July 21, 2025
Making decisions under model misspecification
with S Cerreia-Vioglio, LP Hansen, M Marinacci
Review of Economic Studies, forthcoming.
A separation of utility and beliefs through betting consistency
with A Chateauneuf and H Zank
Management Science, forthcoming.
Affine Gateaux differentials and the von Mises statistical calculus
with S Cerreia-Vioglio, M Marinacci, L Montrucchio, L Stanca
Journal of Mathematical Analysis and Applications, forthcoming.
Quantal response equilibrium and rationalizability...
with S Liu
Games and Economic Behavior, forthcoming.
Risk aversion and insurance propensity
with M Marinacci, R Wang and Q Wu
American Economic Review, 115, 1597–1649, 2025.
Conditional divergence risk measures
with G Principi
Journal of Mathematical Analysis and Applications, 550. 129598, 2025.
Capacities and Choquet averages of ultrafilters
with S Cerreia-Vioglio, P Leonetti, M Marinacci
Proceedings of the American Mathematical Society, 152, 1139-1151, 2024.
Measuring utility with diffusion models
with R Berlinghieri, I Krajbich, M Marinacci, M Pirazzini
Science Advances, 9, eadf1665, 2023.
Multinomial logit processes and preference discovery: inside and outside the black box
with S Cerreia-Vioglio, M Marinacci, A Rustichini
Review of Economic Studies, 90, 1155-1194, 2023.
with E Castagnoli, G Cattelan, F Maccheroni, C Tebaldi, R Wang
Operations Research, 70, 2637-2654, 2023.
Equilibria of nonatomic anonymous games
with S Cerreia-Vioglio, D Schmeidler
Games and Economic Behavior, 135, 110-131, 2022.
Ambiguity aversion and wealth effects
with S Cerreia-Vioglio, M Marinacci
Journal of Economic Theory, 199, 104898, 2022.
On the equality of Clarke and Greenberg-Pierskalla differentials
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Journal of Convex Analysis, 29, 459-480, 2022.
David Schmeidler’s contributions to decision theory
with E Karni, M Marinacci
Theory and Decision, 93, 219–235, 2022
On the cardinal utility equivalence of biseparable preferences
with M Marinacci and J Yang
Theory and Decision, 92, 689-701, 2022.
Law of demand and stochastic choice
with S Cerreia-Vioglio, M Marinacci, A Rustichini
Theory and Decision, 92, 513-529, 2022.
A framework for the analysis of self-confirming policies
with P Battigalli, S Cerreia-Vioglio, M Marinacci, T Sargent
Theory and Decision, 92, 455-512, 2022.
A canon of probabilistic rationality
with S Cerreia-Vioglio, PO Lindberg, M Marinacci, A Rustichini
Journal of Economic Theory, 196, 105289, 2021.
Sources of uncertainty and subjective prices
with V Cappelli, S Cerreia-Vioglio, M Marinacci, S Minardi
Journal of the European Economic Association, 19, 872-912, 2021.
A behavioral characterization of the Drift Diffusion Model and its multi-alternative ...
with C Baldassi, S Cerreia-Vioglio, M Marinacci, M Pirazzini
Management Science, 66, 5075-5093, 2020.
Behavioral equivalence of extensive game structures
with with P Battigalli and P Leonetti
Games and Economic Behavior, 121, 533-547, 2020.
Rational preference and rationalizable choice
with S Cerreia-Vioglio, A Giarlotta, S Greco, M Marinacci
Economic Theory, 69, 61-105, 2020.
A characterization of probabilities with full support and the Laplace Method
with S Cerreia-Vioglio, M Marinacci
Journal of Optimization Theory and Applications, 181, 470-478, 2019.
Orthogonal decompositions in Hilbert A-modules
with S Cerreia-Vioglio, M Marinacci
Journal of Mathematical Analysis and Applications, 470, 846-875, 2019.
Commutativity, comonotonicity, and Choquet integration of self-adjoint operators
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Reviews in Mathematical Physics, 30, issue 10, 2018.
Risk analysis and decision theory: A bridge
with E Borgonovo, V Cappelli, M Marinacci
European Journal of Operational Research, 264, 280-293, 2018.
Stochastic dominance analysis without the independence axiom
with S Cerreia-Vioglio, M Marinacci
Management Science, 63, 1097-1109, 2017.
Mixed extensions of decision problems under uncertainty
with P Battigalli, S Cerreia-Vioglio, M Marinacci
Economic Theory, 63, 827-866, 2017.
with S Cerreia-Vioglio and M Marinacci
Journal of Mathematical Analysis and Applications, 446, 970-1117, 2017.
A note on comparative ambiguity aversion and justifiability
with P Battigalli, S Cerreia-Vioglio, M Marinacci
Econometrica, 84, 1903-1916, 2016.
Analysis of information feedback and selfconfirming equilibrium
with P Battigalli, S Cerreia-Vioglio, M Marinacci
Journal of Mathematical Economics, 66, 2016, 40-51.
Ergodic theorems for lower probabilities
with S Cerreia-Vioglio, M Marinacci
Proceedings of the American Mathematical Society, 144, 3381-3396, 2016.
Conditional Lp-spaces and the duality of modules over f-algebras
with S Cerreia-Vioglio, M Kupper, M Marinacci, N Vogelpoth
Journal of Mathematical Analysis and Applications, 444, 1045-1070, 2016.
