Pietro Dindo
Personal Details
First Name: | Pietro |
Middle Name: | |
Last Name: | Dindo |
Suffix: | |
RePEc Short-ID: | pdi138 |
[This author has chosen not to make the email address public] | |
http://virgo.unive.it/pietro.dindo/ | |
Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia - Italia | |
Affiliation
Dipartimento di Economia
Università Ca' Foscari Venezia
Venezia, Italyhttp://www.unive.it/dip.economia
RePEc:edi:dsvenit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019.
"Risk Pooling, Leverage, and the Business Cycle,"
CESifo Working Paper Series
7772, CESifo.
- Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2020. "Risk pooling, leverage, and the business cycle," SAFE Working Paper Series 271, Leibniz Institute for Financial Research SAFE.
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019. "Risk Pooling, Leverage, and the Business Cycle," Working Papers 2019: 21, Department of Economics, University of Venice "Ca' Foscari".
- Sebastiano Della Lena & Pietro Dindo, 2019. "On the Evolution of Norms in Strategic Environments," Working Papers 2019: 16, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Momentum and Reversal in Financial Markets with Persistent Heterogeneity,"
LEM Papers Series
2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Pietro Dindo & Jacopo Staccioli, 2017.
"Asset prices and wealth dynamics in a financial market with endogenous liquidation risk,"
LEM Papers Series
2017/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pietro Dindo & Jacopo Staccioli, 2017. "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," Working Papers 2017:31, Department of Economics, University of Venice "Ca' Foscari".
- Pietro Dindo & Filippo Massari, 2017.
"The Wisdom of the Crowd in Dynamic Economies,"
Working Papers
2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
- Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
- Giulio Bottazzi & Pietro Dindo, 2015. "Drift criteria for persistence of discrete stochastic processes on the line with examples of application," LEM Papers Series 2015/26, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015.
"Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders,"
LEM Papers Series
2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
- Pietro Dindo, 2015.
"Survival in Speculative Markets,"
LEM Papers Series
2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Giulio Bottazzi & Pietro Dindo, 2011.
"Selection in asset markets: the good, the bad, and the unknown,"
LEM Papers Series
2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013. "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
- Giulio Bottazzi & Pietro Dindo, 2010.
"Evolution and market behavior with endogenous investment rules,"
LEM Papers Series
2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2014. "Evolution and market behavior with endogenous investment rules," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
- Dindo, P.D.E. & Tuinstra, J., 2010.
"A class of evolutionary model for participation games with negative feedback,"
CeNDEF Working Papers
10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mikhail Anufriev & Pietro Dindo, 2009.
"Wealth-driven Selection in a Financial Market with Heterogeneous Agents,"
Post-Print
hal-00763494, HAL.
- Anufriev, Mikhail & Dindo, Pietro, 2010. "Wealth-driven selection in a financial market with heterogeneous agents," Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
- Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2008.
"An evolutionary model of firms location with technological externalities,"
LEM Papers Series
2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2010. "An Evolutionary Model of Firms’ Location with Technological Externalities," Chapters, in: Ron Boschma & Ron Martin (ed.), The Handbook of Evolutionary Economic Geography, chapter 24, Edward Elgar Publishing.
- Giulio Bottazzi & Pietro Dindo, 2008. "Localized technological externalities and the geographical distribution of firms," LEM Papers Series 2008/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Anufriev, M. & Dindo, P.D.E., 2007. "Wealth Selection in a Financial Market with Heterogeneous Agents," CeNDEF Working Papers 07-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Diks, C.G.H. & Dindo, P.D.E., 2006.
"Informational differences and learning in an asset market with boundedly rational agents,"
CeNDEF Working Papers
06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Diks, Cees & Dindo, Pietro, 2008. "Informational differences and learning in an asset market with boundedly rational agents," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1432-1465, May.
- Anufriev, M. & Dindo, P.D.E., 2006.
"Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model,"
CeNDEF Working Papers
06-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Pietro Dindo, 2006. "Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 19, pages 269-282, Springer.
- Dindo, P.D.E. & Tuinstra, J., 2006.
"A Behavioral Model for Participation Games with Negative Feedback,"
CeNDEF Working Papers
06-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2006. "A Behavioral Model for Participation Games with Negative Feedback," Tinbergen Institute Discussion Papers 06-073/1, Tinbergen Institute.
- Brock, W.A. & Dindo, P.D.E. & Hommes, C.H., 2005. "Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont," CeNDEF Working Papers 05-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Dindo, P.D.E., 2004.
"A tractable evolutionary model for the Minority Game with asymmetric payoffs,"
CeNDEF Working Papers
04-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Dindo, Pietro, 2005. "A tractable evolutionary model for the Minority Game with asymmetric payoffs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 110-118.
- J. Tuinstra & P. Dindo & C.H. Hommes, 2004. "An evolutionary approach to the El Farol game," Computing in Economics and Finance 2004 211, Society for Computational Economics.
