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Classical subjective expected utility
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - 2012 - This Version: April 2012
Persistent link: https://www.econbiz.de/10011336822
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An axiomatic approach to complete patience and time invariance
Marinacci, Massimo - In: Journal of economic theory 83 (1998) 1, pp. 105-144
Persistent link: https://www.econbiz.de/10001253023
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The core of large differentiable TU games
Epstein, Larry G.; Marinacci, Massimo - In: Journal of economic theory 100 (2001) 2, pp. 235-273
Persistent link: https://www.econbiz.de/10001621988
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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
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On the smooth ambiguity model : a reply
Mukerji, Sujoy; Klibanoff, Peter; Marinacci, Massimo - 2011
Persistent link: https://www.econbiz.de/10008811121
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On the smooth ambiguity model : a reply
Klibanoff, Peter; Marinacci, Massimo; Mukerji, Sujoy - 2009
Persistent link: https://www.econbiz.de/10003881793
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On the smooth ambiguity model : a reply
Klibanoff, Peter; Marinacci, Massimo; Mukerji, Sujoy - 2011 - This Version: August 30, 2011; First Version: September 9, 2009
Persistent link: https://www.econbiz.de/10011337375
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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
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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
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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