48 2 8 13 290
Social Decision Theory: Choosing within and between Groups 0 0 0 30 2 9 18 216
Sources of Uncertainty and Subjective Prices 0 0 0 9 0 4 7 34
Stable cores of large games 0 0 0 25 1 2 5 111
Stochastic Dominance Analysis Without the Independence Axiom 0 0 0 4 3 16 20 32
Subcalculus for set functions and cores of TU games 0 0 0 21 0 2 4 115
The Core of Large Differentiable TU Games 0 0 0 18 3 9 17 92
The impossibility of compromise: some uniqueness properties of expected utility preferences 0 0 0 24 0 2 6 126
The structure of variational preferences 0 0 0 9 0 7 12 44
Uncertainty averse preferences 0 0 2 79 1 9 15 227
Unique solutions for stochastic recursive utilities 0 0 0 66 1 10 16 201
Vitali’s early contribution to non-additive integration 0 0 0 7 0 6 6 40
Weak time-derivatives and no-arbitrage pricing 0 0 1 6 1 6 14 69
Total Journal Articles 1 8 35 4,091 60 465 873 16,180
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Statistics updated 2026-04-09