Fabio Maccheroni : Citation Profile


Are you Fabio Maccheroni?

Università Commerciale Luigi Bocconi

18

H index

22

i10 index

1926

Citations

RESEARCH PRODUCTION:

19

Articles

34

Papers

RESEARCH ACTIVITY:

   11 years (2000 - 2011). See details.
   Cites by year: 175
   Journals where Fabio Maccheroni has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 31 (1.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1437
   Updated: 2022-01-23    RAS profile:    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Fabio Maccheroni.

Is cited by:

Marinacci, Massimo (133)

Cerreia-Vioglio, Simone (120)

Tallon, Jean-Marc (53)

Faro, José (41)

Berger, Loïc (39)

Scarsini, Marco (34)

Gajdos, Thibault (34)

Mukerji, Sujoy (32)

Montrucchio, Luigi (31)

Chateauneuf, Alain (31)

Danan, Eric (31)

Cites to:

Marinacci, Massimo (81)

Schmeidler, David (43)

Ghirardato, Paolo (29)

Gilboa, Itzhak (22)

Montrucchio, Luigi (18)

Chateauneuf, Alain (18)

Rustichini, Aldo (18)

Epstein, Larry (13)

Tallon, Jean-Marc (13)

Siniscalchi, Marciano (12)

Ok, Efe (9)

Main data


Where Fabio Maccheroni has published?


Journals with more than one article published# docs
Journal of Economic Theory4
Econometrica3
Economic Theory3
Mathematical Finance2

Working Papers Series with more than one paper published# docs
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research14
Carlo Alberto Notebooks / Collegio Carlo Alberto14

Recent works citing Fabio Maccheroni (2021 and 2020)


YearTitle of citing document
2021Constructive Decision Theory. (2021). Halpern, Joseph Y ; Easley, David ; Blume, Lawrence. In: Papers. RePEc:arx:papers:0906.4316.

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2020Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic factor case. (2014). Zawisza, Dariusz ; Trybula, Jakub . In: Papers. RePEc:arx:papers:1403.3212.

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2020Dynamic indifference pricing via the G-expectation. (2015). Lin, Qian. In: Papers. RePEc:arx:papers:1503.08628.

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2021Viability and Arbitrage under Knightian Uncertainty. (2019). Riedel, Frank ; Soner, Mete H ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1707.03335.

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2020Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Carassus, Laurence ; Blanchard, Romain. In: Papers. RePEc:arx:papers:1709.09465.

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2021Law-invariant insurance pricing and its limitations. (2018). Svindland, Gregor ; Munari, Cosimo ; Koch-Medina, Pablo ; Bellini, Fabio. In: Papers. RePEc:arx:papers:1808.00821.

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2021Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

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2020Semimartingale theory of monotone mean--variance portfolio allocation. (2019). Vcern, Alevs. In: Papers. RePEc:arx:papers:1903.06912.

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2020Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization. (2019). Ulus, Firdevs ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1904.09456.

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2021Robust Contracting in General Contract Spaces. (2019). Horst, Ulrich ; Beissner, Patrick ; Backhoff-Veraguas, Julio. In: Papers. RePEc:arx:papers:1910.12516.

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2020Time discounting under uncertainty. (2019). Jos'e Heleno Faro, ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:1911.00370.

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2020Stochastic control of optimized certainty equivalents. (2020). Tangpi, Ludovic ; Reppen, Max A ; Veraguas, Julio Backhoff. In: Papers. RePEc:arx:papers:2001.10108.

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2020Dynamically Consistent Objective and Subjective Rationality. (2020). Santos, Ana ; Jos'e Heleno Faro, ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:2004.12347.

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2020Subjective Complexity Under Uncertainty. (2020). Quitz'e Valenzuela-Stookey, . In: Papers. RePEc:arx:papers:2006.01852.

