The following pages link to Massimo Marinacci (Q196649):
Displaying 50 items.
- Decision analysis under ambiguity (Q319465) (← links)
- Hilbert \(A\)-modules (Q321854) (← links)
- Probabilistic sophistication, second order stochastic dominance and uncertainty aversion (Q455916) (← links)
- (Q504396) (redirect page) (← links)
- Analysis of information feedback and selfconfirming equilibrium (Q504397) (← links)
- Mixed extensions of decision problems under uncertainty (Q523056) (← links)
- Uncertainty averse preferences (Q634503) (← links)
- Signed integral representations of comonotonic additive functionals (Q641652) (← links)
- Definitions of ambiguous events and the smooth ambiguity model (Q641829) (← links)
- Rational preferences under ambiguity (Q641840) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Ambiguity made precise: A comparative foundation (Q697922) (← links)
- Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras (Q739511) (← links)
- A note on rational inattention and rate distortion theory (Q777920) (← links)
- Cores of non-atomic market games (Q850893) (← links)
- Put-call parity and market frictions (Q894049) (← links)
- On concavity and supermodularity (Q929542) (← links)
- Recursive smooth ambiguity preferences (Q1017777) (← links)
- An axiomatic approach to complete patience and time invariance (Q1272655) (← links)
- Limit laws for non-additive probabilities and their frequentist interpretation (Q1289258) (← links)
- Additivity with multiple priors (Q1300365) (← links)
- Finitely additive and epsilon Nash equilibria (Q1364999) (← links)
- Subcalculus for set functions and cores of TU games. (Q1394991) (← links)
- A Lusin theorem for a class of Choquet capacities (Q1402926) (← links)
- Learning from ambiguous urns (Q1402927) (← links)
- Insurance premia consistent with the market. (Q1413357) (← links)
- Ambiguous games (Q1577957) (← links)
- The impossibility of compromise: Some uniqueness properties of expected utility preferences (Q1584676) (← links)
- Orthogonal decompositions in Hilbert \(A\)-modules (Q1630604) (← links)
- Risk analysis and decision theory: a bridge (Q1694348) (← links)
- Certainty independence and the separation of utility and beliefs (Q1764658) (← links)
- A strong law of large numbers for capacities (Q1781179) (← links)
- Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
- Ambiguity aversion and model misspecification: an economic perspective (Q1790363) (← links)
- A characterization of the core of convex games through Gâteaux derivatives (Q1876642) (← links)
- Differentiating ambiguity and ambiguity attitude (Q1886292) (← links)
- Unique solutions for stochastic recursive utilities (Q1958954) (← links)
- Niveloids and their extensions: risk measures on small domains (Q2019237) (← links)
- Ambiguity aversion and wealth effects (Q2067381) (← links)
- Law of demand and stochastic choice (Q2125241) (← links)
- On the cardinal utility equivalence of biseparable preferences (Q2125257) (← links)
- Obituary: David Schmeidler's contributions to decision theory (Q2164956) (← links)
- Rational preference and rationalizable choice (Q2175956) (← links)
- A canon of probabilistic rationality (Q2231376) (← links)
- Learning from ambiguous and misspecified models (Q2338667) (← links)
- The structure of variational preferences (Q2347917) (← links)
- A characterization of probabilities with full support and the Laplace method (Q2420792) (← links)
- Ambiguity and robust statistics (Q2447056) (← links)
- Mutual absolute continuity of multiple priors (Q2469869) (← links)
- Stable cores of large games (Q2487963) (← links)
