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Probalistic, second order stochastic dominance and uncertainty aversion

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Journal of mathematical economics 48 (2012) 5, pp. 271-283

Persistent link: https://www.econbiz.de/10009665350

Stochastic dominance analysis without the independence axiom

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 1097-1109

Persistent link: https://www.econbiz.de/10011672840

Stochastic dominance analysis without the independence axiom

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - 2015 - This version: June 23, 2015

Persistent link: https://www.econbiz.de/10011806081

Unique solutions for stochastic recursive utilities

Marinacci, Massimo; Montrucchio, Luigi - In: Journal of economic theory 145 (2010) 5, pp. 1776-1804

Persistent link: https://www.econbiz.de/10009157184

Weak time-derivatives and no-arbitrage pricing

Marinacci, Massimo; Severino, Federico - In: Finance and stochastics 22 (2018) 4, pp. 1007-1036

Persistent link: https://www.econbiz.de/10011946595

Weak time-derivatives and no arbitrage pricing

Marinacci, Massimo; Severino, Federico - 2017 - This version: December, 2017

Persistent link: https://www.econbiz.de/10011805855

Learning and self-confirming long-run biases

Battigalli, Pierpaolo; Francetich, A.; Lanzani, G.; … - In: Journal of economic theory 183 (2019), pp. 740-785

Persistent link: https://www.econbiz.de/10012131387

Deliberately Stochastic

Cerreia-Vioglio, Simone - 2017

We study stochastic choice as the outcome of deliberate randomization. After first deriving a general representation of a stochastic choice function with such property, we proceed to characterize a model in which the agent has preferences over lotteries that belong to the Cautious Expected...

Persistent link: https://www.econbiz.de/10012955323