26 citations · 26 across the 1 of their papers we have counts for
3 papers
A Canon of Probabilistic Rationality
Simone Cerreia-Vioglio, Per Olov Lindberg, Fabio Maccheroni +2
We prove that a random choice rule satisfies Luce's Choice Axiom if and only if its support is a choice correspondence that satisfies the Weak Axiom of Revealed Preference, thus it…
Axiomatic Tests for the Boltzmann Distribution
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci +1
The Boltzmann distribution describes a single parameter (temperature) family of probability distributions over a state space; at any given temperature, the ratio of probabilities o…
Statistical mechanics of asset markets with private information
Johannes Berg, Matteo Marsili, Aldo Rustichini +1
Traders in a market typically have widely different, private information on the return of an asset. The equilibrium price of the asset may reflect this information more accurately…