"Affine Gateaux Differentials and the von Mises Statistical Calculus, "Journal of Mathematical Analysis and Applications, 2025, in press (with S. Cerreia-Vioglio, F. Maccheroni, M. Marinacci and L. Stanca).
"Negative dynamic programming with non-additively time-separable objective," Communications in Optimization Theory, Vol. 2025, 1- 29, 2025 (with F. Privileggi).
"On the equality of Clarke and Greenberg-Pierskalla differentials" Journal of Convex Analysis, 29, 459-480, 2022, with S. Cerreia-Vioglio, F. Maccheroni and M. Marinacci.
"Kantorovich distance on finite metric spaces: Arens-Eells norm and CUT norms" Information Geometry, 2021, with G. Pistone.
"Unique Tarski fixed points", Mathematics of Operations Research, https:// doi.org/10.1287/ moor. 2018.0959, with M. Marinacci.
"A note on rational inattention and rate distortion theory" Decisions in Economics and Finance, https:// doi.org/10.1007/ s10203-019-00243-0, with T. Denti and M. Marinacci.
"A class of non-parametric deformed exponential statistical models" in, Geometric Structures of Information, Signals and Communication Technology, F. Nielsen (ed.), pp. 15-35, Springer Nature Switzerland AG, 2019, with G. Pistone.
"Wasserstein Riemannian geometry of Gaussian densities", Information Geometry, 1(2), 137-179, 2018 ( DOI: 10.1007/s41884-018-0014-4), with L. Malagò and G. Pistone.
"Commutativity, comonotonicity, and Choquet integration of self-adjoint operators," Reviews in Mathematical Physics, 30, No.10, 1850016 (35 pages), 2018, with S. Cerreia-Vioglio, F. Maccheroni, M. Marinacci.
"Deformed exponential bundle: the linear growth case" in Geometric Science of Information, F. Nielsen, F. Barbaresco eds., pp. 239-246, Lecture Notes in Computer Science, Springer International, 2017, with G. Pistone.
"Choquet Integration on Riesz Spaces and Dual Comonotonicity", Transactions of the American Mathematical Society, 367, 8521-8542, 2015, with S. Cerreia-Vioglio, F. Maccheroni, M. Marinacci.
"Ambiguity and robust statistics", Journal of Economic Theory, 148, 974-1049, 2013, with S. Cerreia-Vioglio, F. Maccheroni and M. Marinacci.
"Classical Subjective Expected Utility", Proceedings of the National Academy of Sciences of the United States of America, 110, 6754-6759, 2013, with S. Cerreia-Vioglio, F. Maccheroni and M. Marinacci.
"Probabilistic sophistication, second order stochastic dominance and uncertainty aversion", Journal of Mathematical Economics, 48, 271-283, 2012, with S. Cerreia-Vioglio, F. Maccheroni and M. Marinacci.
"Signed Integral Representations of Comonotonic Additive Functionals," Journal of Mathematical Analysis and Applications, 385, 95-912, 2012, with S. Cerreia-Vioglio, F. Maccheroni, M. Marinacci.
"Finitely well-positioned sets," Journal of Convex Analysis, 19, 249-279, 2012, with M. Marinacci.
S. Cerreia-Vioglio, F. Maccheroni, M. Marinacci, L. Montrucchio, Risk measures: rationality and diversification, Mathematical Finance, 21, 743-774, 2011.
S. Cerreia-Vioglio, F. Maccheroni, M. Marinacci, L. Montrucchio, Uncertainty averse preferences, Journal of Economic Theory, 146, 1275-1330, 2011.
S. Cerreia-Vioglio, F. Maccheroni, M. Marinacci, L. Montrucchio, "Complete Monotone Quasiconcave Duality", Mathematics of Operations Research, 36, 321-339, 2011.
"Necessary and sufficient conditions for optima in relexive spaces" SIAM Journal on Optimization, 21, 174-192, 2011, with M. Marinacci.
"Unique solutions for stochastic recursive utilities" Journal of Economic Theory, 145, 1776-1804, 2010 with M. Marinacci
"The bargaining set of a large game", Economic Theory, 43, 313-349, 2010, with Massimiliano Amarante
"On concavity and supermodularity", Journal of Mathematical Analysis and Applications, 344, 642-654, 2008, with Massimo Marinacci.
"Refinement derivatives and values of games", Mathematics of Operations Research, 33, 97-118, 2008, with Patrizia Semeraro.
"Large newsvendor games," Games and Economic Behavior, 58, 316-337, 2007, with Marco Scarsini.
"Cores of non-atomic market games," International Journal of Game Theory, 34, 399-424, 2006, with Max Amarante, Massimo Marinacci, and Fabio Maccheroni.
"Ultramodular functions," Mathematics of Operations Reseach 30, 311-332, 2005, with Massimo Marinacci.
"Stable cores of large games," International Journal of Game Theory 33, 189-213, 2005, with Massimo Marinacci.
"Cass transversality condition and sequential asset bubbles," Economic Theory 24, 645-663, 2004.
"A characterization of the core of convex games through Gateaux derivatives," Journal of Economic Theory 116, 229-248, 2004, with Massimo Marinacci.
"The nature of the stochastic steady state in models of optimal growth under uncertainty,"Economic Theory 23, 39-72, 2004, with T. Mitra and F. Privileggi.
"Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion," Decisions in Economics and Finance 26, 53-80, 2003, with A. Dal Forno.
