Fabio Maccheroni : Citation Profile


Are you Fabio Maccheroni?

Università Commerciale Luigi Bocconi

17

H index

22

i10 index

1624

Citations

RESEARCH PRODUCTION:

19

Articles

34

Papers

RESEARCH ACTIVITY:

   11 years (2000 - 2011). See details.
   Cites by year: 147
   Journals where Fabio Maccheroni has often published
   Relations with other researchers
   Recent citing documents: 281.    Total self citations: 31 (1.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1437
   Updated: 2020-05-16    RAS profile:    
   Missing citations? Add them    Incorrect content? Let us know

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 (112)

Cerreia-Vioglio, Simone (100)

Tallon, Jean-Marc (45)

Faro, José (41)

Scarsini, Marco (34)

Gajdos, Thibault (34)

Mukerji, Sujoy (31)

Chateauneuf, Alain (30)

Montrucchio, Luigi (30)

André, Eric (25)

Danan, Eric (24)

Cites to:

Marinacci, Massimo (81)

Schmeidler, David (43)

Ghirardato, Paolo (29)

Gilboa, Itzhak (19)

Rustichini, Aldo (18)

Chateauneuf, Alain (18)

Montrucchio, Luigi (18)

Tallon, Jean-Marc (13)

Epstein, Larry (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
Economic Theory3
Econometrica3
Mathematical Finance2

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

Recent works citing Fabio Maccheroni (2018 and 2017)


YearTitle of citing document
2017Cautious and Globally Ambiguity Averse. (2017). Evren, Ozgur. In: Working Papers. RePEc:abo:neswpt:w0236.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Exponential utility maximization under model uncertainty for unbounded endowments. (2017). Bartl, Daniel. In: Papers. RePEc:arx:papers:1610.00999.

Full description at Econpapers || Download paper

2017Perfect hedging under endogenous permanent market impacts. (2017). Stadje, Mitja ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:1702.01385.

Full description at Econpapers || Download paper

2017Model Uncertainty, Recalibration, and the Emergence of Delta-Vega Hedging. (2017). Muhle-Karbe, Johannes ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1704.04524.

Full description at Econpapers || Download paper

2019Computational aspects of robust optimized certainty equivalents and option pricing. (2019). Tangpi, Ludovic ; Drapeau, Samuel ; Bartl, Daniel. In: Papers. RePEc:arx:papers:1706.10186.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Surplus-invariant risk measures. (2018). Munari, Cosimo ; Gao, Niushan. In: Papers. RePEc:arx:papers:1707.04949.

Full description at Econpapers || Download paper

2017Discrete Choice and Rational Inattention: a General Equivalence Result. (2017). Shum, Matthew ; Fosgerau, Mogens ; de Palma, André ; Melo, Emerson. In: Papers. RePEc:arx:papers:1709.09117.

Full description at Econpapers || Download paper

2017Convergence 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.

Full description at Econpapers || Download paper

2018Portfolio Optimization with Nondominated Priors and Unbounded Parameters. (2018). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1807.05773.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Topological Connectedness and Behavioral Assumptions on Preferences: A Two-Way Relationship. (2018). Uyanik, Metin ; Khan, Ali M. In: Papers. RePEc:arx:papers:1810.02004.

Full description at Econpapers || Download paper

2018Completeness and Transitivity of Preferences on Mixture Sets. (2018). Uyanik, Metin ; Khan, Ali M ; Galaabaatar, Tsogbadral. In: Papers. RePEc:arx:papers:1810.02454.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity. (2019). , Luis ; Luis , ; Christensen, Soren. In: Papers. RePEc:arx:papers:1905.05429.

Full description at Econpapers || Download paper

2019The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1906.07533.

Full description at Econpapers || Download paper

2019A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1907.04046.

Full description at Econpapers || Download paper

2019Robust Utility Maximization with Drift and Volatility Uncertainty. (2019). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1909.05335.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Aggregation for potentially infinite populations without continuity or completeness. (2019). McCarthy, David ; Thomas, Teruji ; Mikkola, Kalle. In: Papers. RePEc:arx:papers:1911.00872.

Full description at Econpapers || Download paper

2019On an Extension of a Theorem of Eilenberg and a Characterization of Topological Connectedness. (2019). Uyanık, Metin ; Khan, M. ; Uyanik, Metin. In: Papers. RePEc:arx:papers:1912.12787.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Dynamic Contracting for Innovation Under Ambiguity. (2019). Bhattacharjee, Swagata. In: Working Papers. RePEc:ash:wpaper:1022.

