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Details about Annalisa Fabretti

E-mail:
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 2018-12-07. Update your information in the RePEc Author Service.

Short-id: pfa262


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Working Papers

2015

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

2014

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

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 in The European Journal of Finance (2012)

2005

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

Journal Articles

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 (1)
  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 (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 (30)

2012

  1. Delegated portfolio management with socially responsible investment constraints
    The European Journal of Finance, 2012, 18, (3-4), 293-309 Downloads View citations (3)
    See also Working Paper (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 (11)
 
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