Details about Paolo Pellizzari
Access statistics for papers by Paolo Pellizzari.
Last updated 2024-05-07. Update your information in the RePEc Author Service.
Short-id: ppe55
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Working Papers
2024
- Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model
Working Papers, Department of Economics, University of Venice "Ca' Foscari"
2017
- A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results
Working Papers, Department of Economics, University of Venice "Ca' Foscari"
2015
- The Effects of Facebook Discussions on Academic Performance
Working Papers, Department of Economics, University of Venice "Ca' Foscari"
2014
- The simplicity of optimal trading in order book markets
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
- Trade-in programs in the context of technological innovation with herding
Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (2)
See also Chapter Trade-In Programs in the Context of Technological Innovation with Herding, Lecture Notes in Economics and Mathematical Systems, Springer (2015) View citations (2) (2015)
2012
- Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
See also Journal Article Citizenship and power in an agent-based model of tax compliance with public expenditure, Journal of Economic Psychology, Elsevier (2014) View citations (10) (2014)
- Diversification Versus Concentration......... and the Winner Is?
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)
- Does sharing values lead to cooperation? A similarity-based investigation
Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (1)
- Facebook as an academic learning platform: A case study in Mathematics
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
- Sense making and information in an agent-based model of cooperation
Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (1)
See also Chapter Sense making and information in an agent-based model of cooperation, Lecture Notes in Economics and Mathematical Systems, Springer (2012) (2012)
- The Strategic Implementation of an Investment Process in a Funds Management Firm
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (2)
2011
- A Multi-Agent Model of Tax Evasion with Public Expenditure
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (3)
- Optimal trading in a limit order book using linear strategies
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
- Performance Implications of Active Management of Institutional Mutual Funds
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (1)
See also Journal Article Performance implications of active management of institutional mutual funds, Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2015) View citations (3) (2015)
- Time-dependent trading strategies in a continuous double auction
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
See also Chapter Time-Dependent Trading Strategies in a Continuous Double Auction, Lecture Notes in Economics and Mathematical Systems, Springer (2011) (2011)
2010
- Convergence of outcomes and evolution of strategic behavior in double auctions
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (9)
See also Journal Article Convergence of outcomes and evolution of strategic behavior in double auctions, Journal of Evolutionary Economics, Springer (2013) View citations (4) (2013)
2009
- A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)
See also Journal Article A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET, Macroeconomic Dynamics, Cambridge University Press (2012) View citations (12) (2012)
- Allocative efficiency and traders' protection under zero intelligence behavior
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)
See also Chapter Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2011) (2011)
- Mutual funds flows and the "Sheriff of Nottingham" effect
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)
See also Chapter Mutual Funds Flows and the “Sheriff of Nottingham” Effect, Lecture Notes in Economics and Mathematical Systems, Springer (2009) (2009)
- Some effects of transaction taxes under different microstructures
Post-Print, HAL View citations (65)
Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) View citations (11) Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia (2009) View citations (64)
See also Journal Article Some effects of transaction taxes under different microstructures, Journal of Economic Behavior & Organization, Elsevier (2009) View citations (66) (2009)
- The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients
Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney 
See also Journal Article The impact on the pricing process of costly active management and performance chasing clients, Journal of Economic Interaction and Coordination, Springer (2011) View citations (1) (2011)
2008
- The Toll of Subrational Trading in an Agent Based Economy
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
- Zero-Intelligence Trading without Resampling
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (7)
See also Chapter Zero-Intelligence Trading Without Resampling, Lecture Notes in Economics and Mathematical Systems, Springer (2008) View citations (7) (2008)
2007
- Which market protocols facilitate fair trading?
