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A characterization of exact non-atomic market games
Amarante, Massimiliano - In: Journal of mathematical economics 54 (2014), pp. 59-62
Persistent link: https://www.econbiz.de/10011297109
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Ambiguity on the insurer's side : the demand for insurance
Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund S. - In: Journal of mathematical economics 58 (2015), pp. 61-78
Persistent link: https://www.econbiz.de/10011573392
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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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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
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Restricting independence to convex cones
Castagnoli, Erio; Maccheroni, Fabio - In: Journal of mathematical economics 34 (2000) 2, pp. 215-223
Persistent link: https://www.econbiz.de/10001499095
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The structure of variational preferences
Cerreia-Vioglio, S.; Maccheroni, Fabio; Marinacci, Massimo - In: Journal of mathematical economics 57 (2015), pp. 12-19
Persistent link: https://www.econbiz.de/10011572213
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Analysis of information feedback and selfconfirming equilibrium
Battigalli, Pierpaolo; Cerreia-Vioglio, S.; Maccheroni, … - In: Journal of mathematical economics 66 (2016), pp. 40-51
Persistent link: https://www.econbiz.de/10011665877
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Restricting independence to convex cones
Castagnoli, E.; Maccheroni, F. - In: Journal of mathematical economics 34 (2000) 2, pp. 215-224
Persistent link: https://www.econbiz.de/10006045310
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Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Journal of mathematical economics 48 (2012) 5, pp. 271-284
Persistent link: https://www.econbiz.de/10010023380
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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. 386-396
Persistent link: https://www.econbiz.de/10010034723