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2020A decomposition of general premium principles into risk and deviation. (2020). Schmeck, Maren Diane ; Nendel, Max ; Riedel, Frank. In: Papers. RePEc:arx:papers:2006.14272.

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2021A Maximum Theorem for Incomplete Preferences. (2020). Gorno, Leandro ; Rivello, Alessandro. In: Papers. RePEc:arx:papers:2007.09781.

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2020Distributionally Robust Markov Decision Processes and their Connection to Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2007.13103.

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2021Making Decisions under Model Misspecification. (2020). Marinacci, Massimo ; Maccheroni, Fabio ; Hansen, Lars Peter ; Cerreia-Vioglio, Simone. In: Papers. RePEc:arx:papers:2008.01071.

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2020Connected Incomplete Preferences. (2020). Gorno, Leandro ; Rivello, Alessandro. In: Papers. RePEc:arx:papers:2008.04401.

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2020Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427.

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2021Law-invariant functionals that collapse to the mean. (2020). Svindland, Gregor ; Munari, Cosimo ; Koch-Medina, Pablo ; Bellini, Fabio. In: Papers. RePEc:arx:papers:2009.04144.

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2020Multi-utility representations of incomplete preferences induced by set-valued risk measures. (2020). Munari, Cosimo. In: Papers. RePEc:arx:papers:2009.04151.

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2021Robust Orlicz spaces: observations and caveats. (2020). Nendel, Max ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2009.09007.

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2021Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376.

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2020Optimal Insurance under Maxmin Expected Utility. (2020). Boonen, Tim J ; Birghila, Corina ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2010.07383.

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2020A Theory of Updating Ambiguous Information. (2020). Tang, Rui. In: Papers. RePEc:arx:papers:2012.13650.

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2021Twofold Conservatism in Choice under Uncertainty. (2020). Vinson, Jamie ; Pomatto, Luciano ; Echenique, Federico. In: Papers. RePEc:arx:papers:2012.14557.

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2021New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306.

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2021Optimal transportation and the falsifiability of incompletely specified economic models. (2021). Henry, Marc ; Galichon, Alfred ; Ekeland, Ivar. In: Papers. RePEc:arx:papers:2102.04162.

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2021Expected utility theory on mixture spaces without the completeness axiom. (2021). McCarthy, David ; Thomas, Teruji ; Mikkola, Kalle. In: Papers. RePEc:arx:papers:2102.06898.

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2021Star-shaped Risk Measures. (2021). Wang, Ruodu ; Tebaldi, Claudio ; Maccheroni, Fabio ; Cattelan, Giacomo ; Castagnoli, Erio . In: Papers. RePEc:arx:papers:2103.15790.

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2021Robust Experimentation in the Continuous Time Bandit Problem. (2021). Pourbabaee, Farzad. In: Papers. RePEc:arx:papers:2104.00102.

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2021Robust decision-making under risk and ambiguity. (2021). Blesch, Maximilian ; Eisenhauer, Philipp. In: Papers. RePEc:arx:papers:2104.12573.

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2021Distributionally robust portfolio maximisation and marginal utility pricing in discrete time. (2021). Obloj, Jan ; Wiesel, Johannes. In: Papers. RePEc:arx:papers:2105.00935.

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2021Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation. (2021). He, Xuedong ; Yu, Xun. In: Papers. RePEc:arx:papers:2105.01829.

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2021Correlation Concern. (2021). Ellis, Andrew. In: Papers. RePEc:arx:papers:2105.13341.

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2021Law-invariant functionals that collapse to the mean: Beyond convexity. (2021). Munari, Cosimo ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2106.01281.

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2021The Continuity Postulate in Economic Theory: A Deconstruction and an Integration. (2021). Khan, Ali M ; Uyanik, Metin. In: Papers. RePEc:arx:papers:2108.11736.

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2021Dual representations of quasiconvex compositions with applications to systemic risk. (2021). Aygun, Mucahit ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:2108.12910.

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2021A Framework for Measures of Risk under Uncertainty. (2021). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:2110.10792.

