Publications

Lorenzo Maria Stanca, Emy Lecuyer, Frank Riedel (2024). NEW: Arbitrage Pricing in Convex, Cash-Additive Markets.

Lorenzo Maria Stanca, Giulio Principi, Massimo Marinacci (2024). New version: Recursive Preferences and Ambiguity Attitudes.

Lorenzo Maria Stanca, Francesco Fabbri, Giulio Principi (2024). NEW: Absolute and Relative Ambiguity Attitudes.

Lorenzo Maria Stanca (2024). Working Paper: Restricted Dynamic Consistency.

Lorenzo Maria Stanca, Adam Brandenburger, Paolo Ghirardato, Daniele Pennesi (2024). Working Paper: Event Valence and Subjective Probability.

Lorenzo Maria Stanca, Jodi Dianetti, Frank Riedel (2024). Working Paper: Optimal consumption and investment under relative performance criteria with Epstein-Zin utility.

Lorenzo Maria Stanca, Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio (2024). Working Paper: Affine Gateaux Differentials and the von Mises Statistical Calculus.

Lorenzo Maria Stanca (2024). Working Paper: Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty.

Lorenzo Maria Stanca (2023). Robust Bayesian Choice. Mathematical Social Sciences, 126.

Lorenzo Maria Stanca, Giulio Principi, Mario Ghossoub (2023). Working Paper: A Nonlinear Sandwich Theorem.

Lorenzo Maria Stanca, PeterKlibanoff, Sujoy Mukerji, Kyoungwon Seo (2022). Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity. Journal of Economic Theory, 199.

Lorenzo Maria Stanca (2021). Smooth aggregation of Bayesian experts. Journal of Economic Theory, 196.

Lorenzo Maria Stanca (2020). A simplified approach to subjective expected utility. Journal of Mathematical Economics, 87.

Lorenzo Maria Stanca, Michael Porcellacchia (0001). Coming Soon: Strategic Ambiguity, Moral Hazard, and the Optimal Deterrence Strategy.