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Publications

by alumni of

Dipartimento di Matematica Applicata
Università Ca' Foscari Venezia
Venezia, Italy

(Department of Applied Mathematics, University Ca' Foscari Venice))

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles |

Working papers

2014

  1. Paolo Pellizzari & Dan Ladley, 2014. "The simplicity of optimal trading in order book markets," Working Papers 2014:05, Department of Economics, University of Venice "Ca' Foscari".
  2. Paolo Pellizzari & Elena Sartori & Marco Tolotti, 2014. "Trade-in programs in the context of technological innovation with herding," Working Papers 4, Department of Management, Università Ca' Foscari Venezia.

2012

  1. Caterina Cruciani & Anna Moretti & Paolo Pellizzari, 2012. "Does sharing values lead to cooperation? A similarity-based investigation," Working Papers 1, Department of Management, Università Ca' Foscari Venezia.
  2. Paolo Pellizzari, 2012. "Facebook as an academic learning platform: A case study in Mathematics," Working Papers 2012_01, Department of Economics, University of Venice "Ca' Foscari".
  3. Ron Bird & Paolo Pellizzari & Danny Yeung & Paul Woolley, 2012. "The Strategic Implementation of an Investment Process in a Funds Management Firm," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney 17, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  4. Danny Yeung & Paolo Pellizzari & Ron Bird & Sazali Abidin, 2012. "Diversification Versus Concentration ......... and the Winner Is?," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney 18, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  5. Caterina Cruciani & Anna Moretti & Paolo Pellizzari, 2012. "Sense making and information in an agent-based model of cooperation," Working Papers 14, Department of Management, Università Ca' Foscari Venezia.
  6. Paolo Pellizzari & Dino Rizzi, 2012. "Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure," Working Papers 2012_24, Department of Economics, University of Venice "Ca' Foscari", revised 2012.

2011

  1. Shira Fano & Paolo Pellizzari, 2011. "Time-dependent trading strategies in a continuous double auction," Working Papers 2011_03, Department of Economics, University of Venice "Ca' Foscari".
  2. Paolo Pellizzari, 2011. "Optimal trading in a limit order book using linear strategies," Working Papers 2011_16, Department of Economics, University of Venice "Ca' Foscari", revised Sep 2011.
  3. Paolo Pellizzari & Dino Rizzi, 2011. "A Multi-Agent Model of Tax Evasion with Public Expenditure," Working Papers 2011_15, Department of Economics, University of Venice "Ca' Foscari".
  4. Ron Bird & Paolo Pellizzari & Danny Yeung, 2011. "Performance Implications of Active Management of Institutional Mutual Funds," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney 13, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.

2010

  1. Shira Fano & Marco Li Calzi & Paolo Pellizzari, 2010. "Convergence of outcomes and evolution of strategic behavior in double auctions," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia 196, Department of Applied Mathematics, Università Ca' Foscari Venezia.

2009

  1. Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley, 2009. "The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney 3, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  2. Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia 188, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  3. Carl Chiarella & Xue-Zhong He & Paolo Pellizzari, 2009. "A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 251, Quantitative Finance Research Centre, University of Technology, Sydney.

2008

  1. Paolo Pellizzari, 2008. "The Toll of Subrational Trading in an Agent Based Economy," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 217, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008. "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia 168, Department of Applied Mathematics, Università Ca' Foscari Venezia, revised Nov 2009.
  3. Marco LiCalzi & Paolo Pellizzari, 2008. "Zero-Intelligence Trading without Resampling," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia 164, Department of Applied Mathematics, Università Ca' Foscari Venezia.

2007

  1. Marco LiCalzi & Paolo Pellizzari, 2007. "Which market protocols facilitate fair trading?," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia 151, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  2. Paolo Pelizzari & Frank Westerhoff, 2007. "Some Effects of Transaction Taxes Under Different Microstructures," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 212, Quantitative Finance Research Centre, University of Technology, Sydney.

2006

  1. Marco LiCalzi & Paolo Pellizzari, 2006. "The allocative effectiveness of market protocols under intelligent trading," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia 134, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  2. Alberto Fogale & Paolo Pellizzari & Massimo Warglien, 2006. "Learning and equilibrium selection in a coordination game with heterogeneous agents," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia 135, Department of Applied Mathematics, Università Ca' Foscari Venezia.

