15
H index
24
i10 index
1029
Citations
Università degli Studi di Torino | 15 H index 24 i10 index 1029 Citations RESEARCH PRODUCTION: 34 Articles 28 Papers RESEARCH ACTIVITY: 34 years (1986 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmo255 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luigi Montrucchio. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Theory | 8 |
Economic Theory | 5 |
Journal of Mathematical Economics | 4 |
Journal of Economic Behavior & Organization | 2 |
International Journal of Game Theory | 2 |
Decisions in Economics and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Carlo Alberto Notebooks / Collegio Carlo Alberto | 10 |
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research | 5 |
Year | Title of citing document |
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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 |
2024 | A Theory of Labor Markets with Inefficient Turnover. (2024). Zaratiegui, Emilio ; Moser, Christian ; Drenik, Andres ; Blanco, Andres. In: Working Papers. RePEc:aoz:wpaper:313. Full description at Econpapers || Download paper |
2024 | Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447. 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 |
2024 | 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 |
2024 | 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 |
2024 | Bubble Necessity Theorem. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2305.08268. 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 |
2024 | Improving Robust Decisions with Data. (2023). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2310.16281. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2024 | Housing Bubbles with Phase Transitions. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-009e. 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 |
2024 | Bubble occurrence and landing. (2024). Wan, Junmin. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001109. 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 |
2024 | Asset 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2024 | Discounted dynamic optimization and Bregman divergence. (2024). Sorger, Gerhard. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:110:y:2024:i:c:s0304406823001283. Full description at Econpapers || Download paper |
2024 | Bubble economics. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000065. Full description at Econpapers || Download paper |
2024 | An 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. Full description at Econpapers || Download paper |
2024 | Fifty 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. 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 multidimensional, nonconvex model of optimal growth. (2023). Ha-Hui, Thai ; Bosi, Stefano. In: Documents de recherche. RePEc:eve:wpaper:23-07. 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 |
2024 | Are 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. 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 |
2023 | Intertemporal 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 188 |
2011 | Uncertainty averse preferences.(2011) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | 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 | 79 |
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: 79 | 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: 79 | 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 | 65 |
2013 | Ambiguity and robust statistics In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 56 |
2011 | Ambiguity and Robust Statistics.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
1986 | On the indeterminacy of capital accumulation paths In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 144 |
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 | 14 |
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 | 10 |
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 | 22 |
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 | 50 |
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 |
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