Full description at Econpapers || Download paper

2019Dynamic Contracting for Innovation Under Ambiguity. (2019). Bhattacharjee, Swagata. In: Working Papers. RePEc:ash:wpaper:15.

Full description at Econpapers || Download paper

2019Model Uncertainty and Wealth Distribution. (2019). Xu, Shaofeng ; Djeutem, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:19-48.

Full description at Econpapers || Download paper

2019A Volatility Smile-Based Uncertainty Index. (2019). Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:502.

Full description at Econpapers || Download paper

2017Viability and arbitrage under Knightian Uncertainty. (2017). Riedel, Frank ; Soner, H M ; Burzoni, M. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:575.

Full description at Econpapers || Download paper

2018Equilibria under Knightian Price Uncertainty. (2018). Riedel, Frank ; Beiner, Patrick . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:597.

Full description at Econpapers || Download paper

2019Locally Constant Model Uncertainty Risk Measure. (2019). Obradovic, Lazar. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:609.

Full description at Econpapers || Download paper

2017PERSONALITY, INFORMATION ACQUISITION, AND CHOICE UNDER UNCERTAINTY: AN EXPERIMENTAL STUDY. (2017). Frechette, Guillaume R ; Trevino, Isabel ; Schotter, Andrew. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1468-1488.

Full description at Econpapers || Download paper

2018OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION. (2018). Prigent, Jean-Luc ; Aubert, Nicolas ; Garnotel, Guillaume ; ben Ameur, Hachmi. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:238-251.

Full description at Econpapers || Download paper

2017Ambiguous Correlation. (2017). Halevy, Yoram ; Epstein, Larry. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-006.

Full description at Econpapers || Download paper

2017Intertemporal abatement decisions under ambiguity aversion in a cap and trade.. (2017). Quemin, Simon. In: Working Papers. RePEc:cec:wpaper:1703.

Full description at Econpapers || Download paper

2018Quantum Decision Theory and the Ellsberg Paradox. (2018). Dhami, Sanjit ; Wei, Mengxing ; Al-Nowaihi, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7158.

Full description at Econpapers || Download paper

2017Cautious and Globally Ambiguity Averse. (2017). Evren, Ozgur. In: Working Papers. RePEc:cfr:cefirw:w0236.

Full description at Econpapers || Download paper

2017Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions. (2017). Wilcox, Nathaniel. In: Working Papers. RePEc:chu:wpaper:16-14.

Full description at Econpapers || Download paper

2019Ambiguity Attitudes, Leverage Cycle and Asset Prices. (2019). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13875.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Dynamic Consistency, Valuable Information and Subjective Beliefs. (2019). Galanis, Spyros. In: Working Papers. RePEc:cty:dpaper:19/02.

Full description at Econpapers || Download paper

2019Dispersed Behavior and Perceptions in Assortative Societies. (2019). le Yaouanq, Yves ; Iijima, Ryota ; Frick, Mira. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2180.

Full description at Econpapers || Download paper

2019Boolean Representations of Preferences under Ambiguity. (2019). le Yaouanq, Yves ; Iijima, Ryota ; Frick, Mira. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2180r.

Full description at Econpapers || Download paper

2017Ambiguity-aversion in a Single Auction Market. (2017). Vitale, Paolo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00375.

Full description at Econpapers || Download paper

2018Robust Partially Observable Markov Decision Processes. (2018). Saghafian, Soroush ; Rasouli, Mohammad. In: Working Paper Series. RePEc:ecl:harjfk:rwp18-027.

Full description at Econpapers || Download paper

2017Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use. (2017). Friberg, Richard ; Seiler, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:608-631.

Full description at Econpapers || Download paper

2017Three types of robust Ramsey problems in a linear-quadratic framework. (2017). Miao, Jianjun ; Kwon, Hyosung . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:211-231.

Full description at Econpapers || Download paper

2018Continuous-time smooth ambiguity preferences. (2018). Suzuki, Masataka . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:30-44.

Full description at Econpapers || Download paper

2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:94:y:2018:i:c:p:117-141.

Full description at Econpapers || Download paper

2018On the indifference relation in Bewley preferences. (2018). Gerasimou, Georgios. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:24-26.

Full description at Econpapers || Download paper

2018Maximum probabilities, information, and choice under uncertainty. (2018). Burghart, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:43-47.