2005

  1. Marco LiCalzi & Paolo Pellizzari, 2005. "Simple market protocols for efficient risk sharing," Finance, EconWPA 0504019, EconWPA.
  2. Marco LiCalzi & Paolo Pellizzari, 2005. "Breeds of risk-adjusted fundamentalist strategies in an order- driven market," Computational Economics, EconWPA 0506001, EconWPA.
  3. Paolo Pellizzari & Arianna Dal Forno, 2005. "A comparison of different trading protocols in an agent-based market," Computational Economics, EconWPA 0511001, EconWPA.

2003

  1. Paolo Pellizzari, 2003. "Static Hedging of Multivariate Derivatives by Simulation," Finance, EconWPA 0311013, EconWPA, revised 04 Dec 2003.

2002

  1. Marco LiCalzi & Paolo Pellizzari, 2002. "Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets," Computational Economics, EconWPA 0207001, EconWPA, revised 04 Mar 2003.
  2. Pizzi Claudio & Pellizzari Paolo, 2002. "Monte Carlo Pricing of American Options Using Nonparametric Regression," Finance, EconWPA 0207007, EconWPA, revised 04 Mar 2003.
  3. M. LiCalzi & P. Pellizzari, 2002. "Clashing Fundamentalists and the Dynamics of Price Formation," Computing in Economics and Finance 2002, Society for Computational Economics 95, Society for Computational Economics.

1999

  1. A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance, EconWPA 9902003, EconWPA, revised 14 Oct 2002.

1998

  1. P. Pellizzari, 1998. "Efficient Monte Carlo Pricing of Basket Options," Finance, EconWPA 9801001, EconWPA.

Journal articles

2014

  1. Pellizzari, Paolo & Rizzi, Dino, 2014. "Citizenship and power in an agent-based model of tax compliance with public expenditure," Journal of Economic Psychology, Elsevier, Elsevier, vol. 40(C), pages 35-48.

2013

  1. Shira Fano & Marco LiCalzi & Paolo Pellizzari, 2013. "Convergence of outcomes and evolution of strategic behavior in double auctions," Journal of Evolutionary Economics, Springer, Springer, vol. 23(3), pages 513-538, July.

2012

  1. Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo, 2012. "A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 16(04), pages 556-575, September.

2011

  1. Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley, 2011. "The impact on the pricing process of costly active management and performance chasing clients," Journal of Economic Interaction and Coordination, Springer, Springer, vol. 6(1), pages 61-82, May.

2009

  1. Pellizzari, Paolo & Westerhoff, Frank, 2009. "Some effects of transaction taxes under different microstructures," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 72(3), pages 850-863, December.

2007

  1. LiCalzi, Marco & Pellizzari, Paolo, 2007. "Simple market protocols for efficient risk sharing," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(11), pages 3568-3590, November.
  2. Paolo Pellizzari & Arianna Forno, 2007. "A comparison of different trading protocols in an agent-based market," Journal of Economic Interaction and Coordination, Springer, Springer, vol. 2(1), pages 27-43, June.
  3. Fogale, Alberto & Pellizzari, Paolo & Warglien, Massimo, 2007. "Learning and equilibrium selection in a coordination game with heterogeneous agents," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 380(C), pages 519-527.

2006

  1. LiCalzi, Marco & Pellizzari, Paolo, 2006. "Breeds of risk-adjusted fundamentalist strategies in an order-driven market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 359(C), pages 619-633.

2005

  1. Pellizzari, P., 2005. "Static hedging of multivariate derivatives by simulation," European Journal of Operational Research, Elsevier, Elsevier, vol. 166(2), pages 507-519, October.

2003

  1. Marco Licalzi & Paolo Pellizzari, 2003. "Fundamentalists clashing over the book: a study of order-driven stock markets," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 3(6), pages 470-480.

2002

  1. Andrea Gam & Paolo Pellizzari, 2002. "Utility based pricing of contingent claims in incomplete markets," Applied Mathematical Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(4), pages 241-260.

2001

  1. P. Pellizzari, 2001. "Efficient Monte Carlo pricing of European options¶using mean value control variates," Decisions in Economics and Finance, Springer, Springer, vol. 24(2), pages 107-126, November.