Simone Cerreia-Vioglio
Simone Cerreia-Vioglio
Associate Professor, Bocconi University
Verified email at unibocconi.it
TitleCited byYear
Uncertainty averse preferences
S Cerreia-Vioglio, F Maccheroni, M Marinacci, L Montrucchio
Journal of Economic Theory 146 (4), 1275-1330, 2011
240*2011
Risk measures: rationality and diversification
S Cerreia‐Vioglio, F Maccheroni, M Marinacci, L Montrucchio
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
992011
Rational preferences under ambiguity
S Cerreia-Vioglio, P Ghirardato, F Maccheroni, M Marinacci, M Siniscalchi
Economic Theory 48 (2-3), 341-375, 2011
932011
Cautious expected utility and the certainty effect
S Cerreia‐Vioglio, D Dillenberger, P Ortoleva
Econometrica 83 (2), 693-728, 2015
822015
Selfconfirming Equilibrium and Uncertainty
P Battigalli, S Cerreia-Vioglio, F Maccheroni, M Marinacci
IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi …, 2011
54*2011
Complete monotone quasiconcave duality
S Cerreia-Vioglio, F Maccheroni, M Marinacci, L Montrucchio
Mathematics of Operations Research 36 (2), 321-339, 2011
512011
Ambiguity and robust statistics
S Cerreia-Vioglio, F Maccheroni, M Marinacci, L Montrucchio
Journal of Economic Theory 148 (3), 974-1049, 2013
482013
Maxmin expected utility on a subjective state space: Convex preferences under risk
S Cerreia-Vioglio
preprint, 2009
342009
Deliberately Stochastic: Random Choice and Preferences for Hedging
S Cerreia-Vioglio, D Dillenberger, P Ortoleva, G Riella
mimeo, 2013
30*2013
Classical subjective expected utility
S Cerreia-Vioglio, F Maccheroni, M Marinacci, L Montrucchio
Proceedings of the National Academy of Sciences 110 (17), 6754-6759, 2013
292013
Signed integral representations of comonotonic additive functionals
S Cerreia-Vioglio, F Maccheroni, M Marinacci, L Montrucchio
Journal of Mathematical Analysis and Applications 385 (2), 895-912, 2012
262012
Put–Call parity and market frictions
S Cerreia-Vioglio, F Maccheroni, M Marinacci
Journal of Economic Theory 157, 730-762, 2015
202015
Niveloids and their extensions: Risk measures on small domains
S Cerreia-Vioglio, F Maccheroni, M Marinacci, A Rustichini
Journal of Mathematical Analysis and Applications 413 (1), 343-360, 2014
192014
Rational preference and rationalizable choice
S Cerreia-Vioglio, A Giarlotta, S Greco, F Maccheroni, M Marinacci
Economic Theory, 1-45, 2018
152018
A note on comparative ambiguity aversion and justifiability
P Battigalli, S Cerreia‐Vioglio, F Maccheroni, M Marinacci
Econometrica 84 (5), 1903-1916, 2016
132016
Ergodic theorems for lower probabilities
S Cerreia–Vioglio, F Maccheroni, M Marinacci
Proceedings of the American Mathematical Society 144 (8), 3381-3396, 2016
132016
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
S Cerreia-Vioglio, F Maccheroni, M Marinacci, L Montrucchio
Journal of Mathematical Economics 48 (5), 271-283, 2012
132012
Mixed extensions of decision problems under uncertainty
P Battigalli, S Cerreia-Vioglio, F Maccheroni, M Marinacci
Economic Theory 63 (4), 827-866, 2017
122017
Objective rationality and uncertainty averse preferences
S Cerreia‐Vioglio
Theoretical Economics 11 (2), 523-545, 2016
12*2016
Choquet integration on Riesz spaces and dual comonotonicity
S Cerreia-Vioglio, F Maccheroni, M Marinacci, L Montrucchio
Transactions of the American Mathematical Society 367 (12), 8521-8542, 2015
112015
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Articles 1–20