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)
See also Chapter Which Market Protocols Facilitate Fair Trading?, Lecture Notes in Economics and Mathematical Systems, Springer (2007) (2007)
2006
- A comparison of different trading protocols in an agent-based market
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (3)
Also in Computational Economics, University Library of Munich, Germany (2005) 
See also Journal Article A comparison of different trading protocols in an agent-based market, Journal of Economic Interaction and Coordination, Springer (2007) View citations (10) (2007)
- Learning and equilibrium selection in a coordination game with heterogeneous agents
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia 
See also Journal Article Learning and equilibrium selection in a coordination game with heterogeneous agents, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) (2007)
- Simple Market Protocols for Efficient Risk Sharing
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia 
Also in Finance, University Library of Munich, Germany (2005) View citations (4)
See also Journal Article Simple market protocols for efficient risk sharing, Journal of Economic Dynamics and Control, Elsevier (2007) View citations (10) (2007)
- The allocative effectiveness of market protocols under intelligent trading
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (8)
See also Chapter The Allocative Effectiveness of Market Protocols Under Intelligent Trading, Lecture Notes in Economics and Mathematical Systems, Springer (2006) View citations (8) (2006)
2005
- Breeds of risk-adjusted fundamentalist strategies in an order- driven market
Computational Economics, University Library of Munich, Germany 
See also Journal Article Breeds of risk-adjusted fundamentalist strategies in an order-driven market, Physica A: Statistical Mechanics and its Applications, Elsevier (2006) View citations (1) (2006)
2003
- Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets
Computational Economics, University Library of Munich, Germany View citations (34)
See also Journal Article Fundamentalists clashing over the book: a study of order-driven stock markets, Quantitative Finance, Taylor & Francis Journals (2003) View citations (35) (2003)
- Monte Carlo Pricing of American Options Using Nonparametric Regression
Finance, University Library of Munich, Germany View citations (1)
- Static Hedging of Multivariate Derivatives by Simulation
Finance, University Library of Munich, Germany 
See also Journal Article Static hedging of multivariate derivatives by simulation, European Journal of Operational Research, Elsevier (2005) View citations (5) (2005)
2002
- Clashing Fundamentalists and the Dynamics of Price Formation
Computing in Economics and Finance 2002, Society for Computational Economics
- Utility based pricing of contingent claims
Finance, University Library of Munich, Germany View citations (3)
1998
- Efficient Monte Carlo Pricing of Basket Options
Finance, University Library of Munich, Germany View citations (6)
Journal Articles
2022
- Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems
Decisions in Economics and Finance, 2022, 45, (2), 451-480
2021
- A replication of Pindyck’s willingness to pay: on the efforts required to obtain results
SN Business & Economics, 2021, 1, (5), 1-25
2020
- The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index
Economics Letters, 2020, 197, (C) View citations (6)
2019
- Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs
Journal of Economic Interaction and Coordination, 2019, 14, (3), 643-662
2017
- Dynamic patterns in similarity-based cooperation: an agent-based investigation
Journal of Economic Interaction and Coordination, 2017, 12, (1), 121-141
2015
- OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES
Advances in Complex Systems (ACS), 2015, 18, (05n06), 1-16
- Performance implications of active management of institutional mutual funds
Accounting and Finance, 2015, 55, (1), 1-27 View citations (3)
See also Working Paper Performance Implications of Active Management of Institutional Mutual Funds, Working Paper Series (2011) View citations (1) (2011)
- Simulation in management accounting and management control: editorial
Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, 2015, 26, (2), 95-98
2014
- Citizenship and power in an agent-based model of tax compliance with public expenditure
Journal of Economic Psychology, 2014, 40, (C), 35-48 View citations (10)
See also Working Paper Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure, Working Papers (2012) View citations (1) (2012)
2013
- Convergence of outcomes and evolution of strategic behavior in double auctions
Journal of Evolutionary Economics, 2013, 23, (3), 513-538 View citations (4)
See also Working Paper Convergence of outcomes and evolution of strategic behavior in double auctions, Working Papers (2010) View citations (9) (2010)
2012
- A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET
Macroeconomic Dynamics, 2012, 16, (4), 556-575 View citations (12)
See also Working Paper A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market, Research Paper Series (2009) View citations (1) (2009)