Choquet integration on Riesz spaces and dual comonotonicity
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Transactions of the American Mathematical Society, 367, 8521-8542, 2015.
Selfconfirming equilibrium and model uncertainty
with P Battigalli, S Cerreia-Vioglio, M Marinacci
American Economic Review, 105, 646-677, 2015.
Put-call parity and market frictions
with S Cerreia-Vioglio, M Marinacci
Journal of Economic Theory, 157, 730-762, 2015.
The structure of variational preferences
with S Cerreia-Vioglio, M Marinacci, A Rustichini
Journal of Mathematical Economics, 57, 12-19, 2015.
Niveloids and their extensions: Risk measures on small domains
with S Cerreia-Vioglio, M Marinacci, A Rustichini
Journal of Mathematical Analysis and Applications, 413, 343-360, 2014.
Alpha as ambiguity: Robust mean-variance portfolio analysis
with M Marinacci, D Ruffino
Econometrica, 81, 1075-1113, 2013.
Classical subjective expected utility
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Proceedings of the National Academy of Sciences, 110, 6754-6759, 2013.
Ambiguity and robust statistics
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Journal of Economic Theory, 148, 974-1049, 2013.
Social decision theory: Choosing within and between groups
with M Marinacci, A Rustichini
Review of Economic Studies, 79, 1591-1636, 2012.
Signed integral representations of comonotonic additive functionals
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Journal of Mathematical Analysis and Applications, 385, 895-912, 2012.
Probabilistic sophistication, second order stochastic dominance ...
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Journal of Mathematical Economics, 48, 271-283, 2012.
On the computation of optimal monotone mean-variance portfolios ...
with A Cerny, M Marinacci, A Rustichini
Journal of Mathematical Economics, 48, 386-395, 2012.
Uncertainty averse preferences
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Journal of Economic Theory, 146, 1275-1330, 2011.
Complete monotone quasiconcave duality
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Mathematics of Operations Research, 36, 321-339, 2011.
Risk measures: Rationality and diversification
with S Cerreia-Vioglio, M Marinacci, L Montrucchio
Mathematical Finance, 21, 743-774, 2011.
Rational preferences under ambiguity
with S Cerreia-Vioglio, P Ghirardato, M Marinacci, M Siniscalchi
Economic Theory, 48, 341-375, 2011.
Objective and subjective rationality in a multiple prior model
with I Gilboa, M Marinacci, D Schmeidler
Econometrica, 78, 755-770, 2010.
Portfolio selection with monotone mean-variance preferences
with M Marinacci, A Rustichini, M Taboga
Mathematical Finance, 19, 487-521, 2009.
with M Dall'Aglio
Games and Economic Behavior, 66, 57-77, 2009.
Ambiguity aversion, robustness, and the variational representation ...
with M Marinacci, A Rustichini
Econometrica, 74, 1447-1498, 2006.
Dynamic variational preferences
with M Marinacci, A Rustichini
Journal of Economic Theory, 128, 4-44, 2006.
Cores of non-atomic market games
with M Amarante, M Marinacci, L Montrucchio
International Journal of Game Theory, 34, 399-424, 2006.
When an event makes a difference
with M Amarante
Theory and Decision, 60, 119-126, 2006.
A strong law of large numbers for capacities
with M Marinacci
Annals of Probability, 33, 1171-1178, 2005.
Certainty independence and the separation of utility and beliefs
with P Ghirardato, M Marinacci
Journal of Economic Theory, 120, 129-136, 2005.
Fair division without additivity
with M Dall'Aglio
American Mathematical Monthly, 112, 363-365, 2005.
Monotone continuous multiple priors
with A Chateauneuf, M Marinacci, J-M Tallon
Economic Theory, 26, 973-982, 2005.
Differentiating ambiguity and ambiguity attitude
with P Ghirardato, M Marinacci
Journal of Economic Theory, 118, 133-173, 2004.
Random correspondences as bundles of random variables
with A Castaldo, M Marinacci
Sankhya, 66, 409-427, 2004.
Choquet insurance pricing: A caveat
with E Castagnoli, M Marinacci
Mathematical Finance, 14, 481-485, 2004.
Expected utility theory without the completeness axiom
with J Dubra, E Ok
Journal of Economic Theory, 115, 118-133, 2004.
Yaari's dual theory without the completeness axiom
Economic Theory, 23, 701-714, 2004.
A subjective spin on roulette wheels
with P Ghirardato, M Marinacci, M Siniscalchi
Econometrica, 71, 1897-1908, 2003.
How to cut a pizza fairly: Fair division with decreasing marginal ...
with M Marinacci
Social Choice and Welfare, 20, 457-465, 2003.
with E Diecidue
Journal of Mathematical Psychology, 47, 166-170, 2003.
Insurance premia consistent with the market
with E Castagnoli, M Marinacci
Insurance: Mathematics and Economics, 31, 267-284, 2002.
with W Ruckle
Rend. Seminario Matematico dell'Università di Padova, 107, 101-109, 2002.
Economic Theory, 19, 823-831, 2002.
Homothetic preferences on star-shaped sets
Decisions in Economics and Finance, 24, 41-47, 2001.
Restricting independence to convex cones
with E Castagnoli
Journal of Mathematical Economics, 34, 215-223, 2000.