MONTRUCCHIO, LUIGI
MONTRUCCHIO, LUIGI
Ambiguity and robust statistics
2013 Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
Choquet integration on Riesz spaces and dual comonotonicity
2015 CERREIA VIOGLIO, Simone; Maccheroni, FABIO ANGELO; Marinacci, Massimo; Montrucchio, Luigi
Classical subjective expected utility
2013 Cerreia Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
Commutativity, comonotonicity, and Choquet integration of self-adjoint operators
2018 Marinacci, Massimo; CERREIA VIOGLIO, Simone; Maccheroni, FABIO ANGELO; Montrucchio, Luigi
Complete monotone quasiconcave duality
2011 Cerreia Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
Cores of non-atomic market games
2006 Amarante, Massimiliano; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
Finitely well-positioned sets
2012 Marinacci, Massimo; Montrucchio, Luigi
Necessary and sufficient conditions for optima in reflexive spaces
2011 Marinacci, Massimo; Montrucchio, Luigi
On concavity and supermodularity
2008 Marinacci, Massimo; Montrucchio, Luigi
On the equality of Clarke and Greenberg-Pierskalla di§erentials
2022 Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
Probabilistic sophistication, second order stochastic dominance, and uncertainty aversion
2012 Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
Risk measures: rationality and diversification
2011 Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
Signed integral representations of comonotonic additive functionals
2012 Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
Uncertainty averse preferences
2011 Cerreia Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
Unique solutions for stochastic recursive utilities
2010 Marinacci, Massimo; Montrucchio, Luigi
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
|---|---|---|---|---|
| Ambiguity and robust statistics | 1-gen-2013 | Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi | JOURNAL OF ECONOMIC THEORY | - |
| Choquet integration on Riesz spaces and dual comonotonicity | 1-gen-2015 | CERREIA VIOGLIO, Simone; Maccheroni, FABIO ANGELO; Marinacci, Massimo; Montrucchio, Luigi | TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY | - |
| Classical subjective expected utility | 1-gen-2013 | Cerreia Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi | PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA | - |
| Commutativity, comonotonicity, and Choquet integration of self-adjoint operators | 1-gen-2018 | Marinacci, Massimo; CERREIA VIOGLIO, Simone; Maccheroni, FABIO ANGELO; Montrucchio, Luigi | REVIEWS IN MATHEMATICAL PHYSICS | - |
| Complete monotone quasiconcave duality | 1-gen-2011 | Cerreia Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi | MATHEMATICS OF OPERATIONS RESEARCH | - |
| Cores of non-atomic market games | 1-gen-2006 | Amarante, Massimiliano; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi | INTERNATIONAL JOURNAL OF GAME THEORY | Physica-Verlag GmBh & Company:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 487492, INTERNET: http://www.springer.de, Fax: 011 49 6221 487177 |
| Finitely well-positioned sets | 1-gen-2012 | Marinacci, Massimo; Montrucchio, Luigi | JOURNAL OF CONVEX ANALYSIS | - |
| Necessary and sufficient conditions for optima in reflexive spaces | 1-gen-2011 | Marinacci, Massimo; Montrucchio, Luigi | SIAM JOURNAL ON OPTIMIZATION | - |
| On concavity and supermodularity | 1-gen-2008 | Marinacci, Massimo; Montrucchio, Luigi | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | - |
| On the equality of Clarke and Greenberg-Pierskalla di§erentials | 1-gen-2022 | Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi | JOURNAL OF CONVEX ANALYSIS | - |
| Probabilistic sophistication, second order stochastic dominance, and uncertainty aversion | 1-gen-2012 | Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi | JOURNAL OF MATHEMATICAL ECONOMICS | - |
| Risk measures: rationality and diversification | 1-gen-2011 | Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi | MATHEMATICAL FINANCE | - |
| Signed integral representations of comonotonic additive functionals | 1-gen-2012 | Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | - |
| Uncertainty averse preferences | 1-gen-2011 | Cerreia Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi | JOURNAL OF ECONOMIC THEORY | - |
| Unique solutions for stochastic recursive utilities | 1-gen-2010 | Marinacci, Massimo; Montrucchio, Luigi | JOURNAL OF ECONOMIC THEORY | - |