Paolo Pellizzari
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Paolo |
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Pellizzari |
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Affiliations
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Università Ca' Foscari Venezia
/ Dipartimento di Economia
Research profile
author of:
- Performance implications of active management of institutional mutual funds (RePEc:bla:acctfi:v:55:y:2015:i:1:p:1-27)
by Ron Bird & Paolo Pellizzari & Danny Yeung & David Gallagher - A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market (RePEc:cup:macdyn:v:16:y:2012:i:04:p:556-575_00)
by Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo - Simple market protocols for efficient risk sharing (RePEc:eee:dyncon:v:31:y:2007:i:11:p:3568-3590)
by LiCalzi, Marco & Pellizzari, Paolo - The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index (RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303669)
by Donadelli, Michael & Gufler, Ivan & Pellizzari, Paolo - Static hedging of multivariate derivatives by simulation (RePEc:eee:ejores:v:166:y:2005:i:2:p:507-519)
by Pellizzari, P. - Some effects of transaction taxes under different microstructures (RePEc:eee:jeborg:v:72:y:2009:i:3:p:850-863)
by Pellizzari, Paolo & Westerhoff, Frank - Citizenship and power in an agent-based model of tax compliance with public expenditure (RePEc:eee:joepsy:v:40:y:2014:i:c:p:35-48)
by Pellizzari, Paolo & Rizzi, Dino - Breeds of risk-adjusted fundamentalist strategies in an order-driven market (RePEc:eee:phsmap:v:359:y:2006:i:c:p:619-633)
by LiCalzi, Marco & Pellizzari, Paolo - Learning and equilibrium selection in a coordination game with heterogeneous agents (RePEc:eee:phsmap:v:380:y:2007:i:c:p:519-527)
by Fogale, Alberto & Pellizzari, Paolo & Warglien, Massimo - Some effects of transaction taxes under different microstructures (RePEc:hal:journl:hal-00727590)
by Paolo Pellizzari & Frank Westerhoff - Clashing Fundamentalists and the Dynamics of Price Formation (RePEc:sce:scecf2:95)
by M. LiCalzi & P. Pellizzari - Efficient Monte Carlo pricing of European options¶using mean value control variates (RePEc:spr:decfin:v:24:y:2001:i:2:p:107-126)
by P. Pellizzari - Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems (RePEc:spr:decfin:v:45:y:2022:i:2:d:10.1007_s10203-022-00372-z)
by Rosario Maggistro & Paolo Pellizzari & Elena Sartori & Marco Tolotti - Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior (RePEc:spr:dymchp:978-3-642-16943-4_2)
by Marco LiCalzi & Lucia Milone & Paolo Pellizzari - Dynamic patterns in similarity-based cooperation: an agent-based investigation (RePEc:spr:jeicoo:v:12:y:2017:i:1:d:10.1007_s11403-015-0155-7)
by Caterina Cruciani & Anna Moretti & Paolo Pellizzari - Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs (RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-018-0233-8)
by Danilo Liuzzi & Paolo Pellizzari & Marco Tolotti - A comparison of different trading protocols in an agent-based market (RePEc:spr:jeicoo:v:2:y:2007:i:1:p:27-43)
by Paolo Pellizzari & Arianna Forno - The impact on the pricing process of costly active management and performance chasing clients (RePEc:spr:jeicoo:v:6:y:2011:i:1:p:61-82)
by Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley - Simulation in management accounting and management control: editorial (RePEc:spr:jmgtco:v:26:y:2015:i:2:p:95-98)
