This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Paolo Pellizzari

Personal Details | Affiliation | Works
This is information that was supplied by Paolo Pellizzari in registering through RePEc. If you are Paolo Pellizzari , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Paolo
Middle Name:
Last Name: Pellizzari
Suffix:

RePEc Short-ID: ppe55

Email:
Homepage: http://www.dma.unive.it/~paolop
Postal Address: Department of Applied Mathematics Faculty of Economics Dorsoduro 3825/E 30123 VENICE ITALY
Phone: +39 041 2346924

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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 251, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  2. Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers 188, Department of Applied Mathematics, University of Venice. [Downloadable!]

  3. 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 3, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney. [Downloadable!]

  4. Paolo Pellizzari, 2008. "The Toll of Subrational Trading in an Agent Based Economy," Research Paper Series 217, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  5. Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008. "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers 168, Department of Applied Mathematics, University of Venice, revised Nov 2009. [Downloadable!]

  6. Marco LiCalzi & Paolo Pellizzari, 2007. "Which market protocols facilitate fair trading?," Working Papers 151, Department of Applied Mathematics, University of Venice. [Downloadable!]

  7. Paolo Pelizzari & Frank Westerhoff, 2007. "Some Effects of Transaction Taxes Under Different Microstructures," Research Paper Series 212, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Other versions:

  8. Marco LiCalzi & Paolo Pellizzari, 2006. "The allocative effectiveness of market protocols under intelligent trading," Working Papers 134, Department of Applied Mathematics, University of Venice. [Downloadable!]

  9. Alberto Fogale & Paolo Pellizzari & Massimo Warglien, 2006. "Learning and equilibrium selection in a coordination game with heterogeneous agents," Working Papers 135, Department of Applied Mathematics, University of Venice. [Downloadable!]

  10. Marco LiCalzi & Paolo Pellizzari, 2005. "Breeds of risk-adjusted fundamentalist strategies in an order- driven market," Computational Economics 0506001, EconWPA. [Downloadable!]

  11. Marco LiCalzi & Paolo Pellizzari, 2005. "Simple market protocols for efficient risk sharing," Finance 0504019, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  12. Paolo Pellizzari & Arianna Dal Forno, 2005. "A comparison of different trading protocols in an agent-based market," Computational Economics 0511001, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  13. Paolo Pellizzari, 2003. "Static Hedging of Multivariate Derivatives by Simulation," Finance 0311013, EconWPA, revised 04 Dec 2003. [Downloadable!]
    Published as:

  14. Marco LiCalzi & Paolo Pellizzari, 2002. "Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets," Computational Economics 0207001, EconWPA, revised 04 Mar 2003. [Downloadable!]

  15. M. LiCalzi & P. Pellizzari, 2002. "Clashing Fundamentalists and the Dynamics of Price Formation," Computing in Economics and Finance 2002 95, Society for Computational Economics.

  16. Pizzi Claudio & Pellizzari Paolo, 2002. "Monte Carlo Pricing of American Options Using Nonparametric Regression," Finance 0207007, EconWPA, revised 04 Mar 2003. [Downloadable!]

  17. A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance 9902003, EconWPA, revised 14 Oct 2002. [Downloadable!]

  18. P. Pellizzari, 1998. "Efficient Monte Carlo Pricing of Basket Options," Finance 9801001, EconWPA. [Downloadable!]

Articles

  1. LiCalzi, Marco & Pellizzari, Paolo, 2007. "Simple market protocols for efficient risk sharing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3568-3590, November. [Downloadable!] (restricted)
    Other versions:

  2. Paolo Pellizzari & Arianna Forno, 2007. "A comparison of different trading protocols in an agent-based market," Journal of Economic Interaction and Coordination, Springer, vol. 2(1), pages 27-43, June. [Downloadable!] (restricted)
    Other versions:

  3. Pellizzari, P., 2005. "Static hedging of multivariate derivatives by simulation," European Journal of Operational Research, Elsevier, vol. 166(2), pages 507-519, October. [Downloadable!] (restricted)
    Other versions:

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

NEP Fields

19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-08-12
  2. NEP-CBE: Cognitive & Behavioural Economics (2) 2006-05-20 2008-05-05
  3. NEP-CFN: Corporate Finance (1) 2003-11-30
  4. NEP-CMP: Computational Economics (9) 2003-11-30 2005-04-30 2005-06-14 2006-05-20 2006-11-18 2007-06-02 2008-02-23 2008-05-05 2009-07-03 Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (1) 2008-05-05
  6. NEP-EVO: Evolutionary Economics (1) 2006-05-20
  7. NEP-EXP: Experimental Economics (1) 2008-10-28
  8. NEP-FIN: Finance (5) 2002-07-31 2003-11-30 2005-04-30 2006-05-20 2006-08-12 Author is listed
  9. NEP-FMK: Financial Markets (6) 2002-07-31 2005-06-14 2005-11-12 2006-05-20 2006-08-12 2009-07-03 Author is listed
  10. NEP-GTH: Game Theory (1) 2006-05-20
  11. NEP-MIC: Microeconomics (1) 1999-02-15
  12. NEP-MST: Market Microstructure (8) 2006-08-12 2006-11-18 2007-06-02 2008-02-23 2008-05-05 2008-10-28 2009-08-16 2009-09-26 Author is listed
  13. NEP-PKE: Post Keynesian Economics (1) 2009-09-26
  14. NEP-PUB: Public Finance (1) 2009-09-26
  15. NEP-RMG: Risk Management (1) 2003-11-30
  16. NEP-UPT: Utility Models & Prospect Theory (1) 2008-05-05
Did you know? All RePEc services are meant to be be free forever, as they are all run by volunteers.

This page was last updated on 2009-11-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.