L. Montrucchio

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Aliases
L. Montrucchio, Luigi Montrucchio
Publication record
87 papers · 2,884 citations · H-index 28

PAPERS

Affine Gateaux Differentials and the von Mises Statistical Calculus
20241 citationsauthor #4
Kantorovich distance on finite metric spaces: Arens–Eells norm and CUT norms
20216 citationsauthor #1
Kantorovich distance on finite metric spaces: Arens–Eells norm and CUT norms
20210 citationsauthor #1
Dynamical Systems that Solve Continuous-Time Concave Optimization Problems:
20214 citationsauthor #1
A note on rational inattention and rate distortion theory
202018 citationsauthor #3
Home Deformed exponential bundle : the linear growth case 07 / 11 / 2017
20190 citationsauthor #1
Unique Tarski Fixed Points
201921 citationsauthor #2
Kantorovich distance on a weighted graph
20195 citationsauthor #1
A note on rational inattention and rate distortion theory
20192 citationsauthor #3
Kantorovich distance on a finite metric space
20194 citationsauthor #1
Wasserstein Riemannian geometry of Gaussian densities
20180 citationsauthor #2
Wasserstein Riemannian Geometry of Positive Definite Matrices
201822 citationsauthor #2
Rational Inattention and Rate Distortion Theory: A Teaching Note
20180 citationsauthor #3
Wasserstein Riemannian geometry of Gaussian densities
2018105 citationsauthor #2
Commutativity, comonotonicity, and Choquet integration of self-adjoint operators
20184 citationsauthor #4
Deformed Exponential Bundle: The Linear Growth Case
201716 citationsauthor #1
A Class of Non-parametric Deformed Exponential Statistical Models
20177 citationsauthor #1
Choquet integration on Riesz spaces and dual comonotonicity
201524 citationsauthor #4
Ambiguity and robust statistics
201392 citationsauthor #4
Classical subjective expected utility
201355 citationsauthor #4
Signed integral representations of comonotonic additive functionals
201232 citationsauthor #4
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
201223 citationsauthor #4
Cooperative Newsvendor Games: A Review
201210 citationsauthor #1
Complete Monotone Quasiconcave Duality
201154 citationsauthor #4
Necessary and Sufficient Conditions for Optima in Reflexive Spaces
20119 citationsauthor #2
Uncertainty averse preferences
2011290 citationsauthor #4
Finitely Well-Positioned Sets
20117 citationsauthor #2
The bargaining set of a large game
20101 citationsauthor #2
RISK MEASURES: RATIONALITY AND DIVERSIFICATION
2010142 citationsauthor #4
Unique solutions for stochastic recursive utilities
201096 citationsauthor #2
On Concavity and Supermodularity
200898 citationsauthor #2
Refinement Derivatives and Values of Games
200870 citationsauthor #1
Large newsvendor games
200797 citationsauthor #1
Unique Solutions of Some Recursive Equations in Economic Dynamics
200736 citationsauthor #2
Mas-Colell Bargaining Set of Large Games 1
20070 citationsauthor #2
Mas-Colell Bargaining Set of Large Games
200717 citationsauthor #2
Cores of non-atomic market games
200675 citationsauthor #4
Discussion Paper Series Cores of Non-Atomic Market Games
20050 citationsauthor #4
Ultramodular Functions
2005103 citationsauthor #2
On Convexity and Supermodularity
20050 citationsauthor #2
Stable cores of large games
200512 citationsauthor #2
A characterization of the core of convex games through Gateaux derivatives
200447 citationsauthor #2
Introduction to the mathematics of ambiguity
2004149 citationsauthor #2
Cass transversality condition and sequential asset bubbles
200437 citationsauthor #1
Subcalculus for set functions and cores of TU games
200350 citationsauthor #2
Cores and stable sets of finite dimensional games
20037 citationsauthor #2
Optimality conditions¶and bubbles in sequential economies¶and bounded relative risk-aversion
20035 citationsauthor #2
The nature of the steady state in models of optimal growth under uncertainty
200342 citationsauthor #2
The convexity-cone approach to comparative risk and downside risk
20029 citationsauthor #2
WORKING PAPER SERIES
20010 citationsauthor #2
On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type
200149 citationsauthor #1
Quadratic Dynamic Programming
