Curriculum Vitae
2010 Ph.D. Economics (with distinction), Columbia University
2005 B. A. Finance (summa cum laude), Università Bocconi
Academic position and/or Professional activities
Associate Professor of Decision Sciences
2015-current Associate Professor (with tenure), Università Bocconi
2010-2015 Assistant Professor, Università Bocconi
2010-current Affiliate IGIER research center
Research Interests
- Economic Theory
- Applied Mathematics
A Note on Comparative Ambiguity Aversion and Justifiability, with Pierpaolo Battigalli, Fabio Maccheroni, and Massimo Marinacci, Econometrica, forthcoming.
Hilbert A-Modules, with Fabio Maccheroni and Massimo Marinacci, Journal of Mathematical Analysis and Applications, forthcoming.
Conditional Lp-spaces and the Duality of Modules over f-algebras, with Michael Kupper, Fabio Maccheroni, Massimo Marinacci, and Nicolas Vogelpoth, Journal of Mathematical Analysis and Applications, forthcoming.
Mixed Extensions of Decision Problems under Uncertainty, with Pierpaolo Battigalli, Fabio Maccheroni, and Massimo Marinacci, Economic Theory, forthcoming.
Ergodic Theorems for Lower Probabilities, with Fabio Maccheroni and Massimo Marinacci, Proceedings of the American Mathematical Society, forthcoming.
Stochastic Dominance without the Independence Axiom, with Fabio Maccheroni and Massimo Marinacci, Management Science, forthcoming.
Objective Rationality and Uncertainty Averse Preferences, Theoretical Economics, 11, 523-545, 2016.
Put-Call Parity and Market Frictions, with Fabio Maccheroni and Massimo Marinacci, Journal of Economic Theory, 157, 730-762, 2015.
The Structure of Variational Preferences, with Fabio Maccheroni, Massimo Marinacci, and Aldo Rustichini, Journal of Mathematical Economics, 57, 12-19, 2015.
Cautious Expected Utility and the Certainty Effect, with David Dillenberger and Pietro Ortoleva, Econometrica, 83, 693-728, 2015.
Selfconfirming Equilibrium and Model Uncertainty, with Pierpaolo Battigalli, Fabio Maccheroni, and Massimo Marinacci, American Economic Review, 105, 646-677, 2015.
Choquet Integration on Riesz Spaces and Dual Comonotonicity, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Transactions of the American Mathematical Society, 367, 8521-8542, 2015.
Niveloids and Their Extensions: Risk Measures in Small Domains, with Fabio Maccheroni, Massimo Marinacci, and Aldo Rustichini, Journal of Mathematical Analysis and Applications, 413, 343-360, 2014.
Classical Subjective Expected Utility, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Proceedings of the National Academy of Sciences, 110, 6754-6759, 2013.
Ambiguity and Robust Statistics, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Journal of Economic Theory, 148, 974-1049, 2013.
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Journal of Mathematical Economics, 48, 271-283, 2012.
Signed Integral Representations of Comonotonic Additive Functionals, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Journal of Mathematical Analysis and Applications, 385, 895-912, 2012.
Rational Preferences under Ambiguity, with Paolo Ghirardato, Fabio Maccheroni, Massimo Marinacci, and Marciano Siniscalchi, Economic Theory, 48, 341-375, 2011.
Uncertainty Averse Preferences, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Journal of Economic Theory, 146, 1275-1330, 2011.
Complete Monotone Quasiconcave Duality, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Mathematics of Operations Research, 36, 321-339, 2011.
Risk Measures: Rationality and Diversification, with Fabio Maccheroni, Massimo Marinacci, and Luigi Montrucchio, Mathematical Finance, 21, 743-774, 2011.