Citation profile for Luigi Montrucchio

Luigi Montrucchio : Citation Profile

Università degli Studi di Torino

H index

i10 index

995

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 29
   Journals where Luigi Montrucchio has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 34 (3.3 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo255
   Updated: 2024-01-16    RAS profile: 2020-10-24
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Relations with other researchers

Works with:

Marinacci, Massimo (2)

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

Is cited by:

Marinacci, Massimo (62)

Cerreia-Vioglio, Simone (50)

Privileggi, Fabio (40)

Venditti, Alain (37)

Pham, Ngoc-Sang (29)

Kamihigashi, Takashi (28)

La Torre, Davide (25)

Marsiglio, Simone (25)

Scarsini, Marco (17)

Berger, Loïc (17)

Nishimura, Kazuo (12)

Cites to:

Marinacci, Massimo (94)

Maccheroni, Fabio (37)

Cerreia-Vioglio, Simone (22)

Gilboa, Itzhak (21)

Epstein, Larry (14)

Rustichini, Aldo (13)

Scheinkman, Jose (10)

Strzalecki, Tomasz (10)

Hart, Sergiu (9)

Moreno, Diego (8)

Chateauneuf, Alain (7)

Main data

Where Luigi Montrucchio has published?

Journals with more than one article published	# docs
Journal of Economic Theory	8
Economic Theory	5
Journal of Mathematical Economics	4
Decisions in Economics and Finance	2
International Journal of Game Theory	2
Journal of Economic Behavior & Organization	2

Working Papers Series with more than one paper published	# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto	10
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research	5

Recent works citing Luigi Montrucchio (2024 and 2023)

Year	Title of citing document
2023	Medium term endogenous fluctuations in three-sector optimal growth models. (2023). Nishimura, Kazuo ; Venditti, Alain ; Pelgrin, Florian. In: AMSE Working Papers. RePEc:aim:wpaimx:2235. Full description at Econpapers \|\| Download paper
2023	Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376. Full description at Econpapers \|\| Download paper
2023	An Ellsberg paradox for ambiguity aversion. (2022). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2212.03603. Full description at Econpapers \|\| Download paper
2023	Randomization advice and ambiguity aversion. (2023). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2301.03304. Full description at Econpapers \|\| Download paper
2023	Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599. Full description at Econpapers \|\| Download paper
2023	Recursive Preferences and Ambiguity Attitudes. (2023). Stanca, Lorenzo ; Principi, Giulio ; Marinacci, Massimo. In: Papers. RePEc:arx:papers:2304.06830. Full description at Econpapers \|\| Download paper
2023	Antimonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity. (2023). Wang, Ruodu ; Wakker, Peter P ; Principi, Giulio. In: Papers. RePEc:arx:papers:2307.08542. Full description at Econpapers \|\| Download paper
2023	Improving Robust Decisions with Data. (2023). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2310.16281. Full description at Econpapers \|\| Download paper
2023	Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234. Full description at Econpapers \|\| Download paper
2023	Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700. Full description at Econpapers \|\| Download paper
2023	Bowley vs. Pareto optima in reinsurance contracting. (2023). Ghossoub, Mario ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:382-391. Full description at Econpapers \|\| Download paper
2023	A test of (weak) certainty independence. (2023). Trautmann, Stefan T ; Kops, Christopher ; Konig-Kersting, Christian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000194. Full description at Econpapers \|\| Download paper
2023	Maxmin expected utility in Savages framework. (2023). Borie, Dino. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000613. Full description at Econpapers \|\| Download paper
2023	Block-recursive equilibria in heterogeneous-agent models. (2023). Kaas, Leo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123000856. Full description at Econpapers \|\| Download paper