20002 citationsauthor #1
Fractal steady states instochastic optimal control models
199938 citationsauthor #1
On Lipschitz continuity of policy functions in continuous-time optimal growth models
199911 citationsauthor #2
Neighborhood Turnpike Theorem for Continuous-Time Optimization Models
199911 citationsauthor #2
Thompson metric, contraction property and differentiability of policy functions
199830 citationsauthor #1
Fast growing stochastic dynamics models.
19980 citationsauthor #1
Topological entropy of policy functions in concave dynamic optimization models
199628 citationsauthor #1
Acyclicity and Dynamic Stability: Generalizations and Applications
19954 citationsauthor #2
A new turnpike theorem for discounted programs
199519 citationsauthor #1
A turnpike theorem for continuous-time optimal-control models
199518 citationsauthor #1
The neighbourhood turnpike property for continuous-time optimal growth models
19944 citationsauthor #1
Dynamic complexity of optimal paths and discount factors for strongly concave problems
199440 citationsauthor #1
STATIONARY MARKOVIAN STRATEGIES IN DYNAMIC GAMES
19933 citationsauthor #2
Complexity of Optimal Paths in Strongly Concave Problems
19932 citationsauthor #1
Acyclicity of Optimal Paths
19930 citationsauthor #1
Risk aversion in the small and Jensen inequalities
19933 citationsauthor #1
Topics on Dynamics in Infinite Horizon Concave Problems
19921 citationsauthor #1
A note on Shiu--Fisher--Weil immunization theorem
199134 citationsauthor #1
Log-Convexity and Global Portfolio Immunization
19901 citationsauthor #1
Acyclicity and Stability for Intertemporal Optimization Models
19885 citationsauthor #2
The Occurrence of Erratic Fluctuations in Models of Optimization Over Infinite Horizon
198811 citationsauthor #1
On rational dynamic strategies in infinite horizon models where agents discount the future
19875 citationsauthor #2
The Dynamic Investment Behavior of Firms and Industries in Perfect Foresight Competitive Equilibrium Over Time
19870 citationsauthor #2
Cyclic and chaotic behavior in intertemporal optimization models
19878 citationsauthor #2
Lipschitz continuous policy functions for strongly concave optimization problems
198784 citationsauthor #1
Optimal decisions over time and strange attractors: an analysis by the Bellman principle
198615 citationsauthor #1
Some new mathematical methods in dynamic programming over infinite horizon
19860 citationsauthor #1
Dynamic complexity in duopoly games
1986169 citationsauthor #2
On the indeterminacy of capital accumulation paths
1986350 citationsauthor #2
The Emergence of Dynamic Com-plexities in Models of Optimal Growth: The Role of Impatience
19844 citationsauthor #2
Some New Techniques for Modelling Non-Linear Economic Fluctuations: A Brief Survey
198417 citationsauthor #2
Cyclical Growth and Inflation: A Qualitative Approach to Goodwin's Model with Money Prices
198212 citationsauthor #2
Stability and Instability in a Two-Dimensional Dynamical System: A Mathematical Approach to Kaldor's Theory of the Trade Cycle
19826 citationsauthor #2
Some mathematical aspects of the political business cycle
19824 citationsauthor #1
Baltzer Journals February 1998 Fractal Steady States in Stochastic Optimal Control Models ∗
year unknown4 citationsauthor #1
Event Valence and Subjective Probability ∗
year unknown4 citationsauthor #9

TIMELINE

1982 22 citations

1984 21 citations

1986 534 citations

1987 97 citations

1988 16 citations

1990 1 citations

1991 34 citations

1992 1 citations

1993 8 citations

1994 44 citations

1995 41 citations

1996 28 citations

1998 30 citations

1999 60 citations

2000 2 citations

2001 49 citations

2002 9 citations

2003 104 citations

2004 233 citations

2005 115 citations

2006 75 citations

2007 150 citations

2008 168 citations

2010 239 citations

2011 360 citations

2012 65 citations

2013 147 citations

2015 24 citations

2017 23 citations

2018 131 citations

2019 32 citations

2020 18 citations

2021 10 citations

2024 1 citations

Unknown 8 citations

L. Montrucchio

PROFILE

PAPERS

TIMELINE

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