关注
annalisa fabretti
annalisa fabretti
Department of Economics and Finance University of Rome Tor Vergata
在 uniroma2.it 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
1362005
On the problem of calibrating an agent based model for financial markets
A Fabretti
Journal of Economic Interaction and Coordination 8, 277-293, 2013
902013
Delegated portfolio management with socially responsible investment constraints
A Fabretti, S Herzel
The European Journal of Finance 18 (3-4), 293-309, 2012
132012
Delegated portfolio management under ambiguity aversion
A Fabretti, S Herzel, MÇ Pınar
Operations Research Letters 42 (2), 190-195, 2014
112014
Convex incentives in financial markets: an agent-based analysis
A Fabretti, T Gärling, S Herzel, M Holmen
Decisions in Economics and Finance 40, 375-395, 2017
82017
A dynamical model for financial market: Among common market strategies who and how moves the price to fluctuate, inflate, and burst?
A Fabretti
Mathematics 10 (5), 679, 2022
72022
Recurrence analysis near the NASDAQ crash of April 2000
A Fabretti, M Ausloos
Practical Fruits of Econophysics: Proceedings of the Third Nikkei …, 2006
72006
Recurrence analysis of the NASDAQ crash of April 2000
A Fabretti, M Ausloos
arXiv preprint physics/0505170, 2005
72005
Calibration of an agent based model for financial markets
A Fabretti
Highlights in Practical Applications of Agents and Multiagent Systems: 9th …, 2011
52011
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
42019
A Markov chain approach to ABM calibration
A Fabretti
Social Simulation Conference, 2014
42014
Advances in computational social science and social simulation
FJ Miguel Quesada, F Amblard, JA Barceló, M Madella, C Aguirre, ...
Social Simulation Conference, 2014
32014
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
22017
Active management of socially responsible portfolios
A Fabretti, S Herzel
Entrepreneurship, finance, governance and ethics, 213-236, 2012
22012
A further look at the gender gap in italian academic careers
M Brunetti, A Fabretti, M Zoli
CEIS Working Paper, 2023
12023
An agent-based model to study the impact of convex incentives on financial markets
A Fabretti, T Gärling, S Herzel, M Holmen
Trends in Practical Applications of Scalable Multi-Agent Systems, the PAAMS …, 2016
12016
Corporate social responsibility and responsible investment in Italy: An overview
R Ciciretti, A Fabretti, M Nicolosi
The Routledge Handbook of Responsible Investment, 243-253, 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
Who Decides Matters: Female Representation and Academic Career Advancement
M Brunetti, A Fabretti, M Zoli
CEIS Working Paper, 2024
2024
Gender Matters in Gender Difference Perceptions: The Case of University of Rome Tor Vergata
A Fabretti, M Brunetti, M Zoli, N Colasanti
Diversity as Strategic Opportunity: Exploring New Paths to Good Administration, 2024
2024
系统目前无法执行此操作,请稍后再试。
文章 1–20