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Maccheroni, Fabio's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
721 |
Total
Citations
23 |
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1.
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Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Ruffino, Doriana
University of Minnesota
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267
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5
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Smooth preferences, Ambiguity aversion, Risk aversion, Mean-variance portfolio choices, Alpha
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2.
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Ghirardato, Paolo
California Institute of Technology - Division of the Humanities and Social Sciences Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Siniscalchi, Marciano
Northwestern University - Department of Economics
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148
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3.
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Cerny, Ales
Cass Business School Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Rustichini, Aldo
University of Minnesota - Twin Cities - Department of Economics
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11 Oct 08
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Last Revised:
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15 Aug 12
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121
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1
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optimal portfolio, truncated quadratic utility, monotone mean-variance preferences, divergence preferences, HARA utility
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4.
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Portfolio Selection with Monotone Mean-Variance Preferences
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Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Rustichini, Aldo
University of Minnesota - Twin Cities - Department of Economics Taboga, Marco
Bank of Italy
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Posted:
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20 Jun 08
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Last Revised:
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30 Jun 09
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117
(120,494)
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11
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Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Rustichini, Aldo
University of Minnesota - Twin Cities - Department of Economics Taboga, Marco
Bank of Italy
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10
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Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Rustichini, Aldo
University of Minnesota - Twin Cities - Department of Economics Taboga, Marco
Bank of Italy
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114
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11
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portfolio selection, decision theory, mean-variance
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5.
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Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Ruffino, Doriana
University of Minnesota
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10 Mar 11
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Last Revised:
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28 Jun 11
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49
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1
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Small risk, Small uncertainty, Orders of risk aversion, Orders of model uncertainty aversion, Smooth preferences
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6.
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Castagnoli, Erio
Bocconi University - Department of Decision Sciences Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics
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17
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7.
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Cerreia‐Vioglio, Simone
affiliation not provided to SSRN Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Marinacci, Massimo
University of Turin - Department of Statistics and Applied Mathematics Montrucchio, Luigi
University of Turin
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2
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risk measures, diversification, cash‐subadditivity, quasiconvexity, law‐invariance, mean value premium principle
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8.
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Dubra, Juan
University of Montevideo - Department of Economics Maccheroni, Fabio
Bocconi University - Department of Decision Sciences Ok, Efe A.
Leonard N. Stern School of Business - Department of Economics
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Expected Utility, Incomplete Preferences
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Records 1 -
8
of 8 matches
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