annalisa fabretti
Names
| first: | annalisa |
| last: | fabretti |
Identifer
| RePEc Short-ID: | pfa262 |
Contact
Affiliations
-
Università degli Studi di Roma "Tor Vergata"
/ Facoltà di Economia
/ Dipartimento di Economia e Finanza
- EDIRC entry
- location:
Research profile
author of:
- Recurrence analysis of the NASDAQ crash of April 2000 (RePEc:arx:papers:physics/0505170)
by Annalisa Fabretti & Marcel Ausloos - A Dynamical Model for Financial Market: Among Common Market Strategies Who and How Moves the Price to Fluctuate, Inflate, and Burst? (RePEc:gam:jmathe:v:10:y:2022:i:5:p:679-:d:755921)
by Annalisa Fabretti - Delegated Portfolio Management with Socially Responsible Investment Constraints (RePEc:hhb:sicgwp:2010_007)
by Fabretti, Annalisa & Herzel, Stefano - An Agent Based Model for a Double Auction with Convex Incentives (RePEc:jas:jasssj:2016-39-4)
by Annalisa Fabretti & Stefano Herzel - Delegated Portfolio Management under Ambiguity Aversion (RePEc:rtv:ceisrp:304)
by Annalisa Fabretti & Stefano Herzel & Mustafa C. Pinar - Convex Incentives in Financial Markets: an Agent-Based Analysis (RePEc:rtv:ceisrp:337)
by Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen - A Further Look at the Gender Gap in Italian Academic Careers (RePEc:rtv:ceisrp:570)
by Marianna Brunetti & Annalisa Fabretti & Mariangela Zoli - Convex incentives in financial markets: an agent-based analysis (RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0200-1)
by Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen - On the problem of calibrating an agent based model for financial markets (RePEc:spr:jeicoo:v:8:y:2013:i:2:p:277-293)
by Annalisa Fabretti - Recurrence analysis near the NASDAQ crash of April 2000 (RePEc:spr:sprchp:978-4-431-28915-9_8)
by Annalisa Fabretti & Marcel Ausloos - Delegated portfolio management with socially responsible investment constraints (RePEc:taf:eurjfi:v:18:y:2012:i:3-4:p:293-309)
by A. Fabretti & S. Herzel - Recurrence Plot And Recurrence Quantification Analysis Techniques For Detecting A Critical Regime. Examples From Financial Market Inidices (RePEc:wsi:ijmpcx:v:16:y:2005:i:05:n:s0129183105007492)
by A. Fabretti & M. Ausloos