Massimo Marinacci

University of Turin - Department of Statistics and Applied Mathematics

Piazza Arbarello 8

Turin, I-10122

Italy

http://web.econ.unito.it/gma/massimo.htm

SCHOLARLY PAPERS

10

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in Total Papers Downloads

3,106

SSRN CITATIONS
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SSRN RANKINGS

Top 3,111

in Total Papers Citations

316

CROSSREF CITATIONS

254

Scholarly Papers (10)

1.

A Smooth Model of Decision Making Under Ambiguity

Number of pages: 51 Posted: 12 May 2003
Peter Klibanoff, Massimo Marinacci and Sujoy Mukerji
Northwestern University - Kellogg School of Management, University of Turin - Department of Statistics and Applied Mathematics and School of Economics and Finance, Queen Mary University of London
Downloads 1,013 (41,760)
Citation 172

Abstract:

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Ambiguity, uncertainty, Knightian uncertainty, ambiguity aversion, uncertainty aversion, Ellsberg's Paradox, portfolio choice

2.

Risk, Ambiguity, and the Separation of Utility and Beliefs

Caltech Social Science, Working Paper No. 1085
Number of pages: 38 Posted: 16 Feb 2001
Paolo Ghirardato and Massimo Marinacci
California Institute of Technology - Division of the Humanities and Social Sciences and University of Turin - Department of Statistics and Applied Mathematics
Downloads 771 (60,757)
Citation 12

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Risk Aversion, Ambiguity Aversion, Biseparable Preferences, Choquet Ex-pected Utility, Maxmin Expected Utility, Probabilistic Beliefs

3.

Alpha As Ambiguity: Robust Mean-Variance Portfolio Analysis

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 32 Posted: 11 Jan 2012
Fabio Maccheroni, Massimo Marinacci and Doriana Ruffino
Bocconi University - Department of Decision Sciences, University of Turin - Department of Statistics and Applied Mathematics and Board of Governors of the Federal Reserve System
Downloads 469 (113,486)
Citation 39

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Smooth preferences, Ambiguity aversion, Risk aversion, Mean-variance portfolio choices, Alpha

4.

On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility

Journal of Mathematical Economics 48(6), 386-395, 2012
Number of pages: 11 Posted: 11 Oct 2008 Last Revised: 22 Jun 2020
Bayes Business School, City, University of London, Bocconi University - Department of Decision Sciences, University of Turin - Department of Statistics and Applied Mathematics and University of Minnesota - Twin Cities - Department of Economics
Downloads 209 (266,646)

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optimal portfolio, truncated quadratic utility, monotone mean-variance preferences, divergence preferences, HARA utility

5.

A Subjective Spin on Roulette Wheels

Caltech Social Science Working Paper No. 1127
Number of pages: 29 Posted: 11 Aug 2001
California Institute of Technology - Division of the Humanities and Social Sciences, Bocconi University - Department of Decision Sciences, University of Turin - Department of Statistics and Applied Mathematics and Northwestern University - Department of Economics
Downloads 198 (280,112)
Citation 9

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6.

Portfolio Selection with Monotone Mean-Variance Preferences

Bank of Italy Temi di Discussione (Working Paper) No. 664
Number of pages: 50 Posted: 20 Jun 2008
Bocconi University - Department of Decision Sciences, University of Turin - Department of Statistics and Applied Mathematics, University of Minnesota - Twin Cities - Department of Economics and Bank of Italy
Downloads 187 (294,953)
Citation 40

Abstract:

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portfolio selection, decision theory, mean-variance

7.

On Convexity and Supermodularity

ICER Applied Mathematics Working Paper No. 3 - 2005
Number of pages: 24 Posted: 20 May 2005
Massimo Marinacci and Luigi Montrucchio
University of Turin - Department of Statistics and Applied Mathematics and University of Turin
Downloads 142 (372,489)

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8.

Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case

Number of pages: 49 Posted: 10 Mar 2011 Last Revised: 28 Jun 2011
Fabio Maccheroni, Massimo Marinacci and Doriana Ruffino
Bocconi University - Department of Decision Sciences, University of Turin - Department of Statistics and Applied Mathematics and Board of Governors of the Federal Reserve System
Downloads 117 (432,081)
Citation 5

Abstract:

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Small risk, Small uncertainty, Orders of risk aversion, Orders of model uncertainty aversion, Smooth preferences

9.

Probabilistic Sophistication and Multiple Priors

Posted: 26 Aug 2002
Massimo Marinacci
University of Turin - Department of Statistics and Applied Mathematics

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10.

The Impossibility of Compromise: Some Uniqueness Properties of Expected Utility Preferences

Posted: 22 Jan 2001
Paolo Ghirardato and Massimo Marinacci
California Institute of Technology - Division of the Humanities and Social Sciences and University of Turin - Department of Statistics and Applied Mathematics

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