by Paolo Pellizzari & Friederike Wall - Convergence of outcomes and evolution of strategic behavior in double auctions (RePEc:spr:joevec:v:23:y:2013:i:3:p:513-538)
by Shira Fano & Marco LiCalzi & Paolo Pellizzari - Tax Enforcement in an Agent-Based Model with Endogenous Audits (RePEc:spr:lnechp:978-3-319-00912-4_4)
by Susanna Calimani & Paolo Pellizzari - Trade-In Programs in the Context of Technological Innovation with Herding (RePEc:spr:lnechp:978-3-319-09578-3_18)
by Paolo Pellizzari & Elena Sartori & Marco Tolotti - The Allocative Effectiveness of Market Protocols Under Intelligent Trading (RePEc:spr:lnechp:978-3-540-37249-3_2)
by Marco LiCalzi & Paolo Pellizzari - Zero-Intelligence Trading Without Resampling (RePEc:spr:lnechp:978-3-540-70556-7_1)
by Marco LiCalzi & Paolo Pellizzari - Which Market Protocols Facilitate Fair Trading? (RePEc:spr:lnechp:978-3-540-73135-1_6)
by Marco LiCalzi & Paolo Pellizzari - Mutual Funds Flows and the “Sheriff of Nottingham” Effect (RePEc:spr:lnechp:978-3-642-02956-1_10)
by Lucia Milone & Paolo Pellizzari - Time-Dependent Trading Strategies in a Continuous Double Auction (RePEc:spr:lnechp:978-3-642-21108-9_14)
by Shira Fano & Paolo Pellizzari - Sense making and information in an agent-based model of cooperation (RePEc:spr:lnechp:978-3-642-31301-1_11)
by Caterina Cruciani & Anna Moretti & Paolo Pellizzari - Progress in Artificial Economics (RePEc:spr:lnecms:978-3-642-13947-5)
by None - A replication of Pindyck’s willingness to pay: on the efforts required to obtain results (RePEc:spr:snbeco:v:1:y:2021:i:5:d:10.1007_s43546-021-00069-2)
by Luca Gerotto & Paolo Pellizzari - Utility based pricing of contingent claims in incomplete markets (RePEc:taf:apmtfi:v:9:y:2002:i:4:p:241-260)
by Andrea Gam & Paolo Pellizzari - Fundamentalists clashing over the book: a study of order-driven stock markets (RePEc:taf:quantf:v:3:y:2003:i:6:p:470-480)
by Marco Licalzi & Paolo Pellizzari - Performance Implications of Active Management of Institutional Mutual Funds (RePEc:uts:pwcwps:13)
by Ron Bird & Paolo Pellizzari & Danny Yeung - The Strategic Implementation of an Investment Process in a Funds Management Firm (RePEc:uts:pwcwps:17)
by Ron Bird & Paolo Pellizzari & Danny Yeung & Paul Woolley - Diversification Versus Concentration ......... and the Winner Is? (RePEc:uts:pwcwps:18)
by Danny Yeung & Paolo Pellizzari & Ron Bird & Sazali Abidin - The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients (RePEc:uts:pwcwps:3)
by Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley - Some Effects of Transaction Taxes Under Different Microstructures (RePEc:uts:rpaper:212)
by Paolo Pelizzari & Frank Westerhoff - The Toll of Subrational Trading in an Agent Based Economy (RePEc:uts:rpaper:217)
by Paolo Pellizzari - A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market (RePEc:uts:rpaper:251)
by Carl Chiarella & Xue-Zhong He & Paolo Pellizzari - Time-dependent trading strategies in a continuous double auction (RePEc:ven:wpaper:2011_03)
by Shira Fano & Paolo Pellizzari - A Multi-Agent Model of Tax Evasion with Public Expenditure (RePEc:ven:wpaper:2011_15)
by Paolo Pellizzari & Dino Rizzi - Optimal trading in a limit order book using linear strategies (RePEc:ven:wpaper:2011_16)
by Paolo Pellizzari - Facebook as an academic learning platform: A case study in Mathematics (RePEc:ven:wpaper:2012_01)
by Paolo Pellizzari - Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure (RePEc:ven:wpaper:2012_24)
