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1

RISK MEASURES: RATIONALITY AND DIVERSIFICATION

Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio

Journal:

Mathematical Finance

Year:

2011

Language:

english

File:

PDF, 286 KB

english, 2011

2

On the indeterminacy of capital accumulation paths

Michele Boldrin, Luigi Montrucchio

Journal:

Journal of Economic Theory

Year:

1986

Language:

english

File:

PDF, 738 KB

english, 1986

3

Wasserstein Riemannian geometry of Gaussian densities

Malagò, Luigi, Montrucchio, Luigi, Pistone, Giovanni

Journal:

Information Geometry

Year:

2018

Language:

english

File:

PDF, 698 KB

english, 2018

4

Lipschitz continuous policy functions for strongly concave optimization problems

Luigi Montrucchio

Journal:

Journal of Mathematical Economics

Year:

1987

Language:

english

File:

PDF, 796 KB

english, 1987

5

Topological entropy of policy functions in concave dynamic optimization models

Luigi Montrucchio, Gerhard Sorger

Journal:

Journal of Mathematical Economics

Year:

1996

Language:

english

File:

PDF, 932 KB

english, 1996

6

On concavity and supermodularity

Massimo Marinacci, Luigi Montrucchio

Journal:

Journal of Mathematical Analysis and Applications

Year:

2008

Language:

english

File:

PDF, 174 KB

english, 2008

7

Optimal decisions over time and strange attractors: an analysis by the Bellman principle

Luigi Montrucchio

Journal:

Mathematical Modelling

Year:

1986

Language:

english

File:

PDF, 889 KB

english, 1986

8

Risk aversion in the small and Jensen inequalities

Luigi Montrucchio, Luisa Tibiletti

Journal:

Decisions in Economics and Finance

Year:

1993

Language:

english

File:

PDF, 704 KB

english, 1993

9

Stable cores of large games

Massimo Marinacci, Luigi Montrucchio

Journal:

International Journal of Game Theory

Year:

2005

Language:

english

File:

PDF, 381 KB

english, 2005

10

The nature of the steady state in models of optimal growth under uncertainty

Tapan Mitra, Luigi Montrucchio, Fabio Privileggi

Journal:

Economic Theory

Year:

2003

Language:

english

File:

PDF, 330 KB

english, 2003

11

Subcalculus for set functions and cores of TU games

Massimo Marinacci, Luigi Montrucchio

Journal:

Journal of Mathematical Economics

Year:

2003

Language:

english

File:

PDF, 205 KB

english, 2003

12

Choquet integration on Riesz spaces and dual comonotonicity

Cerreia-Vioglio, Simone, Maccheroni, Fabio, Marinacci, Massimo, Montrucchio, Luigi

Journal:

Transactions of the American Mathematical Society

Year:

2015

Language:

english

File:

PDF, 321 KB

english, 2015

13

A note on rational inattention and rate distortion theory

Denti, Tommaso, Marinacci, Massimo, Montrucchio, Luigi

Journal:

Decisions in Economics and Finance

Year:

2019

Language:

english

File:

PDF, 308 KB

english, 2019

14

A note on rational inattention and rate distortion theory

Denti, Tommaso, Marinacci, Massimo, Montrucchio, Luigi

Journal:

Decisions in Economics and Finance

Year:

2019

File:

PDF, 308 KB

2019

15

A turnpike theorem for continuous-time optimal-control models

Luigi Montrucchio

Journal:

Journal of Economic Dynamics and Control

Year:

1995

Language:

english

File:

PDF, 1.18 MB

english, 1995

16

A note on Shiu—Fisher—Weil immunization theorem

Luigi Montrucchio, Lorenzo Peccati

Journal:

Insurance: Mathematics and Economics

Year:

1991

Language:

english

File:

PDF, 558 KB

english, 1991

17

Cyclic and chaotic behavior in intertemporal optimization models

Michele Boldrin, Luigi Montrucchio

Journal:

Mathematical Modelling

Year:

1987

Language:

english

File:

PDF, 364 KB

english, 1987

18

A new turnpike theorem for discounted programs

Luigi Montrucchio

Journal:

Economic Theory

Year:

1995

Language:

english

File:

PDF, 624 KB

english, 1995

19

Some new mathematical methods in dynamic programming over infinite horizon

Luigi Montrucchio

Journal:

Decisions in Economics and Finance

Year:

1986

Language:

english

File:

PDF, 720 KB

english, 1986

20

Cass transversality condition and sequential asset bubbles

Luigi Montrucchio

Journal:

Economic Theory

Year:

2004

Language:

english

File:

PDF, 211 KB

english, 2004

21

The bargaining set of a large game

Massimiliano Amarante, Luigi Montrucchio

Journal:

Economic Theory

Year:

2010

Language:

english

File:

PDF, 434 KB

english, 2010

22

On Lipschitz continuity of policy functions in continuous-time optimal growth models

Maria Luisa Gota, Luigi Montrucchio

Journal:

Economic Theory

Year:

1999

Language:

english

File:

PDF, 124 KB

english, 1999

23

Optimality conditions¶and bubbles in sequential economies¶and bounded relative risk-aversion

Arianna Dal Forno, Luigi Montrucchio

Journal:

Decisions in Economics and Finance

Year:

2003

Language:

english

File:

PDF, 178 KB

english, 2003

24

Platelet activating factor is produced during infectious peritonitis in CAPD patients

Montrucchio, Giuseppe, Mariano, Filippo, Cavalli, Pier Luigi, Tetta, Ciro, Viglino, Giusto, Emanuelli, Giorgio, Camussi, Giovanni

Journal:

Kidney International

Year:

1989

Language:

english

File:

PDF, 794 KB

english, 1989

25

Role of α1-proteinase inhibitor in restraining peritoneal inflammation in CAPD patients

Mariano, Filippo, Tetta, Ciro, Montrucchio, Giuseppe, Cavalli, Pier Luigi, Camussi, Giovanni

Journal:

Kidney International

Year:

1992

Language:

english

File:

PDF, 736 KB

english, 1992

26

Alternative pathway activation of complement by cultured human proximal tubular epithelial cells

Biancone, Luigi, David, Salvatore, Pietra, Valentina Della, Montrucchio, Giuseppe, Cambi, Vincenzo, Camussi, Giovanni

Journal:

Kidney International

Year:

1994

Language:

english

File:

PDF, 1.39 MB

english, 1994

27

Acyclicity and Dynamic Stability: Generalizations and Applications

Michele Boldrin, Luigi Montrucchio

Journal:

Journal of Economic Theory

Year:

1995

File:

PDF, 888 KB

1995

28

On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type

Luigi Montrucchio, Fabio Privileggi

Journal:

Journal of Economic Theory

Year:

2001

Language:

english

File:

PDF, 223 KB

english, 2001

29

Dynamic complexity in duopoly games

Rose-Anne Dana, Luigi Montrucchio

Journal:

Journal of Economic Theory

Year:

1986

Language:

english

File:

PDF, 967 KB

english, 1986

30

The neighbourhood turnpike property for continuous-time optimal growth models

Luigi Montrucchio

Journal:

Ricerche Economiche

Year:

1994

Language:

english

File:

PDF, 752 KB

english, 1994

31

Unique solutions for stochastic recursive utilities

Massimo Marinacci, Luigi Montrucchio

Journal:

Journal of Economic Theory

Year:

2010

Language:

english

File:

PDF, 289 KB

english, 2010

32

Signed integral representations of comonotonic additive functionals

Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio

Journal:

Journal of Mathematical Analysis and Applications

Year:

2012

Language:

english

File:

PDF, 274 KB

english, 2012

33

A characterization of the core of convex games through Gateaux derivatives

Massimo Marinacci, Luigi Montrucchio

Journal:

Journal of Economic Theory

Year:

2004

Language:

english

File:

PDF, 305 KB

english, 2004

34

Large newsvendor games

Luigi Montrucchio, Marco Scarsini

Journal:

Games and Economic Behavior

Year:

2007

Language:

english

File:

PDF, 225 KB

english, 2007

35

PAF Produced by Human Breast Cancer Cells Promotes Migration and Proliferation of Tumor Cells and Neo-Angiogenesis

Benedetta Bussolati, Luigi Biancone, Paola Cassoni, Simona Russo, Marek Rola-Pleszczynski, Giuseppe Montrucchio, Giovanni Camussi

Journal:

The American Journal of Pathology

Year:

2000

Language:

english

File:

