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The bargaining set of a large game
Amarante, Massimiliano; Montrucchio, Luigi - In: Economic theory 43 (2010) 3, pp. 313-350
Persistent link: https://www.econbiz.de/10008401171
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Cass transversality condition and sequential asset bubbles
Montrucchio, Luigi - In: Economic theory 24 (2004) 3, pp. 645-664
Persistent link: https://www.econbiz.de/10007154479
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The nature of the steady state in models of optimal growth under uncertainty
Mitra, Tapan; Montrucchio, Luigi; Privileggi, Fabio - In: Economic theory 23 (2004) 1, pp. 39-72
Persistent link: https://www.econbiz.de/10007155876
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Range convexity and ambiguity averse preferences
Ghirardato, Paolo; Marinacci, Massimo - In: Economic theory 17 (2001) 3, pp. 599-618
Persistent link: https://www.econbiz.de/10007175433
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The impossibility of compromise: some uniqueness properties of expected utility preferences
Ghirardato, Paolo; Marinacci, Massimo - In: Economic theory 16 (2000) 2, pp. 245-258
Persistent link: https://www.econbiz.de/10007179482
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Definitions of ambiguous events and the smooth ambiguity model
Klibanoff, Peter; Marinacci, Massimo; Mukerji, Sujoy - In: Economic theory 48 (2011) 2, pp. 399-425
Persistent link: https://www.econbiz.de/10009331350
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Rational preferences under ambiguity
Cerreia-Vioglio, Simone; Ghirardato, Paolo; Maccheroni, … - In: Economic theory 48 (2011) 2, pp. 341-376
Persistent link: https://www.econbiz.de/10009331352
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Monotone continuous multiple priors
Chateauneuf, Alain; Maccheroni, Fabio; Marinacci, Massimo; … - In: Economic theory 26 (2005) 4, pp. 973
Persistent link: https://www.econbiz.de/10007150889
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Ambiguity and the Bayesian paradigm
Gilboa, Itzhak; Marinacci, Massimo - 2013
Persistent link: https://www.econbiz.de/10010221785