Filippo Massari

Filippo Massari

University of East Anglia

H-index: 8

Europe-United Kingdom

About Filippo Massari

Filippo Massari, With an exceptional h-index of 8 and a recent h-index of 7 (since 2020), a distinguished researcher at University of East Anglia, specializes in the field of Asset Pricing, Non-Bayesian Learning, Decision Theory, Behavioral Finance, MDL..

His recent articles reflect a diverse array of research interests and contributions to the field:

Market selection under stereotypes

The market test

Rational beliefs when the truth is not an option

What should economic agents learn in misspecified environments?

Price probabilities: A class of bayesian and non-bayesian prediction rules

When does ambiguity fade away?

Symbiotic relationship in financial markets: commensalism, mutualism, and parasitism

Learning and equilibrium in misspecified models

Filippo Massari Information

University

Position

___

Citations(all)

176

Citations(since 2020)

136

Cited By

101

hIndex(all)

8

hIndex(since 2020)

7

i10Index(all)

7

i10Index(since 2020)

5

Email

University Profile Page

University of East Anglia

Google Scholar

View Google Scholar Profile

Filippo Massari Skills & Research Interests

Asset Pricing

Non-Bayesian Learning

Decision Theory

Behavioral Finance

MDL.

Top articles of Filippo Massari

Title

Journal

Author(s)

Publication Date

Market selection under stereotypes

Available at SSRN 4740292

Daniele Giachini

Filippo Massari

2024/2/27

The market test

Available at SSRN 4615041

Filippo Massari

2023/10/27

Rational beliefs when the truth is not an option

Filippo Massari

Jonathan Newton

2023/10/23

What should economic agents learn in misspecified environments?

Available at SSRN 4005854

Filippo Massari

Jonathan Newton

2022

Price probabilities: A class of bayesian and non-bayesian prediction rules

Economic Theory

Filippo Massari

2021/7

When does ambiguity fade away?

Economics Letters

Filippo Massari

Jonathan Newton

2020/9/1

Symbiotic relationship in financial markets: commensalism, mutualism, and parasitism

Filippo Massari

2020

Learning and equilibrium in misspecified models

Available at SSRN 3473630

Filippo Massari

Jonathan Newton

2020/6/30

The Wisdom of the Crowd in Dynamic Economies

Theoretical Economics

Pietro Dindo

Filippo Massari

2020/11

Under-reaction: Irrational behavior or robust response to model misspecification?

Available at SSRN 3636136

Filippo Massari

2020/6/26

On the survival of agents that under-react to information

Filippo Massari

2020/6/19

Ambiguity, robust statistical decisions, and Raiffa’s critique

Filippo Massari

2020/3/6

On the survival of ambiguity averse traders

Filippo Massari

2020

See List of Professors in Filippo Massari University(University of East Anglia)

Co-Authors

H-index: 17
Matthias Pelster

Matthias Pelster

Universität Paderborn

H-index: 15
Jonathan Newton

Jonathan Newton

Kyoto University

H-index: 10
Pietro Dindo

Pietro Dindo

Università Ca' Foscari di Venezia

H-index: 7
Bastian Breitmayer

Bastian Breitmayer

Queensland University of Technology

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