PDF, 487 KB

english, 2000

36

Potential Angiogenic Role of Platelet-Activating Factor in Human Breast Cancer

Giuseppe Montrucchio, Anna Sapino, Benedetta Bussolati, Gianpiero Ghisolfi, Simona Rizea-Savu, Luigi Silvestro, Enrico Lupia, Giovanni Camussi

Journal:

The American Journal of Pathology

Year:

1998

Language:

english

File:

PDF, 284 KB

english, 1998

37

Thompson metric, contraction property and differentiability of policy functions

Luigi Montrucchio

Journal:

Journal of Economic Behavior & Organization

Year:

1998

Language:

english

File:

PDF, 1.11 MB

english, 1998

38

Complete Monotone Quasiconcave Duality

Cerreia-Vioglio, Simone, Maccheroni, Fabio, Marinacci, Massimo, Montrucchio, Luigi

Journal:

Mathematics of Operations Research

Year:

2011

Language:

english

File:

PDF, 296 KB

english, 2011

39

Necessary and Sufficient Conditions for Optima in Reflexive Spaces

Marinacci, Massimo, Montrucchio, Luigi

Journal:

SIAM Journal on Optimization

Year:

2011

Language:

english

File:

PDF, 282 KB

english, 2011

40

Probabilistic sophistication, second order stochastic dominance and uncertainty aversion

Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio

Journal:

Journal of Mathematical Economics

Year:

2012

Language:

english

File:

PDF, 329 KB

english, 2012

41

Group Model-Building to identify potential sources of environmental impacts outside the scope of LCA studies

Laurenti, Rafael, Lazarevic, David, Poulikidou, Sofia, Montrucchio, Valeria, Bistagnino, Luigi, Frostell, Björn

Journal:

Journal of Cleaner Production

Year:

2014

Language:

english

File:

PDF, 1.34 MB

english, 2014

42

Ambiguity and robust statistics

Cerreia-Vioglio, Simone, Maccheroni, Fabio, Marinacci, Massimo, Montrucchio, Luigi

Journal:

Journal of Economic Theory

Year:

2013

Language:

english

File:

PDF, 654 KB

english, 2013

43

Platelet-Activating Factor-Induced Endothelial Cell Expression of Adhesion Molecules and Modulation of Surface Glycocalyx, Evaluated by Electron Spectroscopy for Chemical Analysis

Silvestro, Luigi, Ruikun, Chen, Sommer, Francoise, Duc, Tran, Biancone, Luigi, Montrucchio, Giuseppe, Camussi, Giovanni

Journal:

Seminars in Thrombosis and Hemostasis

Year:

1994

Language:

english

File:

PDF, 2.37 MB

english, 1994

44

Effects of Heparin and Its Desulfated Derivatives on Leukocyte-Endothelial Adhesion

Silvestro, Luigi, Viano, Ilario, Macario, Marina, Colangelo, Donato, Montrucchio, Giuseppe, Panico, Saverio, Fantozzi, Roberto

Journal:

Seminars in Thrombosis and Hemostasis

Year:

1994

Language:

english

File:

PDF, 629 KB

english, 1994

45

Acyclicity and Stability for Intertemporal Optimization Models

Michele Boldrin and Luigi Montrucchio

Journal:

International Economic Review

Year:

1988

Language:

english

File:

PDF, 836 KB

english, 1988

46

Ultramodular Functions

Massimo Marinacci and Luigi Montrucchio

Journal:

Mathematics of Operations Research

Year:

2005

Language:

english

File:

PDF, 2.75 MB

english, 2005

47

The bargaining set of a large game

Massimiliano Amarante and Luigi Montrucchio

Journal:

Economic Theory

Year:

2010

Language:

english

File:

PDF, 2.49 MB

english, 2010

48

Refinement Derivatives and Values of Games

Luigi Montrucchio and Patrizia Semeraro

Journal:

Mathematics of Operations Research

Year:

2008

Language:

english

File:

PDF, 3.25 MB

english, 2008

49

The Nature of the Steady State in Models of Optimal Growth under Uncertainty

Tapan Mitra, Luigi Montrucchio and Fabio Privileggi

Journal:

Economic Theory

Year:

2004

Language:

english

File:

PDF, 3.03 MB

english, 2004

50

Ultramodular Functions

Marinacci, Massimo, Montrucchio, Luigi

Journal:

Mathematics of Operations Research

Year:

2005

Language:

english

File:

PDF, 292 KB

english, 2005

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