2011
- The impact on the pricing process of costly active management and performance chasing clients
Journal of Economic Interaction and Coordination, 2011, 6, (1), 61-82 View citations (1)
See also Working Paper The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients, Working Paper Series (2009) (2009)
2009
- Some effects of transaction taxes under different microstructures
Journal of Economic Behavior & Organization, 2009, 72, (3), 850-863 View citations (66)
See also Working Paper Some effects of transaction taxes under different microstructures, Post-Print (2009) View citations (65) (2009)
2007
- A comparison of different trading protocols in an agent-based market
Journal of Economic Interaction and Coordination, 2007, 2, (1), 27-43 View citations (10)
See also Working Paper A comparison of different trading protocols in an agent-based market, Working Papers (2006) View citations (3) (2006)
- Learning and equilibrium selection in a coordination game with heterogeneous agents
Physica A: Statistical Mechanics and its Applications, 2007, 380, (C), 519-527 
See also Working Paper Learning and equilibrium selection in a coordination game with heterogeneous agents, Working Papers (2006) (2006)
- Simple market protocols for efficient risk sharing
Journal of Economic Dynamics and Control, 2007, 31, (11), 3568-3590 View citations (10)
See also Working Paper Simple Market Protocols for Efficient Risk Sharing, Working Papers (2006) (2006)
2006
- Breeds of risk-adjusted fundamentalist strategies in an order-driven market
Physica A: Statistical Mechanics and its Applications, 2006, 359, (C), 619-633 View citations (1)
See also Working Paper Breeds of risk-adjusted fundamentalist strategies in an order- driven market, Computational Economics (2005) (2005)
2005
- Static hedging of multivariate derivatives by simulation
European Journal of Operational Research, 2005, 166, (2), 507-519 View citations (5)
See also Working Paper Static Hedging of Multivariate Derivatives by Simulation, Finance (2003) (2003)
2003
- Fundamentalists clashing over the book: a study of order-driven stock markets
Quantitative Finance, 2003, 3, (6), 470-480 View citations (35)
See also Working Paper Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets, Computational Economics (2003) View citations (34) (2003)
2002
- Utility based pricing of contingent claims in incomplete markets
Applied Mathematical Finance, 2002, 9, (4), 241-260 View citations (3)
2001
- Efficient Monte Carlo pricing of European options¶using mean value control variates
Decisions in Economics and Finance, 2001, 24, (2), 107-126 View citations (11)
Edited books
2010
- Progress in Artificial Economics
Lecture Notes in Economics and Mathematical Systems, Springer View citations (13)
Chapters
2015
- Trade-In Programs in the Context of Technological Innovation with Herding
Springer View citations (2)
See also Working Paper Trade-in programs in the context of technological innovation with herding, Venice School of Management - Department of Management, Università Ca' Foscari Venezia (2014) View citations (2) (2014)
2014
- Tax Enforcement in an Agent-Based Model with Endogenous Audits
Springer
2012
- Sense making and information in an agent-based model of cooperation
Springer
See also Working Paper Sense making and information in an agent-based model of cooperation, Venice School of Management - Department of Management, Università Ca' Foscari Venezia (2012) View citations (1) (2012)
2011
- Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior
Springer
See also Working Paper Allocative efficiency and traders' protection under zero intelligence behavior, Department of Applied Mathematics, Università Ca' Foscari Venezia (2009) View citations (1) (2009)
- Time-Dependent Trading Strategies in a Continuous Double Auction
Springer
See also Working Paper Time-dependent trading strategies in a continuous double auction, Department of Economics, University of Venice "Ca' Foscari" (2011) View citations (1) (2011)
2009
- Mutual Funds Flows and the “Sheriff of Nottingham” Effect
Springer
See also Working Paper Mutual funds flows and the "Sheriff of Nottingham" effect, Department of Applied Mathematics, Università Ca' Foscari Venezia (2009) View citations (1) (2009)
2008
- Zero-Intelligence Trading Without Resampling
Springer View citations (7)
See also Working Paper Zero-Intelligence Trading without Resampling, Department of Applied Mathematics, Università Ca' Foscari Venezia (2008) View citations (7) (2008)
2007
- Which Market Protocols Facilitate Fair Trading?
Springer
See also Working Paper Which market protocols facilitate fair trading?, Department of Applied Mathematics, Università Ca' Foscari Venezia (2007) View citations (1) (2007)
2006
- The Allocative Effectiveness of Market Protocols Under Intelligent Trading
Springer View citations (8)
See also Working Paper The allocative effectiveness of market protocols under intelligent trading, Department of Applied Mathematics, Università Ca' Foscari Venezia (2006) View citations (8) (2006)
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