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

Working Papers

2023

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

2015

2. 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

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

2010

4. 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

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

2017

2. 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)
3. 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

4. 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 (52)

2012

5. 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

6. 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 (21)

Chapters

2006

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