Publications

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

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 (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.