Luigi Montrucchio : Citation Profile

Are you Luigi Montrucchio?

Università degli Studi di Torino

15

H index

24

i10 index

1026

Citations

RESEARCH PRODUCTION:

34

Articles

28

Papers

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 30
   Journals where Luigi Montrucchio has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 34 (3.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo255
   Updated: 2024-11-04    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 (42)

Venditti, Alain (39)

Pham, Ngoc-Sang (30)

Kamihigashi, Takashi (28)

Marsiglio, Simone (27)

La Torre, Davide (25)

Berger, Loïc (18)

Scarsini, Marco (17)

Chateauneuf, Alain (13)

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)

amarante, massimiliano (7)

Main data

Where Luigi Montrucchio has published?

Journals with more than one article published# docs
Journal of Economic Theory8
Economic Theory5
Journal of Mathematical Economics4
Decisions in Economics and Finance2
Journal of Economic Behavior & Organization2
International Journal of Game Theory2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto10
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research5

Recent works citing Luigi Montrucchio (2024 and 2023)

YearTitle of citing document
2023Medium term endogenous fluctuations in three-sector optimal growth models. (2023). Nishimura, Kazuo ; Venditti, Alain ; Pelgrin, Florian. In: AMSE Working Papers. RePEc:aim:wpaimx:2235.

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2024A Theory of Labor Markets with Inefficient Turnover. (2024). Zaratiegui, Emilio ; Moser, Christian ; Drenik, Andres ; Blanco, Andres. In: Working Papers. RePEc:aoz:wpaper:313.

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2024Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

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2023Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376.

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2023An Ellsberg paradox for ambiguity aversion. (2022). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2212.03603.

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2024Randomization advice and ambiguity aversion. (2023). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2301.03304.

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2023Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

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2024Recursive Preferences and Ambiguity Attitudes. (2023). Stanca, Lorenzo ; Principi, Giulio ; Marinacci, Massimo. In: Papers. RePEc:arx:papers:2304.06830.

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2024Bubble Necessity Theorem. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2305.08268.

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2023Antimonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity. (2023). Wang, Ruodu ; Wakker, Peter P ; Principi, Giulio. In: Papers. RePEc:arx:papers:2307.08542.

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2024Improving Robust Decisions with Data. (2023). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2310.16281.

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2024On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models. (2024). Morgan, Jack ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2405.01479.

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2024Housing Bubbles with Phase Transitions. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-009e.

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2023Numerical 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.

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2023Geopolitical 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.

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2023Bowley 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.

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2024Bubble occurrence and landing. (2024). Wan, Junmin. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001109.

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2023A 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.

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2023Maxmin expected utility in Savages framework. (2023). Borie, Dino. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000613.

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2023Block-recursive equilibria in heterogeneous-agent models. (2023). Kaas, Leo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123000856.

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2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Zhang, Junnan ; Wilms, Ole ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

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2023The structure of representative preference. (2023). Hayashi, Takashi ; Chambers, Christopher P. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:108:y:2023:i:c:s0304406823000678.

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2023A multidimensional, nonconvex model of optimal growth. (2023). Ha-Huy, Thai ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:109:y:2023:i:c:s0304406823001076.

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2024Discounted dynamic optimization and Bregman divergence. (2024). Sorger, Gerhard. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:110:y:2024:i:c:s0304406823001283.

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2024Bubble economics. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000065.

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2024An approximation approach to dynamic programming with unbounded returns. (2024). Vailakis, Y ; le Van, C ; Bloise, G. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000168.

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2024Fifty years of mathematical growth theory: Classical topics and new trends. (2024). Boucekkine, Raouf ; Zou, Benteng ; Venditti, Alain ; Gozzi, Fausto ; Augeraud-Veron, Emmanuelle. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000284.

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2023Intertemporal 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.

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2023A multidimensional, nonconvex model of optimal growth. (2023). Ha-Hui, Thai ; Bosi, Stefano. In: Documents de recherche. RePEc:eve:wpaper:23-07.

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2023A 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.

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2023.

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2023.

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2023Randomization advice and ambiguity aversion. (2023). Kuzmics, Christoph ; Rogers, Brian W ; Zhang, Xiannong. In: Graz Economics Papers. RePEc:grz:wpaper:2023-01.

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2023Three layers of uncertainty. (2023). Liu, Ning ; Bosetti, Valentina ; Berger, Loic ; Aydogan, Ilke. In: Post-Print. RePEc:hal:journl:hal-03031751.

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2023Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation. (2023). Pham, Ngoc-Sang. In: Post-Print. RePEc:hal:journl:halshs-04033250.

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2023A 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.

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2023A Theory of Non-Coasean Labor Markets. (2023). Zaratiegui, Emilio ; Moser, Christian ; Drenik, Andres ; Blanco, Andres. In: IZA Discussion Papers. RePEc:iza:izadps:dp16121.

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2024Are physicians rational under ambiguity?. (2024). Liu, Ning ; Huang, Zhenxing ; Gao, YU ; Yang, Jia. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:68:y:2024:i:2:d:10.1007_s11166-023-09425-z.

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2023Arrow-Pratt-Type Measure of Ambiguity Aversion. (2023). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1097.

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2023Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation. (2023). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:117131.

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2023Multidimensional 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.

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2023Randomizing 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.

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2023Ambiguity 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.

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2023Core 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.

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2023Difficult Decisions. (2023). Zrill, Lanny ; Halevy, Yoram ; Walker-Jones, David. In: Working Papers. RePEc:tor:tecipa:tecipa-753.