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2021Cash-subadditive risk measures without quasi-convexity. (2021). Wang, Ruodu ; Han, Xia ; Xia, Jianming. In: Papers. RePEc:arx:papers:2110.12198.

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2021Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions. (2021). Dumav, Martin. In: Papers. RePEc:arx:papers:2110.15229.

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2020On the Co-evolution of Economic and Ecological Systems. (2020). Xepapadeas, Anastasios ; Levin, Simon. In: DEOS Working Papers. RePEc:aue:wpaper:2034.

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2020Making Decisions under Model Misspecification. (2020). Hansen, Lars Peter ; Vioglio, Simone Cerreiaa ; Marinacci, Massimo ; Maccheroni, Fabio. In: Working Papers. RePEc:bfi:wpaper:2020-103.

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2020Uncertainty Spillovers for Markets and Policy. (2020). Hansen, Lars Peter. In: Working Papers. RePEc:bfi:wpaper:2020-121.

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2020Epidemic Responses Under Uncertainty. (2020). Buchak, Greg ; Barnett, Michael ; Yannelis, Constantine. In: Working Papers. RePEc:bfi:wpaper:2020-72.

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2020Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context?. (2020). Berger, Nicolas ; Smith, Richard D ; Marinacci, Massimo ; Jarvis, Christopher ; Hansen, Lars Peter ; Gilboa, Itzhak ; Bosetti, Valentina. In: Working Papers. RePEc:bfi:wpaper:2020-95.

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2020A Decompostion of General Premium Principles into Risk and Deviation. (2020). Riedel, Frank ; Schmeck, Maren Diane ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:638.

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2021Review of the Bank of Russia and NES Seminar ‘Financial Dollarisation: Causes and Consequences’. (2021). Ponomarenko, Alexey ; Egorov, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:2:p:96-104.

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2020Dynamically consistent alpha‐maxmin expected utility. (2020). Riedel, Frank ; Lin, Qian ; Beissner, Patrick. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1073-1102.

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2020Semimartingale theory of monotone mean–variance portfolio allocation. (2020). Černý, Aleš. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1168-1178.

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2020Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14398.

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2020Dual-self Representations of Ambiguity Preferences. (2020). Le Yaouanq, Yves ; Frick, Mira ; Chandrasekher, Madhav ; Iijima, Ryota. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2180r2.

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2021Dual-self Representations of Ambiguity Preferences. (2021). Iijima, Ryota ; Frick, Mira ; Chandrasekher, Madhav ; le Yaouanq, Yves. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2180r3.

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2020Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332.

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2021Prudence attitude and limited participation. (2021). Wang, Yanjie ; Huang, Helen ; Zhang, Shunming. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001231.

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2020Twisted probabilities, uncertainty, and prices. (2020). Sargent, Thomas J ; Han, Lloyd S ; Szke, Balint ; Hansen, Lars Peter. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:151-174.

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2021Macroeconomic uncertainty prices when beliefs are tenuous. (2021). Sargent, Thomas ; Hansen, Lars Peter. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:222-250.

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2020Pricing and hedging in incomplete markets with model uncertainty. (2020). Pelsser, Antoon ; Balter, Anne G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:911-925.

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2020Robust portfolio decision analysis: An application to the energy research and development portfolio problem. (2020). Bosetti, Valentina ; Baker, Erin ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:1107-1120.

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2020Individual antecedents of real options appraisal: The role of national culture and ambiguity. (2020). , Raymond ; Trigeorgis, Lenos ; Driouchi, Tarik. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1018-1032.

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2021Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures. (2021). Laeven, Roger ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela . In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:438-446.

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2021Optimal investment under ambiguous technology shocks. (2021). Osaki, Yusuke ; Asano, Takao. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:1:p:304-311.