2023	Intertemporal equilibrium with physical capital and financial asset: Role of dividend taxation. (2023). Pham, Ngoc-Sang. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:123:y:2023:i:c:p:95-104. Full description at Econpapers \|\| Download paper
2023	A Theory of Non-Coasean Labor Markets. (2023). Zaratiegui, Emilio ; Moser, Christian ; Drenik, Andres ; Blanco, Andres. In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:95878. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Randomization advice and ambiguity aversion. (2023). Kuzmics, Christoph ; Rogers, Brian W ; Zhang, Xiannong. In: Graz Economics Papers. RePEc:grz:wpaper:2023-01. Full description at Econpapers \|\| Download paper
2023	Three layers of uncertainty. (2023). Liu, Ning ; Bosetti, Valentina ; Berger, Loic ; Aydogan, Ilke. In: Post-Print. RePEc:hal:journl:hal-03031751. Full description at Econpapers \|\| Download paper
2023	Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation. (2023). Pham, Ngoc-Sang. In: Post-Print. RePEc:hal:journl:halshs-04033250. Full description at Econpapers \|\| Download paper
2023	A representation of Keyness long-term expectation in financial markets. (2023). Scianna, Giuseppe ; Antonio, Giuliano ; Chateauneuf, Alain ; Basili, Marcello. In: Working Papers. RePEc:hal:wpaper:hal-03999320. Full description at Econpapers \|\| Download paper
2023	A Theory of Non-Coasean Labor Markets. (2023). Zaratiegui, Emilio ; Moser, Christian ; Drenik, Andres ; Blanco, Andres. In: IZA Discussion Papers. RePEc:iza:izadps:dp16121. Full description at Econpapers \|\| Download paper
2023	Arrow-Pratt-Type Measure of Ambiguity Aversion. (2023). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1097. Full description at Econpapers \|\| Download paper
2023	Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation. (2023). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:117131. Full description at Econpapers \|\| Download paper
2023	Multidimensional risk aversion: the cardinal sin. (2023). Peluso, Eugenio ; Pagani, Elisa ; Eeckhoudt, Louis. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:1:d:10.1007_s10479-022-04863-5. Full description at Econpapers \|\| Download paper
2023	Randomizing without randomness. (2023). Pennesi, Daniele ; Ghirardato, Paolo. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:4:d:10.1007_s00199-022-01435-3. Full description at Econpapers \|\| Download paper
2023	Ambiguity aversion: bibliometric analysis and literature review of the last 60 years. (2023). Plessner, Marco ; Meier, Fabian ; Buhren, Christoph. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:2:d:10.1007_s11301-021-00250-9. Full description at Econpapers \|\| Download paper
2023	Core stability of the Shapley value for cooperative games. (2023). Nakada, Satoshi ; Abe, Takaaki. In: Social Choice and Welfare. RePEc:spr:sochwe:v:60:y:2023:i:4:d:10.1007_s00355-022-01432-4. Full description at Econpapers \|\| Download paper
2023	Difficult Decisions. (2023). Zrill, Lanny ; Halevy, Yoram ; Walker-Jones, David. In: Working Papers. RePEc:tor:tecipa:tecipa-753. Full description at Econpapers \|\| Download paper
2023	Recursive preferences, correlation aversion, and the temporal resolution of uncertainty. (2023). Lorenzo, Stanca. In: Working papers. RePEc:tur:wpapnw:080. Full description at Econpapers \|\| Download paper
2023	Recursive Preferences and Ambiguity Attitudes. (2023). Lorenzo, Stanca ; Giulio, Principi ; Massimo, Marinacci. In: Working papers. RePEc:tur:wpapnw:082. Full description at Econpapers \|\| Download paper
2023	Stochastic Optimal Growth through State-Dependent Probabilities.. (2023). Marsiglio, Simone ; la Torre, Davide ; Privileggi, Fabio ; Mendivil, Franklin. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202312. Full description at Econpapers \|\| Download paper
2023	Functions operating on several multivariate distribution functions. (2023). Paul, Ressel. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:11:n:1. Full description at Econpapers \|\| Download paper

