Details about Annalisa Fabretti
Access statistics for papers by Annalisa Fabretti.
Last updated 2018-12-07. Update your information in the RePEc Author Service.
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- Convex Incentives in Financial Markets: an Agent-Based Analysis
CEIS Research Paper, Tor Vergata University, CEIS
See also Journal Article in Decisions in Economics and Finance (2017)
- Delegated Portfolio Management under Ambiguity Aversion
CEIS Research Paper, Tor Vergata University, CEIS View citations (1)
- 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 in The European Journal of Finance (2012)
- Recurrence analysis of the NASDAQ crash of April 2000
Papers, arXiv.org View citations (6)
- An Agent Based Model for a Double Auction with Convex Incentives
Journal of Artificial Societies and Social Simulation, 2017, 20, (1), 7 View citations (1)
- Convex incentives in financial markets: an agent-based analysis
Decisions in Economics and Finance, 2017, 40, (1), 375-395
See also Working Paper (2015)
- 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 (30)
- Delegated portfolio management with socially responsible investment constraints
The European Journal of Finance, 2012, 18, (3-4), 293-309 View citations (3)
See also Working Paper (2010)
- 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 (11)
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