12 citations · 37 across the 19 of their papers we have counts for
19 papers
Some Properties of The Finitely Additive Vector Integral
Gianluca Cassese
We prove some results concerning the finitely additive, vector integral of Bochner and Pettis and their representation over a countably additive probability space. Applications to…
Subjective Expected Utility and Psychological Gambles
Gianluca Cassese
We obtain an elementary characterization of expected utility based on a representation of choice in terms of psychological gambles, which requires no assumption other than coherenc…
A Minimax Lemma and its Applications
Gianluca Cassese
We prove an easy version of the minimax theorem with no topological assumption. We deduce from it some domination criteria as well as an application to -summing operators.
Complete and competitive financial markets in a complex world
Gianluca Cassese
We investigate the possibility of completing financial markets in a model with no exogenous probability measure and market imperfections. A necessary and sufficient condition is ob…
Kelley's Theorem and Some Related Results
Gianluca Cassese
We give an elementary proof of Kelley's theorem based on a minimax argument. Some applications to related problems are also developed.
The Projection Problem in Commutative, Positively Ordered Monoids
Gianluca Cassese
We examine the problem of projecting subsets of a commutative, positively ordered monoid into an -ideal. We prove that to this end one may restrict to a sufficient subset, for w…