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SIMONE CERREIA VIOGLIO

All Publications

Stochastic Dominance without the Independence Axiom, with Fabio Maccheroni and Massimo Marinacci, Management Science, 63, 1097-1109, 2017.

 

Mixed Extensions of Decision Problems under Uncertainty, with Pierpaolo Battigalli, Fabio Maccheroni, and Massimo Marinacci, Economic Theory, 63, 827-866, 2017.

 

Hilbert A-Modules, with Fabio Maccheroni and Massimo Marinacci, Journal of Mathematical Analysis and Applications, 446, 970-1017, 2017.

 

A Note on Comparative Ambiguity Aversion and Justifiability, with Pierpaolo Battigalli, Fabio Maccheroni, and Massimo Marinacci, Econometrica, 84, 1903-1916, 2016.

 

Conditional Lp-spaces and the Duality of Modules over f-algebras, with Michael Kupper, Fabio Maccheroni, Massimo Marinacci, and Nicolas Vogelpoth, Journal of Mathematical Analysis and Applications, 444, 1045-1070, 2016.

 

Ergodic Theorems for Lower Probabilities, with Fabio Maccheroni and Massimo Marinacci, Proceedings of the American Mathematical Society, 144, 3381-3396, 2016.

 

Objective Rationality and Uncertainty Averse PreferencesTheoretical Economics, 11, 523-545, 2016.

 

Put-Call Parity and Market Frictions, with Fabio Maccheroni and Massimo Marinacci, Journal of Economic Theory, 157, 730-762, 2015.

 

The Structure of Variational Preferences, with Fabio Maccheroni, Massimo Marinacci, and Aldo Rustichini, Journal of Mathematical Economics, 57, 12-19, 2015.

 

Cautious Expected Utility and the Certainty Effect, with David Dillenberger and Pietro Ortoleva, Econometrica, 83, 693-728, 2015.

 

Selfconfirming Equilibrium and Model Uncertainty, with Pierpaolo Battigalli, Fabio Maccheroni, and Massimo Marinacci, American Economic Review, 105, 646-677, 2015.

 

Choquet Integration on Riesz Spaces and Dual Comonotonicity, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Transactions of the American Mathematical Society, 367, 8521-8542, 2015.

 

Niveloids and Their Extensions: Risk Measures in Small Domains, with Fabio Maccheroni, Massimo Marinacci, and Aldo Rustichini, Journal of Mathematical Analysis and Applications, 413, 343-360, 2014.

 

Classical Subjective Expected Utility, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Proceedings of the National Academy of Sciences, 110, 6754-6759, 2013.

 

Ambiguity and Robust Statistics, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Journal of Economic Theory, 148, 974-1049, 2013.

 

Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Journal of Mathematical Economics, 48, 271-283, 2012.

 

Signed Integral Representations of Comonotonic Additive Functionals, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Journal of Mathematical Analysis and Applications, 385, 895-912, 2012.

 

Rational Preferences under Ambiguity, with Paolo Ghirardato, Fabio Maccheroni, Massimo Marinacci, and Marciano Siniscalchi, Economic Theory, 48, 341-375, 2011.

 

Uncertainty Averse Preferences, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Journal of Economic Theory, 146, 1275-1330, 2011.

 

Complete Monotone Quasiconcave Duality, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Mathematics of Operations Research, 36, 321-339, 2011.

 

Risk Measures: Rationality and Diversification, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Mathematical Finance, 21, 743-774, 2011.

Last change 26/06/2017