Works by Luigi Montrucchio:

Year	Title	Type	Cited
1988	DYNAMICAL SYSTEMS THAT SOLVE CONTINUOUS-TIME CONCAVE OPTIMIZATION PROBLEMS ANYTHING GOES. In: UFAE and IAE Working Papers. [Citation analysis]	paper	7
2008	Risk Measures: Rationality and Diversification In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	32
2006	Cores of Non-Atomic Market Games In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	2
2006	Cores of non-atomic market games.(2006) In: International Journal of Game Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2005	Large Newsvendor Games In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	11
2007	Large newsvendor games.(2007) In: Games and Economic Behavior. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11	article
2007	Large newsvendor games.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 11	paper
2010	Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	12
2012	Probabilistic sophistication, second order stochastic dominance and uncertainty aversion.(2012) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12	article
2007	Unique Solutions of Some Recursive Equations in Economic Dynamics In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	2
2006	On Concavity and Supermodularity In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	0
2007	Mas-Colell Bargaining Set of Large Games In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	0
2008	Uncertainty Averse Preferences In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	187
2011	Uncertainty averse preferences.(2011) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187	article
2008	Complete Monotone Quasiconcave Duality In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	12
2006	Refinement Derivatives and Values of Games In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	1
1987	The Dynamic Investment Behavior of Firms and Industries in Perfect Foresight Competitive Equilibrium Over Time In: UCLA Economics Working Papers. [Full Text][Citation analysis]	paper	0
2001	The Nature of the Steady State in Models of Optimal Growth Under Uncertainty In: Working Papers. [Full Text][Citation analysis]	paper	27
2003	The nature of the steady state in models of optimal growth under uncertainty.(2003) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27	article
1995	A turnpike theorem for continuous-time optimal-control models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis]	article	7
1991	A note on Shiu--Fisher--Weil immunization theorem In: Insurance: Mathematics and Economics. [Full Text][Citation analysis]	article	12
1998	Thompson metric, contraction property and differentiability of policy functions In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis]	article	15
1987	On rational dynamic strategies in infinite horizon models where agents discount the future In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis]	article	8
2001	On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type In: Journal of Economic Theory. [Full Text][Citation analysis]	article	76
2001	On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type..(2001) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76	paper
1999	On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type..(1999) In: POLIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76	paper
2004	A characterization of the core of convex games through Gateaux derivatives In: Journal of Economic Theory. [Full Text][Citation analysis]	article	19
2010	Unique solutions for stochastic recursive utilities In: Journal of Economic Theory. [Full Text][Citation analysis]	article	56
2013	Ambiguity and robust statistics In: Journal of Economic Theory. [Full Text][Citation analysis]	article	53
2011	Ambiguity and Robust Statistics.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53	paper
1986	On the indeterminacy of capital accumulation paths In: Journal of Economic Theory. [Full Text][Citation analysis]	article	142
1986	Dynamic complexity in duopoly games In: Journal of Economic Theory. [Full Text][Citation analysis]	article	49
1995	Acyclicity and Dynamic Stability: Generalizations and Applications In: Journal of Economic Theory. [Full Text][Citation analysis]	article	1
1987	Acyclicity and Dynamic Stability: Generalizations and Applications.(1987) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
1987	Lipschitz continuous policy functions for strongly concave optimization problems In: Journal of Mathematical Economics. [Full Text][Citation analysis]	article	33
1996	Topological entropy of policy functions in concave dynamic optimization models In: Journal of Mathematical Economics. [Full Text][Citation analysis]	article	11
2003	Subcalculus for set functions and cores of TU games In: Journal of Mathematical Economics. [Full Text][Citation analysis]	article	6
2001	Subcalculus for set functions and cores of TU games..(2001) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
1994	The neighbourhood turnpike property for continuous-time optimal growth models In: Ricerche Economiche. [Full Text][Citation analysis]	article	5
2003	Cores and stable sets of finite dimensional games. In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis]	paper	8
2003	Ultramodular functions. In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis]	paper	26
2005	On convexity and supermodularity. In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis]	paper	0
1988	Acyclicity and Stability of Intertemporal Optimization Models. In: International Economic Review. [Full Text][Citation analysis]	article	0
2010	Singed Integral Representations of Comonotonic Additive Functionals In: Working Papers. [Full Text][Citation analysis]	paper	6
2011	Finitely Well-Positioned Sets In: Working Papers. [Full Text][Citation analysis]	paper	1
2011	Classical Subjective Expected Utility In: Working Papers. [Full Text][Citation analysis]	paper	14
2012	Choquet Integration on Riesz Spaces and Dual Comonotonicity In: Working Papers. [Full Text][Citation analysis]	paper	0
2017	Unique Tarski Fixed Points In: Working Papers. [Full Text][Citation analysis]	paper	7
2018	Rational Inattention and Rate Distortion Theory: A Teaching Note In: Working Papers. [Full Text][Citation analysis]	paper	0
2019	Unique Tarski Fixed Points In: Management Science. [Full Text][Citation analysis]	article	5
2005	Ultramodular Functions In: Mathematics of Operations Research. [Full Text][Citation analysis]	article	15
2008	Refinement Derivatives and Values of Games In: Mathematics of Operations Research. [Full Text][Citation analysis]	article	1
2011	Complete Monotone Quasiconcave Duality In: Mathematics of Operations Research. [Full Text][Citation analysis]	article	21
1999	Fractal steady states instochastic optimal control models In: Annals of Operations Research. [Full Text][Citation analysis]	article	25
1993	Risk aversion in the small and Jensen inequalities In: Decisions in Economics and Finance. [Full Text][Citation analysis]	article	0
2020	A note on rational inattention and rate distortion theory In: Decisions in Economics and Finance. [Full Text][Citation analysis]	article	3
1999	On Lipschitz continuity of policy functions in continuous-time optimal growth models In: Economic Theory. [Full Text][Citation analysis]	article	7
2004	Cass transversality condition and sequential asset bubbles In: Economic Theory. [Full Text][Citation analysis]	article	43
2010	The bargaining set of a large game In: Economic Theory. [Full Text][Citation analysis]	article	1
1995	A New Turnpike Theorem for Discounted Programs. In: Economic Theory. [Citation analysis]	article	19
2005	Stable cores of large games In: International Journal of Game Theory. [Full Text][Citation analysis]	article	1
1999	Neighborhood Turnpike Theorem for Continuous-Time Optimization Models In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis]	article	6