Publications

Lorenzo Maria Stanca, Giulio Principi, Massimo Marinacci (2026). Recursive Preferences and Ambiguity Attitudes. Accepted for publication in the Journal of Economic Theory (July 2026).

Adam Brandenburger, Paolo Ghirardato, Daniele Pennesi, Lorenzo Maria Stanca (2026). NEW Working Paper: Event Valence and Subjective Probability.

Lorenzo Maria Stanca (2026). NEW Published Paper: Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. Journal of the European Economic Association.

Lorenzo Maria Stanca, Jodi Dianetti, Frank Riedel (2026). Optimal Consumption and Investment under Relative Performance Criteria with Epstein–Zin Utility. Accepted for publication in Finance and Stochastics.

Lorenzo Maria Stanca, Michael Porcellacchia (2026). Coming VERY Soon: Strategic Ambiguity, Moral Hazard, and the Optimal Deterrence Strategy.

Lorenzo Maria Stanca, Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio (2025). NEW Publication: Affine Gateaux Differentials and the von Mises Statistical Calculus. Journal of Mathematical Analysis and Applications.

Lorenzo Maria Stanca (2025). Restricted Dynamic Consistency. Economic Theory.

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

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

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.