Fabio Maccheroni
Economics and Econometrics · 2002–2017
A researcher in the Science corpus: 14 papers; trusts 24 researchers and is trusted by 51 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 57 citations into it; #1,451 of 23,481 by trust here, #891 by citations
- Management Science and Operations Research — 39 citations into it; #1,674 of 11,946 by trust here, #1,482 by citations
- Finance — 36 citations into it
- General Decision Sciences — 36 citations into it; #81 of 1,995 by trust here, #57 by citations
- Artificial Intelligence — 15 citations into it; #20,627 of 35,345 by trust here, #20,836 by citations
- Statistics and Probability — 15 citations into it
- Applied Mathematics — 8 citations into it
- Demography — 8 citations into it
Whom Fabio Maccheroni trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Massimo Marinacci
- Larry G. Epstein
- Thomas J. Sargent
- Peter Klibanoff
- Truman F. Bewley
- Paolo Ghirardato
- Lars Peter Hansen
- Aldo Rustichini
- Lorenzo Garlappi
- Martin Schneider
Who trusts Fabio Maccheroni overall
- Shige Peng
- Massimo Marinacci
- Peter Klibanoff
- Lars Peter Hansen
- Eran Hanany
- Simone Cerreia-Vioglio
- Tomasz Strzalecki
- Costis Skiadas
- Paolo Ghirardato
- Marciano M. Siniscalchi
Papers from Fabio Maccheroni's perspective
Ordered by how strongly the researchers Fabio Maccheroni trusts endorse each paper. Same corpus, a different order for every researcher.
- Recursive multiple-priors (Journal of Economics Theory)
- Robust Control and Model Uncertainty
- Ambiguity, risk, and asset returns in continuous time
- On law invariant coherent risk measures
- Robust control and model misspecification (Journal of Economics Theory)
- Updating preferences with multiple priors
- Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
- La prévision : ses lois logiques, ses sources subjectives
- Knightian decision theory. Part I
- Putting order in risk measures
Their papers
- Dynamic variational preferences (2006) — 311 citations
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006) — 1,307 citations
- Differentiating ambiguity and ambiguity attitude (2004) — 1,069 citations
- A strong law of large numbers for capacities (2005) — 146 citations
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION (2010) — 147 citations
- Expected utility theory without the completeness axiom (2004) — 410 citations
- Objective and Subjective Rationality in a Multiple Prior Model (2010) — 274 citations
- Maxmin under risk (2002) — 60 citations
- PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009) — 336 citations
- Hilbert A-modules☆ (2017) — 71 citations
- Niveloids and their extensions: Risk measures on small domains (2014) — 48 citations
- Rational preferences under ambiguity (2011) — 131 citations
- Alpha As Ambiguity: Robust Mean-Variance Portfolio Analysis (2010) — 176 citations
- Revealed Ambiguity and Its Consequences: Updating (2008) — 71 citations