Simone Cerreia-Vioglio

Full Professor
Knowledge groupEconomics, Politics and Decision Sciences
Research domainsDecision Analysis

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 theEuropean 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

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  • 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