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2020Strategic cautiousness as an expression of robustness to ambiguity. (2020). Ziegler, Gabriel ; Zuazo-Garin, Peio. In: Games and Economic Behavior. RePEc:eee:gamebe:v:119:y:2020:i:c:p:197-215.

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2020Dynamic consistency and ambiguity: A reappraisal. (2020). Hill, Brian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:120:y:2020:i:c:p:289-310.

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2020Social and strategic ambiguity versus betrayal aversion. (2020). Wakker, Peter ; Turmunkh, Uyanga ; Li, Chen. In: Games and Economic Behavior. RePEc:eee:gamebe:v:123:y:2020:i:c:p:272-287.

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2021Dynamic decision making under ambiguity: An experimental investigation. (2021). Georgalos, Konstantinos. In: Games and Economic Behavior. RePEc:eee:gamebe:v:127:y:2021:i:c:p:28-46.

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2021Games in context: Equilibrium under ambiguity for belief functions. (2021). Eichberger, Jurgen ; Dominiak, Adam. In: Games and Economic Behavior. RePEc:eee:gamebe:v:128:y:2021:i:c:p:125-159.

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2021Ambiguity attitudes and the leverage cycle. (2021). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio. In: Journal of International Economics. RePEc:eee:inecon:v:129:y:2021:i:c:s0022199621000131.

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2021A decomposition of general premium principles into risk and deviation. (2021). Schmeck, Maren Diane ; Riedel, Frank ; Nendel, Max. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:193-209.

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2021Law-invariant functionals that collapse to the mean. (2021). Koch-Medina, Pablo ; Bellini, Fabio ; Svindland, Gregor ; Munari, Cosimo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:83-91.

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2020Characterizing ambiguity attitudes using model uncertainty. (2020). Bosetti, Valentina ; Berger, Loic. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:621-637.

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2020Do you trust your insurer? Ambiguity about contract nonperformance and optimal insurance demand. (2020). Ying, Jie ; Peter, Richard. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:938-954.

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2020Costly information acquisition. (2020). Rehbeck, John ; Liu, CE ; Chambers, Christopher P. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053118301388.

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2020Savage for dummies and experts. (2020). Wakker, Peter ; Abdellaoui, Mohammed. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053120300016.

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2020Information order in monotone decision problems under uncertainty. (2020). Zhou, Junjie ; Li, Jian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s002205311830615x.

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2020A theoretical foundation of ambiguity measurement. (2020). Izhakian, Yehuda. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300090.

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2020Calibrated uncertainty. (2020). Pesendorfer, Wolfgang ; Gul, Faruk. In: Journal of Economic Theory. RePEc:eee:jetheo:v:188:y:2020:i:c:s0022053120300211.

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2020A general theory of subjective mixtures. (2020). Ghirardato, Paolo ; Pennesi, Daniele. In: Journal of Economic Theory. RePEc:eee:jetheo:v:188:y:2020:i:c:s0022053120300545.

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2020Subjective utilitarianism: Individual decisions in a social context. (2020). Lehrer, Ehud ; Alon, Shiri. In: Journal of Economic Theory. RePEc:eee:jetheo:v:190:y:2020:i:c:s0022053120301010.

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2021Learning under ambiguity: An experiment in gradual information processing. (2021). Ngangoue, Kathleen M. In: Journal of Economic Theory. RePEc:eee:jetheo:v:195:y:2021:i:c:s0022053121000995.

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2021Contextual deliberation and the choice-valuation preference reversal. (2021). Guo, Liang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:195:y:2021:i:c:s0022053121001022.

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2021Constructive decision theory. (2021). Halpern, Joseph ; Easley, David ; Blume, Lawrence. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s002205312100123x.

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2021Aggregation of opinions and risk measures. (2021). amarante, massimiliano ; Ghossoub, Mario. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121001277.

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2021A model of social welfare improving transfers. (2021). magdalou, brice. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121001356.

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2020A simplified approach to subjective expected utility. (2020). Stanca, Lorenzo . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:87:y:2020:i:c:p:151-160.

