annalisa fabretti
annalisa fabretti
Department of Economics and Finance University of Rome Tor Vergata
Email verificata su uniroma2.it
TitoloCitata daAnno
Recurrence plot and recurrence quantification analysis techniques for detecting a critical regime. Examples from financial market inidices
A Fabretti, M Ausloos
International Journal of Modern Physics C 16 (05), 671-706, 2005
922005
On the problem of calibrating an agent based model for financial markets
A Fabretti
Journal of Economic Interaction and Coordination 8 (2), 277-293, 2013
342013
Delegated portfolio management under ambiguity aversion
A Fabretti, S Herzel, M Pınar
Operations Research Letters 42 (2), 190-195, 2014
72014
Delegated portfolio management with socially responsible investment constraints
A Fabretti, S Herzel
The European Journal of Finance 18 (3-4), 293-309, 2012
72012
Recurrence analysis near the NASDAQ crash of April 2000
A Fabretti, M Ausloos
Practical fruits of econophysics, 52-56, 2006
72006
Recurrence analysis of the NASDAQ crash of April 2000
A Fabretti, M Ausloos
arXiv preprint physics/0505170, 2005
62005
Calibration of an agent based model for financial markets
A Fabretti
Highlights in Practical Applications of Agents and Multiagent Systems, 1-8, 2011
52011
Convex incentives in financial markets: an agent-based analysis
A Fabretti, T Grling, S Herzel, M Holmen
Decisions in Economics and Finance 40 (1-2), 375-395, 2017
42017
A Markov chain approach to ABM calibration
A Fabretti
Social Simulation Conference, 2014
42014
Active management of socially responsible portfolios
A Fabretti, S Herzel
Entrepreneurship, finance, governance and ethics, 213-236, 2013
32013
Advances in computational social science and social simulation
FJ Miguel Quesada, F Amblard, JA Barcel, M Madella, C Aguirre, ...
Social Simulation Conference, 2014
22014
Markov chain analysis in agent-based model calibration by classical and simulated minimum distance
A Fabretti
Knowledge and Information Systems 61 (1), 259-276, 2019
12019
An agent based model for a double auction with convex incentives
A Fabretti, S Herzel
Journal of Artificial Societies and Social Simulation 20 (1), 2017
12017
An agent-based model to study the impact of convex incentives on financial markets
A Fabretti, T Grling, S Herzel, M Holmen
International Conference on Practical Applications of Agents and Multi-Agent…, 2016
12016
Corporate social responsibility and responsible investment in Italy: an overview
R Ciciretti, A Fabretti, M Nicolosi
The Routledge Handbook of Responsible Investment, 267-277, 2015
12015
Bayesian-Nash Linear Equilibria for Asymmetrically Informed Imperfect Competitive Investors
R Monte, A Perrotta, A Fabretti
Working Paper, University of Rome Tor Vergata, 2009
12009
Editorial for Topical Issue: Artificial Economics
P D’Orazio, A Fabretti
2018
Corporate social responsibility and responsible investment in Italy
R Ciciretti, A Fabretti, M Nicolosi
The Routledge Handbook of Responsible Investment, 243, 2015
2015
Rational Expectations and Informational Efficiency of Stock Prices January-26-2012
R Monte, A Fabretti, A Perrotta
Perfect or Imperfect Competitors? Market Risk Perception Makes the Difference
R Monte, A Perrotta, A Fabretti
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
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