IDEAS home Printed from https://ideas.repec.org/d/g/dmrosit.html

Publications

by alumni of

"Sapienza" Università di Roma → Facoltà di Economia → Dipartimento di Metodi e modelli per l'economia, il territorio e la finanza (MEMOTEF)

Sapienza University of Rome → Faculty of Economics → Department of Methods and Models for Economics, Territory and Finance

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 | Chapters |

Working papers

2025

  1. Marianna Brunetti & Annalisa Fabretti, 2025, "Pink queue and Double Standard: what Markov Chains uncover in academic career progressions," CEIS Research Paper, Tor Vergata University, CEIS, number 618, Dec, revised 18 Dec 2025.

2024

  1. Marianna Brunetti & Annalisa Fabretti & Mariangela Zoli, 2024, "Who Decides Matters: Female Representation and Academic Career Advancement," CEIS Research Paper, Tor Vergata University, CEIS, number 590, Dec, revised 20 Dec 2024.

2023

  1. Marianna Brunetti & Annalisa Fabretti & Mariangela Zoli, 2023, "A Further Look at the Gender Gap in Italian Academic Careers," CEIS Research Paper, Tor Vergata University, CEIS, number 570, Dec, revised 21 Dec 2023.

2015

  1. Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2015, "Convex Incentives in Financial Markets: an Agent-Based Analysis," CEIS Research Paper, Tor Vergata University, CEIS, number 337, Apr, revised 08 Apr 2015.

2014

  1. Annalisa Fabretti & Stefano Herzel & Mustafa C. Pinar, 2014, "Delegated Portfolio Management under Ambiguity Aversion," CEIS Research Paper, Tor Vergata University, CEIS, number 304, Feb, revised 06 Feb 2014.

2010

  1. Fabretti, Annalisa & Herzel, Stefano, 2010, "Delegated Portfolio Management with Socially Responsible Investment Constraints," Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform, number 2010/7, Jun.

2005

  1. Annalisa Fabretti & Marcel Ausloos, 2005, "Recurrence analysis of the NASDAQ crash of April 2000," Papers, arXiv.org, number physics/0505170, May.

Journal articles

2022

  1. Annalisa Fabretti, 2022, "A Dynamical Model for Financial Market: Among Common Market Strategies Who and How Moves the Price to Fluctuate, Inflate, and Burst?," Mathematics, MDPI, volume 10, issue 5, pages 1-17, February.

2017

  1. Annalisa Fabretti & Stefano Herzel, 2017, "An Agent Based Model for a Double Auction with Convex Incentives," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, volume 20, issue 1, pages 1-7.
  2. Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2017, "Convex incentives in financial markets: an agent-based analysis," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 375-395, November, DOI: 10.1007/s10203-017-0200-1.

2013

  1. Annalisa Fabretti, 2013, "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 2, pages 277-293, October, DOI: 10.1007/s11403-012-0096-3.

2012

  1. A. Fabretti & S. Herzel, 2012, "Delegated portfolio management with socially responsible investment constraints," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 3-4, pages 293-309, April, DOI: 10.1080/1351847X.2011.579746.

2005

  1. A. Fabretti & M. Ausloos, 2005, "Recurrence Plot And Recurrence Quantification Analysis Techniques For Detecting A Critical Regime. Examples From Financial Market Inidices," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 05, pages 671-706, DOI: 10.1142/S0129183105007492.

Chapters

2006

  1. Annalisa Fabretti & Marcel Ausloos, 2006, "Recurrence analysis near the NASDAQ crash of April 2000," Springer Books, Springer, in: Hideki Takayasu, "Practical Fruits of Econophysics", DOI: 10.1007/4-431-28915-1_8.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.