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2023Recursive preferences, correlation aversion, and the temporal resolution of uncertainty. (2023). Lorenzo, Stanca. In: Working papers. RePEc:tur:wpapnw:080.

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2023Recursive Preferences and Ambiguity Attitudes. (2023). Lorenzo, Stanca ; Giulio, Principi ; Massimo, Marinacci. In: Working papers. RePEc:tur:wpapnw:082.

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2023Stochastic 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.

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2023Functions 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.

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2023Intertemporal Hedging and Trade in Repeated Games With Recursive Utility. (2023). Song, Yangwei ; Kochov, Asen. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:6:p:2333-2369.

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Works by Luigi Montrucchio:

YearTitleTypeCited
1988DYNAMICAL SYSTEMS THAT SOLVE CONTINUOUS-TIME CONCAVE OPTIMIZATION PROBLEMS ANYTHING GOES. In: UFAE and IAE Working Papers.
[Citation analysis]		paper7
2008Risk Measures: Rationality and Diversification In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper32
2006Cores of Non-Atomic Market Games In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper2
2006Cores 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
2005Large Newsvendor Games In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper11
2007Large newsvendor games.(2007) In: Games and Economic Behavior.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2007Large newsvendor games.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2010Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper12
2012Probabilistic 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
2007Unique Solutions of Some Recursive Equations in Economic Dynamics In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper2
2006On Concavity and Supermodularity In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2007Mas-Colell Bargaining Set of Large Games In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2008Uncertainty Averse Preferences In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper187
2011Uncertainty averse preferences.(2011) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 187		article
2008Complete Monotone Quasiconcave Duality In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper12
2006Refinement Derivatives and Values of Games In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper1
1987The Dynamic Investment Behavior of Firms and Industries in Perfect Foresight Competitive Equilibrium Over Time In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper0
2001The Nature of the Steady State in Models of Optimal Growth Under Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper27
2003The 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
1995A turnpike theorem for continuous-time optimal-control models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article7
1991A note on Shiu--Fisher--Weil immunization theorem In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article12
1998Thompson metric, contraction property and differentiability of policy functions In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article15
1987On rational dynamic strategies in infinite horizon models where agents discount the future In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article8
2001On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type In: Journal of Economic Theory.
[Full Text][Citation analysis]		article79
2001On 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: 79		paper
1999On 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: 79		paper
2004A characterization of the core of convex games through Gateaux derivatives In: Journal of Economic Theory.
[Full Text][Citation analysis]		article19
2010Unique solutions for stochastic recursive utilities In: Journal of Economic Theory.
[Full Text][Citation analysis]		article65
2013Ambiguity and robust statistics In: Journal of Economic Theory.
[Full Text][Citation analysis]		article56
2011Ambiguity and Robust Statistics.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
1986On the indeterminacy of capital accumulation paths In: Journal of Economic Theory.
[Full Text][Citation analysis]		article144
1986Dynamic complexity in duopoly games In: Journal of Economic Theory.
[Full Text][Citation analysis]		article49
1995Acyclicity and Dynamic Stability: Generalizations and Applications In: Journal of Economic Theory.
[Full Text][Citation analysis]		article1
1987Acyclicity and Dynamic Stability: Generalizations and Applications.(1987) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1987Lipschitz continuous policy functions for strongly concave optimization problems In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article33
1996Topological entropy of policy functions in concave dynamic optimization models In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article14
2003Subcalculus for set functions and cores of TU games In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article6
2001Subcalculus 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
1994The neighbourhood turnpike property for continuous-time optimal growth models In: Ricerche Economiche.
[Full Text][Citation analysis]		article5
2003Cores and stable sets of finite dimensional games. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper8
2003Ultramodular functions. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper26
2005On convexity and supermodularity. In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper0
1988Acyclicity and Stability of Intertemporal Optimization Models. In: International Economic Review.
[Full Text][Citation analysis]		article0
2010Singed Integral Representations of Comonotonic Additive Functionals In: Working Papers.
[Full Text][Citation analysis]		paper6
2011Finitely Well-Positioned Sets In: Working Papers.
[Full Text][Citation analysis]		paper1
2011Classical Subjective Expected Utility In: Working Papers.
[Full Text][Citation analysis]		paper14
2012Choquet Integration on Riesz Spaces and Dual Comonotonicity In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Unique Tarski Fixed Points In: Working Papers.
[Full Text][Citation analysis]		paper7
2018Rational Inattention and Rate Distortion Theory: A Teaching Note In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Unique Tarski Fixed Points In: Management Science.
[Full Text][Citation analysis]		article10
2005Ultramodular Functions In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article15
2008Refinement Derivatives and Values of Games In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article1
2011Complete Monotone Quasiconcave Duality In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article22
1999Fractal steady states instochastic optimal control models In: Annals of Operations Research.
[Full Text][Citation analysis]		article25
1993Risk aversion in the small and Jensen inequalities In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article0
2020A note on rational inattention and rate distortion theory In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article3
1999On Lipschitz continuity of policy functions in continuous-time optimal growth models In: Economic Theory.
[Full Text][Citation analysis]		article7
2004Cass transversality condition and sequential asset bubbles In: Economic Theory.
[Full Text][Citation analysis]		article48
2010The bargaining set of a large game In: Economic Theory.
[Full Text][Citation analysis]		article1
1995A New Turnpike Theorem for Discounted Programs. In: Economic Theory.
[Citation analysis]		article19
2005Stable cores of large games In: International Journal of Game Theory.
[Full Text][Citation analysis]		article1
1999Neighborhood Turnpike Theorem for Continuous-Time Optimization Models In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]		article6

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