Full description at Econpapers || Download paper

2019Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk. (2019). Joliet, Robert ; Braouezec, Yann. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:111-115.

Full description at Econpapers || Download paper

2019How uncertainty and ambiguity in tournaments affect gender differences in competitive behavior. (2019). Sutter, Matthias ; Balafoutas, Loukas. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:1-13.

Full description at Econpapers || Download paper

2018Risk analysis and decision theory: A bridge. (2018). Borgonovo, E ; Marinacci, M ; Maccheroni, F ; Cappelli, V. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:1:p:280-293.

Full description at Econpapers || Download paper

2018Direct data-based decision making under uncertainty. (2018). Grechuk, Bogdan ; Zabarankin, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:1:p:200-211.

Full description at Econpapers || Download paper

2018Robust decision making using a general utility set. (2018). Hu, Jian ; Mehrotra, Sanjay ; Bansal, Manish . In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:2:p:699-714.

Full description at Econpapers || Download paper

2019Sigma-Mu efficiency analysis: A methodology for evaluating units through composite indicators. (2019). Ishizaka, Alessio ; Greco, Salvatore ; Torrisi, Gianpiero ; Tasiou, Menelaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:942-960.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Diversification benefits of commodities: A stochastic dominance efficiency approach. (2017). Topaloglou, Nikolas ; Skiadopoulos, George ; Daskalaki, Charoula. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:250-269.

Full description at Econpapers || Download paper

2017Flexible contracts. (2017). Tallon, Jean-Marc ; Gottardi, Piero ; Ghirardato, Paolo. In: Games and Economic Behavior. RePEc:eee:gamebe:v:103:y:2017:i:c:p:145-167.

Full description at Econpapers || Download paper

2017Abraham Walds complete class theorem and Knightian uncertainty. (2017). Kuzmics, Christoph. In: Games and Economic Behavior. RePEc:eee:gamebe:v:104:y:2017:i:c:p:666-673.

Full description at Econpapers || Download paper

2018Coalition preferences with individual prospects. (2018). Baucells, Manel ; Samet, Dov . In: Games and Economic Behavior. RePEc:eee:gamebe:v:108:y:2018:i:c:p:585-591.

Full description at Econpapers || Download paper

2018On dynamic consistency in ambiguous games. (2018). Ellis, Andrew. In: Games and Economic Behavior. RePEc:eee:gamebe:v:111:y:2018:i:c:p:241-249.

Full description at Econpapers || Download paper

2019Ambiguity attitudes and self-confirming equilibrium in sequential games. (2019). Battigalli, Pierpaolo ; Lanzani, G ; Catonini, E ; Marinacci, M. In: Games and Economic Behavior. RePEc:eee:gamebe:v:115:y:2019:i:c:p:1-29.

Full description at Econpapers || Download paper

2019On endogenous formation of price expectations. (2019). Vailakis, Yiannis ; Navrouzoglou, Paulina ; le Van, Cuong. In: Games and Economic Behavior. RePEc:eee:gamebe:v:115:y:2019:i:c:p:436-458.

Full description at Econpapers || Download paper

2019On Hurwicz–Nash equilibria of non-Bayesian games under incomplete information. (2019). Khan, Ali M ; Beissner, Patrick. In: Games and Economic Behavior. RePEc:eee:gamebe:v:115:y:2019:i:c:p:470-490.

Full description at Econpapers || Download paper

2019Decisions under uncertainty in social contexts. (2019). Rau, Holger A ; Muller, Stephan. In: Games and Economic Behavior. RePEc:eee:gamebe:v:116:y:2019:i:c:p:73-95.

Full description at Econpapers || Download paper

2019Zero-sum games with ambiguity. (2019). Vieille, Nicolas ; Rosenberg, Dinah. In: Games and Economic Behavior. RePEc:eee:gamebe:v:117:y:2019:i:c:p:238-249.

Full description at Econpapers || Download paper

2019Proper scoring rules with general preferences: A dual characterization of optimal reports. (2019). Chambers, Christopher ; Healy, Paul J ; Lambert, Nicolas S. In: Games and Economic Behavior. RePEc:eee:gamebe:v:117:y:2019:i:c:p:322-341.

Full description at Econpapers || Download paper

2018Robust trading for ambiguity-averse insiders. (2018). Vitale, Paolo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:113-130.

