Applied Mathematics list of working papers 2001
(please click on paper's number to read the abstracts)


Other Papers are available here

Working Paper
Author
Subject
Luigi Montrucchio,
Fabio Privileggi
On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type (Download)
Massimo Marinacci
Probabilistic sophistication and multiple priors (Download)
Massimo Marinacci,
Luigi Montrucchio
Subcalculus for set functions and cores of TU games (Download)
Juan Dubra, Fabio Maccheroni, Efe Oki
Expected utility theory without the completeness axiom (Download)
Adriana Castaldo, Massimo Marinacci
Random correspndences as bundles of random variables (Download)
Paolo Ghirardato, Fabio Maccheroni, Massimo Marinacci, Marciano Siniscalchi
A subjective spin on roulette wheels (Download)
Domenico Menicucci
Optimal two-object auctions with synergies (Download), (published in the Review of Economic Design, 8, 143-164, 2003).
Paolo Ghirardato, Massimo Marinacci
Risk, ambiguity, and the separation of utility and beliefs (Download)
Andrea Roncoroni
Change of numéraire for affine arbitrage pricing models driven by multifactor marked point processes (Download)
Maitreesh Ghatak, Massimo Morelli, Tomas Sjoström
Credit rationing, wealth inequality, and allocation of talent (Download), (published in the Journal of Economic Theory, 137, 2007, 27-48).
Fabio Maccheroni, William H. Rucke
BV as a dual space (Download)
Fabio Maccheroni

Yaari dual theory without the completeness axiom (Download)