Zobrazeno 1 - 10
of 394
pro vyhledávání: '"FABIO MACCHERONI"'
Publikováno v:
Operations Research. 70:2637-2654
In this paper monetary risk measures that are positively superhomogeneous, called star-shaped risk measures, are characterized and their properties studied. The measures in this class, which arise when the controversial subadditivity property of cohe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::14a89fe5e144bad5c62a49e8579e563a
https://doi.org/10.1287/opre.2022.2303
https://doi.org/10.1287/opre.2022.2303
Publikováno v:
Theory and Decision. 93:219-235
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85047dab41c2572e68b2ff5d1e6ae8f8
https://doi.org/10.1007/s11238-022-09896-7
https://doi.org/10.1007/s11238-022-09896-7
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::daf41d5b47d9376d02e980ebf709bb35
https://doi.org/10.2139/ssrn.4421316
https://doi.org/10.2139/ssrn.4421316
Publikováno v:
Games and Economic Behavior. 121:533-547
Two extensive game structures with imperfect information are said to be behaviorally equivalent if they share the same map (up to relabelings) from profiles of structurally reduced strategies to induced terminal paths. We show that this is the case i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d4c3aef5e037fc89c85436391f23d6b3
https://doi.org/10.1016/j.geb.2019.11.009
https://doi.org/10.1016/j.geb.2019.11.009
Given a probability measure space $(X,\Sigma,\mu)$, it is well known that the Riesz space $L^0(\mu)$ of equivalence classes of measurable functions $f: X \to \mathbf{R}$ is universally complete and the constant function $\mathbf{1}$ is a weak order u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::360fdb682f455bf183fb18a3fe43880a
http://arxiv.org/abs/2203.07763
http://arxiv.org/abs/2203.07763
We establish a simple condition, based on the willingness to bet on events, under which two biseparable preferences have cardinally equivalent utilities
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5361e365647750fc13f0cc2c3bcb2746
https://hdl.handle.net/11565/4052206
https://hdl.handle.net/11565/4052206
We study how changes in wealth affect ambiguity attitudes. We define a decision maker as decreasing (resp., increasing) absolute ambiguity averse if he becomes less (resp., more) ambiguity averse as he becomes richer. Our definition is behavioral. We
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::118d18b33ab834156d070d8dd82f24d1
http://hdl.handle.net/11565/4023141
http://hdl.handle.net/11565/4023141
Publikováno v:
Università Commerciale Luigi Bocconi-IRIS
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::997c12b2f97d82665a267f0af7917f77
http://hdl.handle.net/11565/4045643
http://hdl.handle.net/11565/4045643
Autor:
Fabio Maccheroni, Massimo Marinacci, Veronica Roberta Cappelli, Stefania Minardi, Simone Cerreia-Vioglio
Publikováno v:
Journal of the European Economic Association
We develop a general framework to study source-dependent preferences in economic contexts. We behaviorally identify two key features. First, we drop the assumption of uniform uncertainty attitudes and allow for source-dependent attitudes. Second, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::66eb1295f4f6223946bf87dedfa40481
http://hdl.handle.net/11565/4023135
http://hdl.handle.net/11565/4023135
Autor:
Simone Cerreia-Vioglio, Fabio Maccheroni, Per Olov Lindberg, Massimo Marinacci, Aldo Rustichini
We prove that a random choice rule satisfies Luce's Choice Axiom if and only if its support is a choice correspondence that satisfies the Weak Axiom of Revealed Preference, thus it consists of alternatives that are optimal according to some preferenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60df3f7403f4be0b66c97b888d134fbe
http://arxiv.org/abs/2007.11386
http://arxiv.org/abs/2007.11386