Details about Annalisa Fabretti
Access statistics for papers by Annalisa Fabretti.
Last updated 2024-10-10. Update your information in the RePEc Author Service.
Short-id: pfa262
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Working Papers
2023
- A Further Look at the Gender Gap in Italian Academic Careers
CEIS Research Paper, Tor Vergata University, CEIS
2015
- Convex Incentives in Financial Markets: an Agent-Based Analysis
CEIS Research Paper, Tor Vergata University, CEIS
See also Journal Article Convex incentives in financial markets: an agent-based analysis, Decisions in Economics and Finance, Springer (2017) (2017)
2014
- Delegated Portfolio Management under Ambiguity Aversion
CEIS Research Paper, Tor Vergata University, CEIS View citations (2)
2010
- Delegated Portfolio Management with Socially Responsible Investment Constraints
Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform View citations (2)
See also Journal Article Delegated portfolio management with socially responsible investment constraints, The European Journal of Finance, Taylor & Francis Journals (2012) View citations (4) (2012)
2005
- Recurrence analysis of the NASDAQ crash of April 2000
Papers, arXiv.org View citations (6)
Journal Articles
2022
- A Dynamical Model for Financial Market: Among Common Market Strategies Who and How Moves the Price to Fluctuate, Inflate, and Burst?
Mathematics, 2022, 10, (5), 1-17 View citations (1)
2017
- An Agent Based Model for a Double Auction with Convex Incentives
Journal of Artificial Societies and Social Simulation, 2017, 20, (1), 7 View citations (2)
- Convex incentives in financial markets: an agent-based analysis
Decisions in Economics and Finance, 2017, 40, (1), 375-395
See also Working Paper Convex Incentives in Financial Markets: an Agent-Based Analysis, CEIS Research Paper (2015) (2015)
2013
- On the problem of calibrating an agent based model for financial markets
Journal of Economic Interaction and Coordination, 2013, 8, (2), 277-293 View citations (50)
2012
- Delegated portfolio management with socially responsible investment constraints
The European Journal of Finance, 2012, 18, (3-4), 293-309 View citations (4)
See also Working Paper Delegated Portfolio Management with Socially Responsible Investment Constraints, Sustainable Investment and Corporate Governance Working Papers (2010) View citations (2) (2010)
2005
- RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. EXAMPLES FROM FINANCIAL MARKET INIDICES
International Journal of Modern Physics C (IJMPC), 2005, 16, (05), 671-706 View citations (20)
Chapters
2006
- Recurrence analysis near the NASDAQ crash of April 2000
Springer View citations (4)
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