Publications

• • Distortion risk measures: Prudence, Coherence, and the Expected Shortfall (with F. Liebrich) Mathematical Finance, DOI: 10.1111/mafi.12435

• • Uniqueness of convex-ranged probabilities and applications to risk measures and games (with F. Liebrich and C. Munari) Mathematics of Operations Research.

• • A unified framework for Bayesian and non-Bayesian decision making and inference

Mathematics of Operations Research 47(4): 2721-2742, November 2022.  

• • Bipolar behavior of submodular, law-invariant capacities

Statistics & Risk Modeling 38, no. 3-4, 65-70, October 2021. 

• • Aggregation of opinions and risk measures (with M. Ghossoub)

Journal of Economic Theory 196, 105310, September 2021.

• • Recursive Maxmin Preferences and Rectangular Priors: a Simple Proof (with M. Siniscalchi)

Economic Theory Bulletin 7, 125–129, May 2019.

• • The Sandwich Theorem via Pataraia's fixed point theorem

Positivity 23, 97–100, February 2019.

• • Sandwich Theorems for set functions: An application of the Lehrer-Teper integral 

Fuzzy Sets and Systems 355, 59-66, January 2019.

• • Mm-OWA: a generalization of OWA operators

IEEE Transactions on Fuzzy Systems 26, 2099-2106, August 2018.

• • Information and Ambiguity: toward a foundation of non-Expected Utility

Mathematics of Operations Research 42, 1254-1279, November 2017.

• •  Contracting on ambiguous prospects (with M. Ghossoub and E. Phelps)

The Economic Journal 127, 2241-2262, November 2017.

• • Uniqueness of the weights in Harsanyi-type theorems

Economic Theory Bulletin 5, 175-178, October 2017.

• • Conditional expected utility

Theory and Decision 83, 175–193, August 2017.

• • A representation of risk measures

Decisions in Economics and Finance 39, 95-103, April 2016.

• • Optimal insurance for a minimal expected retention: the case of an ambiguity-seeking insurer (with M. Ghossoub)

Risks 4, March 2016.

• • Analogy in Decision Making

Mathematics of Operations Research 40, 1027-41, November 2015.

• • Ambiguity on the insurer’s side: the demand for insurance (with M. Ghossoub and E. Phelps),

Journal of Mathematical Economics 58, 61 -78, May 2015.

• • A characterization of exact non-atomic market games

Journal of Mathematical Economics 54, 59-62, October 2014.

• • The Bargaining set of a large game (with L. Montrucchio)

Economic Theory 43, 313-49, June 2010.

• • Foundations of Neo-Bayesian Statistics

Journal of Economic Theory 144, 2146-73, September 2009.

• • Ambiguous Events and Maxmin Expected Utility (with E. Filiz)

Journal of Economic Theory 134, 1-33, May 2007.

• • Cores of Non-atomic Market Games (with F. Maccheroni, M. Marinacci and L. Montrucchio)

International Journal of Game Theory 34, 399-424, October 2006.

• • When an event makes a difference (with F. Maccheroni)

Theory and Decision 60, 119-26, May 2006. Reprinted in Uncertainty and Risk, by M. Abdellaoui, R.D. Luce, M.J. Machina and B. Munier (editors), p. 27-32, Springer 2007.

• • Ambiguity, Measurability and Multiple Priors

Economic Theory 26, 995-1006, November 2005.

• • On the uniqueness of convex-ranged probabilities

Decisions in Economics and Finance 27, 81-85, August 2004.

• • Recursive Structure and Equilibria for Games with Private Monitoring

Economic Theory 22, 353-374, September 2003.

Other publications

• “Risk, Uncertainty and the Entrepreneurial Economy” (with O. Ozgur and E. Phelps)

Proceedings of the 8th International Conference on Applied Financial Economics, C. Prachalias ed., Vol. 2, 550-554, 2011.