annalisa fabretti
annalisa fabretti
Department of Economics and Finance University of Rome Tor Vergata
Email verificata su uniroma2.it
Titolo
Citata da
Citata da
Anno
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
962005
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
372013
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
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
52017
Calibration of an agent based model for financial markets
A Fabretti
Highlights in Practical Applications of Agents and Multiagent Systems, 1-8, 2011
52011
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
Random distributions via Sequential Quantile Array
A Fabretti, S Leorato
Electronic Journal of Statistics 14 (1), 1611-1647, 2020
2020
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
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
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