Fabio Maccheroni
- A strong law of large numbers for capacities
2005/05/01 by Fabio Maccheroni, Massimo Marinacci · 3 citations
Decision Sciences · Mathematics · #Advanced Banach Space Theory #Probability and Risk Models #Risk and Portfolio Optimization #math.PR #msc:28A12 #msc:60F15.
- Ergodic Theorems for Lower Probabilities
2015/08/06 by Simone Cerreia‐Vioglio, Fabio Maccheroni, Cerreia-Vioglio, Simone +3 · 4 citations
Mathematics · Economics, Econometrics and Finance · Decision Sciences · #Probability and Statistical Research #Financial Risk and Volatility Modeling #Risk and Portfolio Optimization
- 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)
- 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)