Articles
- Emilio Barucci & Pietro Dindo & Francesca Grassetti, 2021. "Portfolio insurers and constant weight traders: who will survive?," Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 1993-2004, December.
- Dindo, Pietro, 2019.
"Survival in speculative markets,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
"Momentum and reversal in financial markets with persistent heterogeneity,"
Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, Pietro & Staccioli, Jacopo, 2018. "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 187-210.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Long-run heterogeneity in an exchange economy with fixed-mix traders,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2014.
"Evolution and market behavior with endogenous investment rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
- Giulio Bottazzi & Pietro Dindo, 2010. "Evolution and market behavior with endogenous investment rules," LEM Papers Series 2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013.
"Selection in asset markets: the good, the bad, and the unknown,"
Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
- Giulio Bottazzi & Pietro Dindo, 2011. "Selection in asset markets: the good, the bad, and the unknown," LEM Papers Series 2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013. "Evolution and market behavior in economics and finance: introduction to the special issue," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 507-512, July.
- Giulio Bottazzi & Pietro Dindo, 2013. "Globalizing Knowledge: How Technological Openness Affects Output, Spatial Inequality, And Welfare Levels," Journal of Regional Science, Wiley Blackwell, vol. 53(4), pages 631-655, October.
- Pietro Dindo & Jan Tuinstra, 2011.
"A Class of Evolutionary Models for Participation Games with Negative Feedback,"
Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, P.D.E. & Tuinstra, J., 2010. "A class of evolutionary model for participation games with negative feedback," CeNDEF Working Papers 10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Dindo, Pietro, 2010.
"Wealth-driven selection in a financial market with heterogeneous agents,"
Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
- Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mikhail Anufriev & Pietro Dindo, 2009. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," Post-Print hal-00763494, HAL.
- Diks, Cees & Dindo, Pietro, 2008.
"Informational differences and learning in an asset market with boundedly rational agents,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1432-1465, May.
- Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- William Brock & Pietro Dindo & Cars Hommes, 2006. "Adaptive rational equilibrium with forward looking agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3‐4), pages 241-278, September.
- Dindo, Pietro, 2005.
"A tractable evolutionary model for the Minority Game with asymmetric payoffs,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 110-118.
- Dindo, P.D.E., 2004. "A tractable evolutionary model for the Minority Game with asymmetric payoffs," CeNDEF Working Papers 04-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Chapters
- Giulio Bottazzi & Pietro Dindo, 2010.
"An Evolutionary Model of Firms’ Location with Technological Externalities,"
Chapters, in: Ron Boschma & Ron Martin (ed.), The Handbook of Evolutionary Economic Geography, chapter 24,
Edward Elgar Publishing.
- Giulio Bottazzi & Pietro Dindo, 2008. "An evolutionary model of firms location with technological externalities," LEM Papers Series 2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mikhail Anufriev & Pietro Dindo, 2006.
"Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model,"
Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 19, pages 269-282,
Springer.
- Anufriev, M. & Dindo, P.D.E., 2006. "Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," CeNDEF Working Papers 06-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019.
"Risk Pooling, Leverage, and the Business Cycle,"
CESifo Working Paper Series
7772, CESifo.
- Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2020. "Risk pooling, leverage, and the business cycle," SAFE Working Paper Series 271, Leibniz Institute for Financial Research SAFE.
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019. "Risk Pooling, Leverage, and the Business Cycle," Working Papers 2019: 21, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Modena, Andrea, 2020. "Recapitalization, bailout, and long-run welfare in a dynamic model of banking," SAFE Working Paper Series 292, Leibniz Institute for Financial Research SAFE.
- Andrea Modena, 2020. "Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking," Working Papers 2020:23, Department of Economics, University of Venice "Ca' Foscari".
- Sebastiano Della Lena & Pietro Dindo, 2019.
"On the Evolution of Norms in Strategic Environments,"
Working Papers
2019: 16, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Olcina, Gonzalo & Panebianco, Fabrizio & Zenou, Yves, 2024. "Conformism, social pressure, and the dynamics of integration," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 279-304.
- Della Lena, Sebastiano & Panebianco, Fabrizio, 2021. "Cultural transmission with incomplete information," Journal of Economic Theory, Elsevier, vol. 198(C).
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Momentum and Reversal in Financial Markets with Persistent Heterogeneity,"
LEM Papers Series
2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Pietro Dindo, 2015.
"Survival in Speculative Markets,"
LEM Papers Series
2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Bottazzi, Giulio & Giachini, Daniele, 2022. "A general equilibrium model of investor sentiment," Economics Letters, Elsevier, vol. 218(C).
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022.
"An evolutionary finance model with short selling and endogenous asset supply,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
- Rabah Amir & Sergei Belkov & Igor Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Post-Print hal-02617447, HAL.