"Subcalculus for set functions and cores of TU games," Journal of Mathematical Economics 39, 1-25, 2003, with Massimo Marinacci.
"On fragility of bubbles in equilibrium asset pricing models of Lucas-type," Journal of Economic Theory 101, 158-188, 2001, with Fabio Privileggi.
"Neighborhood turnpike theorem for continuous-time optimization models," Journal of Optimization Theory and Applications 101, 651-676, 1999, with Marina Marena.
"On Lipschitz continuity of policy functions in continuous-time optimal growth models,"Economic Theory 14, 479-488, 1999, with M. L. Gota.
"Fractal steady states in stochastic optimal control models," Annals of Operations Research 88, 183-197, 1999, with Fabio Privileggi.
"Thompson metric, contraction property and differentiability of policy functions," Journal of Economic Behavior and Organization 33, 449-466, 1998.
"Topological entropy of policy functions in concave optimization models," Journal of Mathematical Economics 25, 181-194, 1996, with G. Sorger.
"A turnpike theorem for continuous-time optimal-control models," Journal of Economic Dynamics and Control 19, 599-619, 1995.
"A new turnpike theorem for discounted programs," Economic Theory 5, 371-382, 1995.
"Acyclicity and dynamic stability: generalizations and applications," Journal of Economic Theory65, 303-326, 1995, with Michele Boldrin.
"Dynamic complexity of optimal paths and discount factors for strongly concave problems,"Journal of Optimization Theory and Applications 80, 385-406, 1994.
"A note on Shiu-Fisher-Weil immunization theorem," Insurance: Mathematics and Economics10, 125-131, 1991, with Lorenzo Peccati.
"Acyclicity and stability for intertemporal optimization models," International Economic Review29, 137-146, 1988, with Michele Boldrin.
"On rational dynamic strategies in infinite horizon models where agents discount the future,"Journal of Economic Behavior and Organization 8, 497-511, 1987, with Rose-Anne Dana.
"Lipschitz continuous policy functions for strongly concave optimization problems," Journal of Mathematical Economics 16, 259-273, 1987.
"Cyclic and chaotic behavior in intertemporal optimization models," Mathematical Modelling 8, 697-700, 1987, with Michele Boldrin.
"On the indeterminacy of capital accumulation paths," Journal of Economic Theory 40, 26-36, 1986, with Michele Boldrin.
"Dynamic complexity in duopoly games," Journal of Economic Theory 40, 40-56, 1986, with Rose-Anne Dana.
"Optimal decisions over time and strange attractors: an analysis by Bellman principle,"Mathematical Modelling 7, 341-352, 1986.
"Teorema della ragnatela, aspettative adattive e dinamiche caotiche", Rivista Internazionale di Scienze Economiche e Sociali, XXXI, 8, 713-724, 1986, with F. Cugno.
"Cyclic and chaotic behavior in price and quantity adjustment models", Ricerche Economiche, 4, 553-564, 1984, with F. Cugno.
"Disequilibrium dynamics in a multi-dimensional macroeconomic model", Ricerche Economiche, 1-2, 3-21, 1983, with F.Cugno.
"Some mathematical aspects of political business cycle," Journal of Optimization Theory and Applications 37, 251-275, 1982.
"Cyclical growth and inflation: a qualitative approach to Goodwin's model with money", Economic Notes, 11, 93-105, 1982, with F. Cugno.
Other Publications
"Cooperative Newsvendor Games: A Review", in Handbook of Newsvendor Problems: Models, Extensions and Applications, T.M. Choi (ed.), pp. 137-162, Springer, New York, 2012, with H. Norde, U. Özen, M. Scarsini and M. Slikker.
"Introduction to the mathematics of ambiguity," in Uncertainty in Economic Theory, I. Gilboa (ed.), pp. 46-107, New York, Routledge, 2004, with Massimo Marinacci.
"Fast growing stochastic dynamic models," in Atti XXII Convegno AMASES, 1998, with F. Privileggi.
"Risk aversion in small and Jensen inequalities," Rivista di Matematica per le Scienze Economiche e Sociali 2, 1993, with M.Luisa Tibiletti.
"Stationary Markovian strategies in dynamic games," In General Equilibrium, Growth and Trade II. The Legacy of Lionel W. McKenzie, R. Becker, M. Boldrin, R. Jones and W. Thomson (eds.), pp. 331-351, New York, Academic Press, 1993, with Rose-Anne Dana.
"Dynamical systems that solve continuous-time concave problems: anything goes," In Cycles and Chaos in Economic Equilibrium, J. Benhabib (ed.), Princeton, N.J., Princeton University Press, 1992.
"Some new techniques for modelling nonlinear economic fluctuations: a brief survey," inNonlinear Models of Fluctuating Growth, R.M. Goodwin, M. Kruger, A. Vercelli (eds.), Lecture Notes in Economic and Mathematical Systems, vol. 228, Berlin, Springer-Verlag, 1984, with Franco Cugno.
"Bellamy's egalitarian utopia: a system-theory approach," in Cybernetics and Systems Research, R. Trappl (ed.), pp. 521-525, Amsterdam, North-Holland, 1982, with F. Cugno and M. Ferrero.
"Stability and instability in a two-dimensional dynamical system: a mathematical approach to Kaldor's theory of the trade cycle," in New Quantitative Techniques for Economic Analysis, G. Szego (ed.), pp. 265-278, New York, Academic Press, 1982, with Franco Cugno.