Details about Pietro Dindo

Access statistics for papers by Pietro Dindo.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pdi138

Working Papers

2020

1. Risk pooling, leverage, and the business cycle
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
   Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2019) View citations (2)
   CESifo Working Paper Series, CESifo (2019) View citations (1)

2019

2. On the Evolution of Norms in Strategic Environments
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)

2018

3. Momentum and Reversal in Financial Markets with Persistent Heterogeneity
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
   Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2018) View citations (2)
   See also Journal Article Momentum and reversal in financial markets with persistent heterogeneity, Annals of Finance, Springer (2019) View citations (10) (2019)
4. The Wisdom of the Crowd in Dynamic Economies
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (5)

2017

5. Asset prices and wealth dynamics in a financial market with endogenous liquidation risk
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
   Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2017)

2015

6. Drift criteria for persistence of discrete stochastic processes on the line with examples of application
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (13)
7. Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (5)
   See also Journal Article Long-run heterogeneity in an exchange economy with fixed-mix traders, Economic Theory, Springer (2018) View citations (22) (2018)
8. Survival in Speculative Markets
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (7)
   See also Journal Article Survival in speculative markets, Journal of Economic Theory, Elsevier (2019) View citations (16) (2019)

2011

9. Selection in asset markets: the good, the bad, and the unknown
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (1)
   See also Journal Article Selection in asset markets: the good, the bad, and the unknown, Journal of Evolutionary Economics, Springer (2013) View citations (14) (2013)

2010

10. A class of evolutionary model for participation games with negative feedback
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2010)
    See also Journal Article A Class of Evolutionary Models for Participation Games with Negative Feedback, Computational Economics, Springer (2011) View citations (21) (2011)
11. Evolution and market behavior with endogenous investment rules
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (19)
    See also Journal Article Evolution and market behavior with endogenous investment rules, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (28) (2014)

2009

12. Wealth-driven Selection in a Financial Market with Heterogeneous Agents
    Post-Print, HAL View citations (2)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2007) View citations (13)
    See also Journal Article Wealth-driven selection in a financial market with heterogeneous agents, Journal of Economic Behavior & Organization, Elsevier (2010) View citations (39) (2010)

2008

13. An evolutionary model of firms location with technological externalities
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (1)
    See also Chapter An Evolutionary Model of Firms’ Location with Technological Externalities, Chapters, Edward Elgar Publishing (2010) View citations (1) (2010)
14. Localized technological externalities and the geographical distribution of firms
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (5)

2007

15. Wealth Selection in a Financial Market with Heterogeneous Agents
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)

2006

16. A Behavioral Model for Participation Games with Negative Feedback
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (4)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2006) View citations (4)
17. Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
    See also Chapter Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model, Lecture Notes in Economics and Mathematical Systems, Springer (2006) View citations (2) (2006)
18. Informational differences and learning in an asset market with boundedly rational agents
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
    See also Journal Article Informational differences and learning in an asset market with boundedly rational agents, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (18) (2008)

2005

19. Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

2004

20. A tractable evolutionary model for the Minority Game with asymmetric payoffs
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
    See also Journal Article A tractable evolutionary model for the Minority Game with asymmetric payoffs, Physica A: Statistical Mechanics and its Applications, Elsevier (2005) View citations (2) (2005)
21. An evolutionary approach to the El Farol game
    Computing in Economics and Finance 2004, Society for Computational Economics

Journal Articles

2021

1. Portfolio insurers and constant weight traders: who will survive?
   Quantitative Finance, 2021, 21, (12), 1993-2004 View citations (1)

2019

2. Momentum and reversal in financial markets with persistent heterogeneity
   Annals of Finance, 2019, 15, (4), 455-487 View citations (10)
   See also Working Paper Momentum and Reversal in Financial Markets with Persistent Heterogeneity, Working Papers (2018) View citations (2) (2018)
3. Survival in speculative markets
   Journal of Economic Theory, 2019, 181, (C), 1-43 View citations (16)
   See also Working Paper Survival in Speculative Markets, LEM Papers Series (2015) View citations (7) (2015)

2018

4. Asset prices and wealth dynamics in a financial market with random demand shocks
   Journal of Economic Dynamics and Control, 2018, 95, (C), 187-210
5. Long-run heterogeneity in an exchange economy with fixed-mix traders
   Economic Theory, 2018, 66, (2), 407-447 View citations (22)
   See also Working Paper Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders, LEM Papers Series (2015) View citations (5) (2015)

2014

6. Evolution and market behavior with endogenous investment rules
   Journal of Economic Dynamics and Control, 2014, 48, (C), 121-146 View citations (28)
   See also Working Paper Evolution and market behavior with endogenous investment rules, LEM Papers Series (2010) View citations (19) (2010)

2013

7. Evolution and market behavior in economics and finance: introduction to the special issue
   Journal of Evolutionary Economics, 2013, 23, (3), 507-512 View citations (3)
8. GLOBALIZING KNOWLEDGE: HOW TECHNOLOGICAL OPENNESS AFFECTS OUTPUT, SPATIAL INEQUALITY, AND WELFARE LEVELS
   Journal of Regional Science, 2013, 53, (4), 631-655 View citations (5)
9. Selection in asset markets: the good, the bad, and the unknown
   Journal of Evolutionary Economics, 2013, 23, (3), 641-661 View citations (14)
   See also Working Paper Selection in asset markets: the good, the bad, and the unknown, LEM Papers Series (2011) View citations (1) (2011)

2011

10. A Class of Evolutionary Models for Participation Games with Negative Feedback
    Computational Economics, 2011, 37, (3), 267-300 View citations (21)
    See also Working Paper A class of evolutionary model for participation games with negative feedback, CeNDEF Working Papers (2010) (2010)

2010

11. Wealth-driven selection in a financial market with heterogeneous agents
    Journal of Economic Behavior & Organization, 2010, 73, (3), 327-358 View citations (39)
    See also Working Paper Wealth-driven Selection in a Financial Market with Heterogeneous Agents, Post-Print (2009) View citations (2) (2009)

2008

12. Informational differences and learning in an asset market with boundedly rational agents
    Journal of Economic Dynamics and Control, 2008, 32, (5), 1432-1465 View citations (18)
    See also Working Paper Informational differences and learning in an asset market with boundedly rational agents, CeNDEF Working Papers (2006) (2006)

2006

13. Adaptive rational equilibrium with forward looking agents
    International Journal of Economic Theory, 2006, 2, (3‐4), 241-278 View citations (18)

2005

14. A tractable evolutionary model for the Minority Game with asymmetric payoffs
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 110-118 View citations (2)
    See also Working Paper A tractable evolutionary model for the Minority Game with asymmetric payoffs, CeNDEF Working Papers (2004) (2004)

Chapters

2010

1. An Evolutionary Model of Firms’ Location with Technological Externalities
   Chapter 24 in The Handbook of Evolutionary Economic Geography, 2010 View citations (1)
   See also Working Paper An evolutionary model of firms location with technological externalities, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2008) View citations (1) (2008)

2006

2. Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model
   Springer View citations (2)
   See also Working Paper Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2006) View citations (2) (2006)