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Details about Annalisa Fabretti

Workplace:Dipartimento di Economia e Finanza (Department of Economics and Finance), Facoltà di Economia (Faculty of Economics), Università degli Studi di Roma "Tor Vergata" (Tor Vergata University of Rome), (more information at EDIRC)

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

  1. A Further Look at the Gender Gap in Italian Academic Careers
    CEIS Research Paper, Tor Vergata University, CEIS Downloads

2015

  1. Convex Incentives in Financial Markets: an Agent-Based Analysis
    CEIS Research Paper, Tor Vergata University, CEIS Downloads
    See also Journal Article Convex incentives in financial markets: an agent-based analysis, Decisions in Economics and Finance, Springer (2017) Downloads (2017)

2014

  1. Delegated Portfolio Management under Ambiguity Aversion
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (2)

2010

  1. Delegated Portfolio Management with Socially Responsible Investment Constraints
    Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform Downloads View citations (2)
    See also Journal Article Delegated portfolio management with socially responsible investment constraints, The European Journal of Finance, Taylor & Francis Journals (2012) Downloads View citations (4) (2012)

2005

  1. Recurrence analysis of the NASDAQ crash of April 2000
    Papers, arXiv.org Downloads View citations (6)

Journal Articles

2022

  1. 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 Downloads View citations (1)

2017

  1. An Agent Based Model for a Double Auction with Convex Incentives
    Journal of Artificial Societies and Social Simulation, 2017, 20, (1), 7 Downloads View citations (2)
  2. Convex incentives in financial markets: an agent-based analysis
    Decisions in Economics and Finance, 2017, 40, (1), 375-395 Downloads
    See also Working Paper Convex Incentives in Financial Markets: an Agent-Based Analysis, CEIS Research Paper (2015) Downloads (2015)

2013

  1. On the problem of calibrating an agent based model for financial markets
    Journal of Economic Interaction and Coordination, 2013, 8, (2), 277-293 Downloads View citations (50)

2012

  1. Delegated portfolio management with socially responsible investment constraints
    The European Journal of Finance, 2012, 18, (3-4), 293-309 Downloads View citations (4)
    See also Working Paper Delegated Portfolio Management with Socially Responsible Investment Constraints, Sustainable Investment and Corporate Governance Working Papers (2010) Downloads View citations (2) (2010)

2005

  1. 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 Downloads View citations (20)

Chapters

2006

  1. Recurrence analysis near the NASDAQ crash of April 2000
    Springer View citations (4)
 
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