by Paolo Pellizzari & Dino Rizzi - The simplicity of optimal trading in order book markets (RePEc:ven:wpaper:2014:05)
by Paolo Pellizzari & Dan Ladley - The Effects of Facebook Discussions on Academic Performance (RePEc:ven:wpaper:2015:28)
by Shira Fano & Paolo Pellizzari - A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results (RePEc:ven:wpaper:2017:27)
by Luca Gerotto & Paolo Pellizzari - Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model (RePEc:ven:wpaper:2024:03)
by Paolo Pellizzari - The allocative effectiveness of market protocols under intelligent trading (RePEc:vnm:wpaper:134)
by Marco LiCalzi & Paolo Pellizzari - Learning and equilibrium selection in a coordination game with heterogeneous agents (RePEc:vnm:wpaper:135)
by Alberto Fogale & Paolo Pellizzari & Massimo Warglien - Simple Market Protocols for Efficient Risk Sharing (RePEc:vnm:wpaper:136)
by Marco LiCalzi & Paolo Pellizzari - A comparison of different trading protocols in an agent-based market (RePEc:vnm:wpaper:140)
by Paolo Pellizzari & Arianna Dal Forno - Which market protocols facilitate fair trading? (RePEc:vnm:wpaper:151)
by Marco LiCalzi & Paolo Pellizzari - Zero-Intelligence Trading without Resampling (RePEc:vnm:wpaper:164)
by Marco LiCalzi & Paolo Pellizzari - Allocative efficiency and traders' protection under zero intelligence behavior (RePEc:vnm:wpaper:168)
by Marco LiCalzi & Lucia Milone & Paolo Pellizzari - Mutual funds flows and the "Sheriff of Nottingham" effect (RePEc:vnm:wpaper:188)
by Lucia Milone & Paolo Pellizzari - Some effects of transaction taxes under different microstructures (RePEc:vnm:wpaper:190)
by Paolo Pellizzari & Frank Westerhoff - Convergence of outcomes and evolution of strategic behavior in double auctions (RePEc:vnm:wpaper:196)
by Shira Fano & Marco Li Calzi & Paolo Pellizzari - Does sharing values lead to cooperation? A similarity-based investigation (RePEc:vnm:wpdman:14)
by Caterina Cruciani & Anna Moretti & Paolo Pellizzari - Sense making and information in an agent-based model of cooperation (RePEc:vnm:wpdman:27)
by Caterina Cruciani & Anna Moretti & Paolo Pellizzari - Trade-in programs in the context of technological innovation with herding (RePEc:vnm:wpdman:75)
by Paolo Pellizzari & Elena Sartori & Marco Tolotti - Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets (RePEc:wpa:wuwpco:0207001)
by Marco LiCalzi & Paolo Pellizzari - Breeds of risk-adjusted fundamentalist strategies in an order- driven market (RePEc:wpa:wuwpco:0506001)
by Marco LiCalzi & Paolo Pellizzari - A comparison of different trading protocols in an agent-based market (RePEc:wpa:wuwpco:0511001)
by Paolo Pellizzari & Arianna Dal Forno - Monte Carlo Pricing of American Options Using Nonparametric Regression (RePEc:wpa:wuwpfi:0207007)
by Pizzi Claudio & Pellizzari Paolo - Static Hedging of Multivariate Derivatives by Simulation (RePEc:wpa:wuwpfi:0311013)
by Paolo Pellizzari - Simple market protocols for efficient risk sharing (RePEc:wpa:wuwpfi:0504019)
by Marco LiCalzi & Paolo Pellizzari - Efficient Monte Carlo Pricing of Basket Options (RePEc:wpa:wuwpfi:9801001)
by P. Pellizzari - Utility based pricing of contingent claims (RePEc:wpa:wuwpfi:9902003)
by A. Gamba & P. Pellizzari - Optimal Policies In Two-Step Binary Games Under Social Pressure And Limited Resources (RePEc:wsi:acsxxx:v:18:y:2015:i:05n06:n:s0219525915500204)
by Paolo Pellizzari & Elena Sartori & Marco Tolotti