Maccheroni, Fabio
- Making Decisions under Model Misspecification
2020/08/01 by Cerreia-Vioglio, Simone, Hansen, Lars Peter, Maccheroni, Fabio +1 · 4 citations
#FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Theoretical Economics (econ.TH)
- Star-shaped Risk Measures
2021/03/29 by Erio Castagnoli, Castagnoli, Erio, Giacomo Cattelan +7 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Functional Analysis (math.FA) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #Theoretical Economics (econ.TH)
- Characterizations of Ideal Cluster Points
2017/07/11 by Leonetti, Paolo, Maccheroni, Fabio · 3 citations
#11B05 #40A35 #54A20 #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Functional Analysis (math.FA) #General Topology (math.GN) #Number Theory (math.NT) #Probability (math.PR)
- Ergodic Theorems for Lower Probabilities
2015/08/06 by Simone Cerreia‐Vioglio, Fabio Maccheroni, Cerreia-Vioglio, Simone +3 · 2 citations
Mathematics · Economics, Econometrics and Finance · Decision Sciences · #Probability and Statistical Research #Financial Risk and Volatility Modeling #Risk and Portfolio Optimization
- Risk Aversion and Insurance Propensity
2023/10/13 by Fabio Maccheroni, Mássimo Marinacci, Maccheroni, Fabio +5 · 4 citations
Agricultural and Biological Sciences · Decision Sciences · Economics, Econometrics and Finance · #Agricultural risk and resilience #Decision-Making and Behavioral Economics #FOS: Economics and business #FOS: Mathematics #Law, Economics, and Judicial Systems #Probability (math.PR) #Theoretical Economics (econ.TH)