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Social decision theory : choosing within and between groups

Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo - In: The review of economic studies 79 (2012) 4, pp. 1591-1636

Persistent link: https://www.econbiz.de/10009712786

On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility

Černý, Aleš; Maccheroni, Fabio; Marinacci, Massimo; … - In: Journal of mathematical economics 48 (2012) 6, pp. 386-395

Persistent link: https://www.econbiz.de/10009689445

Dynamic variational preferences

Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo - In: Journal of economic theory 128 (2006) 1, pp. 4-44

Persistent link: https://www.econbiz.de/10003335325

Portfolio selection with monotone mean-variance preferences

Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; … - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 487-521

Persistent link: https://www.econbiz.de/10003882796

Ambiguity aversion, robustness, and the variational representation of preferences

Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1447-1498

Persistent link: https://www.econbiz.de/10003392300

Pride and diversity in social economies

Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo - In: American economic journal : a journal of the American … 6 (2014) 4, pp. 237-271

Persistent link: https://www.econbiz.de/10011404120

On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility

Černý, Aleš; Maccheroni, Fabio; Marinacci, Massimo; … - 2020

We report a surprising link between optimal portfolios generated by a special type of variational preferences called divergence preferences (cf. Maccheroni et al. 2006) and optimal portfolios generated by classical expected utility. As a special case we connect optimization of truncated...

Persistent link: https://www.econbiz.de/10014214161

Portfolio selection with monotone mean-variance preferences

Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; … - 2008

Persistent link: https://www.econbiz.de/10013443438

A Heine-Borel theorem for ba ([Sigma])

Maccheroni, Fabio; Marinacci, Massimo - In: Rivista internazionale di scienze economiche e … 48 (2001) 3, pp. 353-362

Persistent link: https://www.econbiz.de/10001623949

How to cut a pizza fairly : fair division with decreasing marginal evaluations

Maccheroni, Fabio; Marinacci, Massimo - In: Social choice and welfare 20 (2003) 3, pp. 457-465

Persistent link: https://www.econbiz.de/10001766739