Full description at Econpapers || Download paper

2017Using methods from machine learning to evaluate behavioral models of choice under risk and ambiguity. (2017). Naecker, Jeffrey ; Peysakhovich, Alexander . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:133:y:2017:i:c:p:373-384.

Full description at Econpapers || Download paper

2017Does uncertainty cause inertia in decision making? An experimental study of the role of regret aversion and indecisiveness. (2017). Sautua, Santiago I. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:136:y:2017:i:c:p:1-14.

Full description at Econpapers || Download paper

2019Interactive Ellsberg tasks: An experiment. (2019). Dürsch, Peter ; Dominiak, Adam ; Duersch, Peter . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:161:y:2019:i:c:p:145-157.

Full description at Econpapers || Download paper

2019Ambiguity in criminal punishment. (2019). Salmon, Tim ; Shniderman, Adam. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:361-376.

Full description at Econpapers || Download paper

2017Ambiguity, reasoned determination, and climate-change policy. (2017). Melkonyan, Tigran ; Chambers, Robert G. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:81:y:2017:i:c:p:74-92.

Full description at Econpapers || Download paper

2017Fair management of social risk. (2017). Zuber, Stéphane ; Fleurbaey, Marc. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:666-706.

Full description at Econpapers || Download paper

2017Choice deferral, indecisiveness and preference for flexibility. (2017). Pejsachowicz, Leonardo ; Toussaert, Severine. In: Journal of Economic Theory. RePEc:eee:jetheo:v:170:y:2017:i:c:p:417-425.

Full description at Econpapers || Download paper

2017Ordering ambiguous acts. (2017). Mukerji, Sujoy ; Jewitt, Ian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:171:y:2017:i:c:p:213-267.

Full description at Econpapers || Download paper

2017The pricing effects of ambiguous private information. (2017). Ganguli, Jayant ; Condie, Scott . In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:512-557.

Full description at Econpapers || Download paper

2017Regret theory: A new foundation. (2017). Somasundaram, Jeeva ; Diecidue, Enrico. In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:88-119.

Full description at Econpapers || Download paper

2018Financial market structures revealed by pricing rules: Efficient complete markets are prevalent. (2018). Faro, José ; Chateauneuf, Alain ; Araujo, Aloisio. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:257-288.

Full description at Econpapers || Download paper

2018Foundations for optimal inattention. (2018). Ellis, Andrew. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:56-94.

Full description at Econpapers || Download paper

2018Risk sharing in the small and in the large. (2018). Siniscalchi, Marciano ; Ghirardato, Paolo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:730-765.

Full description at Econpapers || Download paper

2018Mood-driven choices and self-regulation. (2018). Mihm, Maximilian ; Ozbek, Kemal . In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:727-760.

Full description at Econpapers || Download paper

2018Uncertainty, efficiency and incentive compatibility: Ambiguity solves the conflict between efficiency and incentive compatibility. (2018). de Castro, Luciano ; Yannelis, Nicholas C. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:678-707.

Full description at Econpapers || Download paper

2018Ambiguous partially observable Markov decision processes: Structural results and applications. (2018). Saghafian, Soroush. In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:1-35.

Full description at Econpapers || Download paper

2019Ambiguous persuasion. (2019). Beauchene, Dorian ; Li, Ming. In: Journal of Economic Theory. RePEc:eee:jetheo:v:179:y:2019:i:c:p:312-365.

Full description at Econpapers || Download paper

2019A powerful tool for analyzing concave/convex utility and weighting functions. (2019). Wakker, Peter ; Yang, Jingni. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:143-159.

Full description at Econpapers || Download paper

2019Testing constant absolute and relative ambiguity aversion. (2019). Placido, Latitia ; Baillon, Aurelien. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:309-332.

Full description at Econpapers || Download paper

2019Revealed preferences under uncertainty: Incomplete preferences and preferences for randomization. (2019). Riedl, Arno ; Cettolin, Elena. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:547-585.

Full description at Econpapers || Download paper

2019Generalized entropy and model uncertainty. (2019). Meyer-Gohde, Alexander. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:312-343.

Full description at Econpapers || Download paper

2019Learning and self-confirming long-run biases. (2019). Lanzani, G ; Francetich, A ; Battigalli, P ; Marinacci, M. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:740-785.

Full description at Econpapers || Download paper

2019Strategic uncertainty and equilibrium selection in discontinuous games. (2019). Bich, Philippe. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:786-822.

Full description at Econpapers || Download paper

2017Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:65-85.

