Simone Cerreia-Vioglio
Full Professor
Biography
Simone Cerreia Vioglio is a Full Professor at Università Bocconi in the Department of Decision Sciences. He joined Università Bocconi in 2015. Since 2010 he is Fellow IGIER (the Innocenzo Gasparini Institute for Economic Research) at Università Bocconi.
His research interests focus on Decision Analysis with particular attention to Economic Theory, Finance, Applied Math. He is the author of numerous articles on his topics of interest. His works have been published in the Journal of Economic Theory, Theory and Decision and Journal of the European Economic Association, among others. He won the Advanced ERC research grant from the European Research Council (2016-2021).
He graduated in Finance from Università Bocconi in 2005, he got a PhD in Economics from Columbia University in 2010 and in 2011 he was Visiting Scholar at Cowles Foundation, Yale University.
Recent Publications
- 2025
Abstract integration of set-valued functions
CERREIA-VIOGLIO, S., E. A. OK, "Abstract integration of set-valued functions", Journal of Mathematical Analysis and Applications, 2025, vol. 547, no. 2, pp. 129169 - 2025
Making Decisions Under Model Misspecification
CERREIA-VIOGLIO, S., L. P. HANSEN, F. A. MACCHERONI, M. MARINACCI, "Making Decisions Under Model Misspecification", Review of Economic Studies, 2025 - 2024
On horizon-consistent mean-variance portfolio allocation
CERREIA-VIOGLIO, S., F. ORTU, F. ROTONDI, F. SEVERINO, "On horizon-consistent mean-variance portfolio allocation", Annals of Operations Research, 2024, vol. 336, pp. 797–828 - 2024
Dynamic Opinion Aggregation: Long-Run Stability and Disagreement
CERREIA-VIOGLIO, S., R. CORRAO, G. LANZANI, "Dynamic Opinion Aggregation: Long-Run Stability and Disagreement", Review of Economic Studies, 2024, vol. 91, no. 3, pp. 1406–1447 - 2024
Capacities and Choquet averages of ultrafilters
CERREIA-VIOGLIO, S., P. LEONETTI, F. A. MACCHERONI, M. MARINACCI, "Capacities and Choquet averages of ultrafilters", Proceedings of the American Mathematical Society, 2024, no. 152, pp. 1139-1151 - 2024
Caution and Reference Effects
CERREIA-VIOGLIO, S., D. DILLENBERGER, P. ORTOLEVA, "Caution and Reference Effects", Econometrica, 2024, vol. 92, no. 6, pp. 2069-2103 - 2023
Multivariate Wold decompositions: a Hilbert A-module approach
CERREIA-VIOGLIO, S., F. ORTU, F. SEVERINO, C. TEBALDI, "Multivariate Wold decompositions: a Hilbert A-module approach", Decisions in Economics and Finance, 2023, vol. 46, no. 1, pp. 45-96 - 2023
Multinomial Logit Processes and Preference Discovery: Inside and Outside the Black Box
CERREIA-VIOGLIO, S., F. A. MACCHERONI, M. MARINACCI, A. RUSTICHINI, "Multinomial Logit Processes and Preference Discovery: Inside and Outside the Black Box", Review of Economic Studies, 2023, vol. 90, no. 3, pp. 1155-1194 - 2022
Ambiguity aversion and wealth effects
CERREIA-VIOGLIO, S., F. A. MACCHERONI, M. MARINACCI, "Ambiguity aversion and wealth effects", Journal of Economic Theory, January 2022, vol. 199, pp. 104898 - 2022
Ambiguity aversion and wealth effects
CERREIA-VIOGLIO, S., F. A. MACCHERONI, M. MARINACCI, "Ambiguity aversion and wealth effects", Journal of Economic Theory, 2022, vol. 199, pp. 104898
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Grants & Honors
Excellence in Research Award, Università Commerciale Luigi Bocconi, 2024
Excellence in Research Award, Università Commerciale Luigi Bocconi, 2023

