Author pages are created from data sourced from our academic publisher partnerships and public sources.

- Publications
- Influence

Core and equilibria under ambiguity

- L. Castro, M. Pesce, N. Yannelis
- Economics
- 29 July 2011

This paper introduces new core and Walrasian equilibrium notions for an asymmetric information economy with non-expected utility preferences. We prove existence and incentive compatibility results… Expand

A Note on the Private Core and Coalitional Fairness under Asymmetric Information

- Maria Gabriella Graziano, Marialaura Pesce
- Mathematics
- 22 April 2010

We study relations among Walrasian expectations allocations, coalitional fair allocations and the private core of economies with uncertainty and asymmetric information. Our analysis covers finite… Expand

On mixed markets with asymmetric information

- Marialaura Pesce
- Economics
- 1 October 2010

In asymmetric information exchange economies involving both non-negligible and negligible agents, one should expect the failure of the private Core-Walras Equivalence Theorem. This paper shows that… Expand

Fairness Properties of Constrained Market Equilibria

- C. Donnini, M. Graziano, M. Pesce
- Economics
- 23 January 2010

This paper studies the notion of fairness in pure exchange economies involving uncertainty and asymmetric information. We propose a new concept of coalitional fair allocation in order to solve the… Expand

- 5
- 1

Mixed Markets with Public Goods

- A. Basile, M. Graziano, M. Pesce
- Economics
- 2010

We use a mixed market model for analyzing economies with public projects in which the condition of perfect competition is violated. We discuss core-equivalence results in the general framework of… Expand

- 5

A New Perspective on Rational Expectations

- Luciano Irineu de Castro, Marialaura Pesce, Nicholas C. Yannelis
- Economics
- 2013

A central problem of rational expectations equilibrium (REE) theory is that a REE may fail to exist. This failure is known since Kreps (1977). The influential papers of Radner (1979) and Allen (1981)… Expand

- 7

A new perspective to rational expectations: maximin rational expectations equilibrium ⁄

- L. Castro, M. Pesce, N. Yannelis
- Economics
- 2011

We introduce a new notion of rational expectations equilibrium (REE) called maximin rational expectations equilibrium (MREE), which is based on the maximin expected utility (MEU) formulation. In… Expand

- 22

The EGNOS Service to Provide Ground Based Access to EGNOS – EDAS Beta Test Findings

- R. Blasi, Gian Gherardo Calini, +5 authors Marialaura Pesce
- Computer Science
- 24 September 2010

- 1

Incentive compatibility with interdependent preferences

- Marialaura Pesce, Nicholas C. Yannelis
- Economics
- 1 March 2012

We introduce new concepts of incentive compatibility and efficiency for a differential information economy with interdependent preferences. Using the new definitions, we provide theorems on the… Expand

Rational Expectations Equilibrium Under Ambiguity∗

- L. Castro, M. Pesce, N. Yannelis
- 2015

Rational expectations equilibrium (REE) seeks a proper treatment of behavior under private information by assuming that the information revealed by prices is taken into account by agents in their… Expand

- 1