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2020Utilitarianism with and without expected utility. (2020). Thomas, Teruji ; Mikkola, Kalle ; McCarthy, David. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:87:y:2020:i:c:p:77-113.

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2020Probabilistic sophistication without completeness. (2020). Karni, Edi. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:89:y:2020:i:c:p:8-13.

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2020Distorted stochastic dominance: A generalized family of stochastic orders. (2020). Bertoli-Barsotti, Lucio ; Lando, Tommaso. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:132-139.

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2021Weighted utility theory with incomplete preferences. (2021). Zhou, Nan ; Karni, Edi. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:113:y:2021:i:c:p:116-135.

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2020Estimating uncertainty aversion using the source method in stylized tasks with varying degrees of uncertainty. (2020). Tsang, Ming. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:84:y:2020:i:c:s2214804318301757.

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2020Airline investments in exclusive airport facilities: Timing decisions under demand ambiguity. (2020). Jiang, Changmin ; Fu, Xiaowen ; Zheng, Shiyuan ; Ge, Ying-En. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:139:y:2020:i:c:p:343-363.

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2021Subsidy or minimum requirement? Regulation of port adaptation investment under disaster ambiguity. (2021). , Felix ; Fu, Xiaowen ; Li, Zhi-Chun ; Wang, Kun ; Zheng, Shiyuan. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:150:y:2021:i:c:p:457-481.

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2020Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households. (2020). Paciello, Luigi ; Michelacci, Claudio. In: EIEF Working Papers Series. RePEc:eie:wpaper:2006.

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2020Model Uncertainty and Policy Design. (2020). Karantounias, Anastasios. In: Policy Hub. RePEc:fip:a00001:89442.

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2021Behavioral Decision Making in Normative and Descriptive Views: A Critical Review of Literature. (2021). Liu, Wenbin ; Weng, Zhiquan ; Chai, Junyi. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:490-:d:656459.

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2021Establishment of Land Use Suitability Mapping Criteria Using Analytic Hierarchy Process (AHP) with Practitioners and Beneficiaries. (2021). de Vries, Walter Timo ; Morales, Florentino. In: Land. RePEc:gam:jlands:v:10:y:2021:i:3:p:235-:d:506077.

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2021Establishing Merger Feasibility Simulation Model Based on Multiple-Criteria Decision-Making Method: Case Study of Taiwan’s Property Management Industry. (2021). Tu, Kung-Jen ; Chien, Li-Ming. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2448-:d:505012.

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2020Recursive objective and subjective multiple priors. (2020). Vergopoulos, Vassili ; Ceron, Federica. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02563318.

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2020Recursive objective and subjective multiple priors. (2020). Vergopoulos, Vassili ; Ceron, Federica. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02900497.

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2020Payoffs-Beliefs Duality and the Value of Information. (2020). de Lara, Michel ; Gossner, Olivier. In: Post-Print. RePEc:hal:journl:hal-01941006.

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More than 100 citations found, this list is not complete...

Works by Fabio Maccheroni:


