Publications

"On Concavity and Supermodularity," with Luigi Montrucchio, Journal of Mathematical Analysis and Applications, 344, 642-654, 2008.

"Portfolio Selection with Monotone Mean-Variance Preferences," with Fabio Maccheroni, Aldo Rustichini, and Marco Taboga, Mathematical Finance, forthcoming.

"Coarse Contingencies and Ambiguity," with Larry Epstein and Kyoungwon Seo, Theoretical Economics, 2, 355-394, 2007.

"Mutual Absolute Continuity of Multiple Priors," with Larry Epstein, Journal of Economic Theory, 137, 716-720, 2007.

"Ambiguity Aversion, Robustness, and the Variational Representation of Preferences," with Fabio Maccheroni and Aldo Rustichini, Econometrica 74, 1447-1498, 2006.

"Cores of Non-Atomic Market Games," with Max Amarante, Fabio Maccheroni, and Luigi Montrucchio, International Journal of Game Theory 34, 399-424, 2006.

"Dynamic Variational Preferences," with Fabio Maccheroni and Aldo Rustichini, Journal of Economic Theory 128, 4-44, 2006.

"A Smooth Model of Decision Making under Ambiguity," with Peter Klibanoff and Sujoy Mukerji, Econometrica 73, 1849-1892, 2005.

"Ultramodular Functions," with Luigi Montrucchio, Mathematics of Operations Reseach 30, 311-332, 2005.

"Stable Cores of Large Games," with Luigi Montrucchio, International Journal of Game Theory 33, 189-213, 2005.

"Monotone Continuous Multiple Priors," with Alain Chateauneuf, Fabio Maccheroni, and Jean-Marc Tallon, Economic Theory 26, 973-982, 2005.

"A Strong Law of Large Numbers for Capacities," with Fabio Maccheroni, Annals of Probability 33, 1171-1178, 2005.

"Certainty Independence and the Separation of Utility and Beliefs," with Paolo Ghirardato and Fabio Maccheroni Journal of Economic Theory, 120, 129-136, 2005.

"Differentiating Ambiguity and Ambiguity Attitude," with Paolo Ghirardato and Fabio Maccheroni Journal of Economic Theory, 118, 133-173, 2004.

"Random Sets and their Distributions," with Adriana Castaldo and Fabio Maccheroni Sankhya (Series A), 66, 409-427, 2004.

"Choquet Insurance Pricing: a Caveat," with Erio Castagnoli and Fabio Maccheroni, Mathematical Finance 14, 481-485, 2004

"A Characterization of the Core of Convex Games through Gateaux Derivatives," with Luigi Montrucchio, Journal of Economic Theory 116, 229-248, 2004.

"Subjective Foundations for Objective Randomization: A New Spin on Roulette Wheels," with Paolo Ghirardato, Fabio Maccheroni, and Marciano Siniscalchi, Econometrica 71, 1897-1908, 2003.

"How to Cut a Pizza Fairly: Fair Division with Decreasing Marginal Evaluations," with Fabio Maccheroni, Social Choice and Welfare 20, 457-465, 2003.

"Subcalculus for Set Functions and Cores of TU Games," with Luigi Montrucchio, Journal of Mathematical Economics 39, 1-25, 2003.

"Insurance Premia Compatible with the Market," with Erio Castagnoli and Fabio Maccheroni, Insurance: Mathematics and Economics 31, 267-284, 2002.

"Ambiguity Made Precise: A Comparative Foundation," with Paolo Ghirardato, Journal of Economic Theory 102, 251-289, 2002 (Working Paper Version)

"Probabilistic Sophistication and Multiple Priors," Econometrica 70, 755-764, 2002.

"Risk, Ambiguity, and the Separation of Utility and Beliefs," with Paolo Ghirardato, Mathematics of Operations Research 26, 864-890, 2001 (Working Paper Version)

"The Core of Large Differentiable TU Games," with Larry Epstein, Journal of Economic Theory 100, 235-273, 2001.

"Range Convexity and Ambiguity Averse Preferences," with Paolo Ghirardato, Economic Theory 17, 599-617, 2001.

"Ambiguous Games," Games and Economic Behavior 31, 191-219, 2000.

"A Uniqueness Theorem for Convex-Ranged Probabilities," Decisions in Economics and Finance 23, 121-132, 2000.

"The Impossibility of Compromise: Some Uniqueness Properties of Expected Utility Preferences," with Paolo Ghirardato, Economic Theory 16, 245-258, 2000.

"Upper Probabilities and Additivity," Sankhya (Series A) 61, 358-361, 1999.

"Limit Laws for Non-Additive Probabilities, and Their Frequentist Interpretation," Journal of Economic Theory 84, 145-195, 1999.

"An Axiomatic Approach to Complete Patience," Journal of Economic Theory 83, 105-144, 1998.

"Additivity with Multiple Priors," with Paolo Ghirardato and Peter Klibanoff, Journal of Mathematical Economics 30, 405-420, 1998.

"Finitely Additive and Epsilon Nash Equilibria," International Journal of Game Theory 26, 315-333, 1997.

"Decomposition and Representation of Coalitional Games," Mathematics of Operations Research 21, 1000-1015, 1996.

"Local Radon-Nikodym Derivatives of Set Functions," with John Harding, Nhu T. Nguyen, and Tonghui Wang, International Journal of Uncertainty, Fuzziness, and Knowledge-Based Systems 5, 379-394, 1997.

Other Publications

"Contributi Fondamentali di Bruno de Finetti in Economia Teorica", with Simone Cerreia-Voglio, slides in Italian prepared for the conference to honor the birth centennial of Bruno de Finetti, Università di Trieste, September 2006.

"Introduction to the Mathematics of Ambiguity," with Luigi Montrucchio, in Uncertainty in Economic Theory: a collection of essays in honor of David Schmeidler’s 65th birthday (I. Gilboa, ed.), 46-107, Routledge, New York, 2004.

"Learning from Ambiguous Urns," Statistical Papers (special issue on Choquet integral and applications) 43, 143-151, 2002.

"A Heine-Borel Theorem for ba," with Fabio Maccheroni, RISEC (special issue on the SET conference) 48, 353-362, 2001.

"Vitali's early Contribution to Non-Additive Integration," Rivista di Matematica per le Scienze Economiche e Sociali 20, 153-158, 1997.