Zobrazeno 1 - 10
of 41
pro vyhledávání: '"SIMONE CERREIA VIOGLIO"'
Publikováno v:
Decisions in Economics and Finance. 46:45-96
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79d6069b5e83aac0a6b9e47583ab991d
https://doi.org/10.1007/s10203-023-00392-3
https://doi.org/10.1007/s10203-023-00392-3
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 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
Publikováno v:
SSRN Electronic Journal.
We analyse the problem of constructing multiple mean-variance portfolios over increasing investment horizons in stochastic interest rate markets. The traditional one-period mean-variance optimal portfolios of Hansen and Richard (1987) require the rep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::afb65255069c1c1f7871937010c31389
https://doi.org/10.2139/ssrn.3841052
https://doi.org/10.2139/ssrn.3841052
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
Publikováno v:
Management Science. 63:1097-1109
We characterize the consistency of a large class of nonexpected utility preferences (including mean-variance preferences and prospect theory preferences) with stochastic orders (for example, stochastic dominances of different degrees). Our characteri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9c28b5333a1644da61410fb99d242a4
https://doi.org/10.1287/mnsc.2015.2388
https://doi.org/10.1287/mnsc.2015.2388
Publikováno v:
Journal of Mathematical Analysis and Applications. 446:970-1017
We consider real pre-Hilbert modules H on Archimedean f -algebras A with unit e . We provide conditions on A and H such that a Riesz representation theorem for bounded/continuous A -linear operators holds.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ebec085fc57a671222038e969db0398
https://doi.org/10.1016/j.jmaa.2016.07.046
https://doi.org/10.1016/j.jmaa.2016.07.046