YearTitleTypeCited
2008Portfolio Selection with Monotone Mean-Variance Preferences In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper39
2009PORTFOLIO SELECTION WITH MONOTONE MEAN?VARIANCE PREFERENCES.(2009) In: Mathematical Finance.
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2007Portfolio Selection with Monotone Mean-Variance Preferences.(2007) In: Carlo Alberto Notebooks.
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2004Portfolio Selection with Monotone Mean-Variance Preferences..(2004) In: ICER Working Papers - Applied Mathematics Series.
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2005Portfolio Selection with Monotone Mean-Variance Preferences.(2005) In: Finance.
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2004CHOQUET INSURANCE PRICING: A CAVEAT In: Mathematical Finance.
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2003Choquet insurance pricing: a caveat..(2003) In: ICER Working Papers - Applied Mathematics Series.
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2006Dynamic Variational Preferences In: Carlo Alberto Notebooks.
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2006Dynamic variational preferences.(2006) In: Journal of Economic Theory.
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2008Risk Measures: Rationality and Diversification In: Carlo Alberto Notebooks.
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2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences In: Carlo Alberto Notebooks.
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2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences.(2006) In: Econometrica.
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2006Cores of Non-Atomic Market Games In: Carlo Alberto Notebooks.
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2006Cores of non-atomic market games.(2006) In: International Journal of Game Theory.
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2010Rational Preferences under Ambiguity In: Carlo Alberto Notebooks.
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2010Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion In: Carlo Alberto Notebooks.
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2007Revealed Ambiguity and Its Consequences: Updating In: Carlo Alberto Notebooks.
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2007Disputed Lands In: Carlo Alberto Notebooks.
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2009Disputed lands.(2009) In: Games and Economic Behavior.
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2008Social Decision Theory: Choosing within and between Groups In: Carlo Alberto Notebooks.
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2008Objective and Subjective Rationality in a Multiple Prior Model In: Carlo Alberto Notebooks.
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2010Objective and Subjective Rationality in a Multiple Prior Model.(2010) In: Econometrica.
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2008Uncertainty Averse Preferences In: Carlo Alberto Notebooks.
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2008On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility In: Carlo Alberto Notebooks.
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2008Complete Monotone Quasiconcave Duality In: Carlo Alberto Notebooks.
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2008Objective and Subjective Rationality In: Levine's Working Paper Archive.
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2003A Subjective Spin on Roulette Wheels In: Econometrica.
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2001A subjective spin on roulette wheels..(2001) In: ICER Working Papers - Applied Mathematics Series.
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2002Insurance premia consistent with the market In: Insurance: Mathematics and Economics.
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2002Insurance Premia Consistent with the Market..(2002) In: ICER Working Papers - Applied Mathematics Series.
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2004Expected utility theory without the completeness axiom In: Journal of Economic Theory.
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2001Expected utility theory without the completeness axiom..(2001) In: ICER Working Papers - Applied Mathematics Series.
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2004Differentiating ambiguity and ambiguity attitude In: Journal of Economic Theory.
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2005Certainty Independence and the Separation of Utility and Beliefs In: Journal of Economic Theory.
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2002Certainty Independence and the Separation of Utility and Beliefs..(2002) In: ICER Working Papers - Applied Mathematics Series.
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2000Restricting independence to convex cones In: Journal of Mathematical Economics.
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2004Variational representation of preferences under ambiguity. In: ICER Working Papers - Applied Mathematics Series.
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2002Coherence without Additivity. In: ICER Working Papers - Applied Mathematics Series.
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2002Ambiguity from the Differential Viewpoint. In: ICER Working Papers - Applied Mathematics Series.
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2002How to cut a pizza fairly: fair division with descreasing marginal evaluations. In: ICER Working Papers - Applied Mathematics Series.
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2003How to cut a pizza fairly: Fair division with decreasing marginal evaluations.(2003) In: Social Choice and Welfare.
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2004A strong law of large numbers for capacities. In: ICER Working Papers - Applied Mathematics Series.
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2001BV as a dual space. In: ICER Working Papers - Applied Mathematics Series.
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2001Yaari dual theory without the completeness axiom. In: ICER Working Papers - Applied Mathematics Series.
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2004Yaaris dual theory without the completeness axiom.(2004) In: Economic Theory.
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2003Monotone Continuous Multiple Priors. In: ICER Working Papers - Applied Mathematics Series.
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2005Monotone continuous multiple priors.(2005) In: Economic Theory.
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2010Singed Integral Representations of Comonotonic Additive Functionals In: Working Papers.
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2011Ambiguity and Robust Statistics In: Working Papers.
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2006When an Event Makes a Difference In: Theory and Decision.
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2005Inverse stochastic orders and generalized Gini functionals In: Metron - International Journal of Statistics.
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