Full description at Econpapers || Download paper

2017Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Tang, YI ; Bali, Turan G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:471-489.

Full description at Econpapers || Download paper

2019Time-varying ambiguity, credit spreads, and the levered equity premium. (2019). Shi, Zhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:617-646.

Full description at Econpapers || Download paper

2019The willingness to pay for health improvement under comorbidity ambiguity. (2019). Osaki, Yusuke ; Fujii, Yoichiro. In: Journal of Health Economics. RePEc:eee:jhecon:v:66:y:2019:i:c:p:91-100.

Full description at Econpapers || Download paper

2017Expected utility with uncertain probabilities theory. (2017). Izhakian, Yehuda. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:91-103.

Full description at Econpapers || Download paper

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]
paper33
2009PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES.(2009) In: Mathematical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2007Portfolio Selection with Monotone Mean-Variance Preferences.(2007) In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2004Portfolio Selection with Monotone Mean-Variance Preferences..(2004) In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2005Portfolio Selection with Monotone Mean-Variance Preferences.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2004CHOQUET INSURANCE PRICING: A CAVEAT In: Mathematical Finance.
[Full Text][Citation analysis]
article13
2003Choquet insurance pricing: a caveat..(2003) In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2006Dynamic Variational Preferences In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper67
2006Dynamic variational preferences.(2006) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
article
2008Risk Measures: Rationality and Diversification In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper25
2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper400
2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences.(2006) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 400
article
2006Cores of Non-Atomic Market Games In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper4
2006Cores of non-atomic market games.(2006) In: International Journal of Game Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2010Rational Preferences under Ambiguity In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper51
2010Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper5
2007Revealed Ambiguity and Its Consequences: Updating In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper2
2007Disputed Lands In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper3
2009Disputed lands.(2009) In: Games and Economic Behavior.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2008Social Decision Theory: Choosing within and between Groups In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper26
2008Objective and Subjective Rationality in a Multiple Prior Model In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper94
2010Objective and Subjective Rationality in a Multiple Prior Model.(2010) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
article
2008Uncertainty Averse Preferences In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper118
2008On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper4
2008Complete Monotone Quasiconcave Duality In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper17
2008Objective and Subjective Rationality In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper0
2003A Subjective Spin on Roulette Wheels In: Econometrica.
[Full Text][Citation analysis]
article72
2001A subjective spin on roulette wheels..(2001) In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2002Insurance premia consistent with the market In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article17
2002Insurance Premia Consistent with the Market..(2002) In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2004Expected utility theory without the completeness axiom In: Journal of Economic Theory.
[Full Text][Citation analysis]
article152
2001Expected utility theory without the completeness axiom..(2001) In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
paper
2004Differentiating ambiguity and ambiguity attitude In: Journal of Economic Theory.
[Full Text][Citation analysis]
article318
2005Certainty Independence and the Separation of Utility and Beliefs In: Journal of Economic Theory.
[Full Text][Citation analysis]
article26
2002Certainty Independence and the Separation of Utility and Beliefs..(2002) In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2000Restricting independence to convex cones In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article7
2004Variational representation of preferences under ambiguity. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper5
2002Coherence without Additivity. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper11
2002Ambiguity from the Differential Viewpoint. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper15
2002How to cut a pizza fairly: fair division with descreasing marginal evaluations. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper13
2003How to cut a pizza fairly: Fair division with decreasing marginal evaluations.(2003) In: Social Choice and Welfare.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2004A strong law of large numbers for capacities. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper2
2001BV as a dual space. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper2
2001Yaari dual theory without the completeness axiom. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper18
2004Yaaris dual theory without the completeness axiom.(2004) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2003Monotone Continuous Multiple Priors. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
paper36
2005Monotone continuous multiple priors.(2005) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
2010Singed Integral Representations of Comonotonic Additive Functionals In: Working Papers.
[Full Text][Citation analysis]
paper7
2011Ambiguity and Robust Statistics In: Working Papers.
[Full Text][Citation analysis]
paper38
2006When an Event Makes a Difference In: Theory and Decision.
[Full Text][Citation analysis]
article3
2005Inverse stochastic orders and generalized Gini functionals In: Metron - International Journal of Statistics.
[Full Text][Citation analysis]
article6
2002Maxmin under risk In: Economic Theory.
[Full Text][Citation analysis]
article11
2004Expected Utility Without the Completeness Axiom In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team