- Mohamed Sahbi Nakhli & Abderrazak Dhaoui & Julien Chevallier, 2022. "Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors," Annals of Finance, Springer, vol. 18(2), pages 267-283, June.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2024. "Pricing anomalies in a general equilibrium model with biased learning," LEM Papers Series 2024/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pietro Dindo & Filippo Massari, 2017.
"The Wisdom of the Crowd in Dynamic Economies,"
Working Papers
2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
- Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
Cited by:
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Datta, Bikramaditya & Sethi, Rajiv, 2023. "The dynamics of leverage and the belief distribution of wealth," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 20-31.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Michele Vodret & Iacopo Mastromatteo & Bence Tóth & Michael Benzaquen, 2023. "Microfounding GARCH models and beyond: a Kyle-inspired model with adaptive agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 599-625, July.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bikramaditya Datta & Rajiv Sethi, 2023. "The Dynamics of Leverage and the Belief Distribution of Wealth," Papers 2304.03436, arXiv.org.
- Paritosh Chandra Sinha, 2023. "Attention to the Fads and Fashions in the Indian Stock Markets During COVID-19," Vision, , vol. 27(2), pages 202-224, April.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Zawadzka-Pąk Urszula K., 2022. "Participatory Budgeting as the Instrument of Technologically Supported Dialogue in Cracow, Poland," TalTech Journal of European Studies, Sciendo, vol. 12(2), pages 3-19, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
"Momentum and reversal in financial markets with persistent heterogeneity,"
Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Filippo Massari, 2021. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 133-166, July.
- Giulio Bottazzi & Pietro Dindo, 2015.
"Drift criteria for persistence of discrete stochastic processes on the line with examples of application,"
LEM Papers Series
2015/26, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- Pietro Dindo, 2015.
"Survival in Speculative Markets,"
LEM Papers Series
2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Long-run heterogeneity in an exchange economy with fixed-mix traders,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Giulio Bottazzi & Daniele Giachini, 2016.
"Wealth and Price Distribution by Diffusive Approximation in a Repeated Prediction Market,"
LEM Papers Series
2016/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele, 2017. "Wealth and price distribution by diffusive approximation in a repeated prediction market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 473-479.
- G. Bottazzi & D. Giachini, 2019.
"Far from the madding crowd: collective wisdom in prediction markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1461-1471, September.
- Giulio Bottazzi & Daniele Giachini, 2016. "Far from the Madding Crowd: Collective Wisdom in Prediction Markets," LEM Papers Series 2016/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
"Momentum and reversal in financial markets with persistent heterogeneity,"
Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Giulio Bottazzi & Daniele Giachini, 2018. "New Results on Betting Strategies, Market Selection, and the Role of Luck," LEM Papers Series 2018/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pietro Dindo, 2015.
"Survival in Speculative Markets,"
LEM Papers Series
2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015.
"Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders,"
LEM Papers Series
2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
Cited by:
- Federico Bassi & Dany Lang & Raquel Almeida Ramos, 2023.
"Bet against the trend and cash in profits: An agent‑based model of endogenous fluctuations of exchange rates,"
Post-Print
hal-04428234, HAL.
- Federico Bassi & Raquel Ramos & Dany Lang, 2023. "Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates," Journal of Evolutionary Economics, Springer, vol. 33(2), pages 429-472, April.
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Pietro Dindo & Filippo Massari, 2017.
"The Wisdom of the Crowd in Dynamic Economies,"
Working Papers
2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
- Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
- Norman, Thomas W.L., 2020. "Market selection with an endogenous state," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 51-59.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Pietro Dindo, 2015.
"Survival in Speculative Markets,"
LEM Papers Series
2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022.
"An evolutionary finance model with short selling and endogenous asset supply,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
- Rabah Amir & Sergei Belkov & Igor Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Post-Print hal-02617447, HAL.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020.
"Bet against the trend and cash in profits,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def090, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," Working Papers halshs-02956879, HAL.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," FMM Working Paper 60-2020, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," CEPN Working Papers halshs-02956879, HAL.
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2024. "Pricing anomalies in a general equilibrium model with biased learning," LEM Papers Series 2024/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020.
"Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets,"
Swiss Finance Institute Research Paper Series
20-19, Swiss Finance Institute.
- Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020. "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
- Arthur Beddock & Elyès Jouini, 2021. "Live fast, die young: equilibrium and survival in large economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 961-996, April.
- Giulio Bottazzi & Daniele Giachini, 2020. "Selection in incomplete markets and the CAPM portfolio rule," LEM Papers Series 2020/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020. "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
"Momentum and reversal in financial markets with persistent heterogeneity,"
Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Filippo Massari, 2021. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 133-166, July.
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- I. V. Evstigneev & T. Hens & M. J. Vanaei, 2023. "Evolutionary finance: a model with endogenous asset payoffs," Journal of Bioeconomics, Springer, vol. 25(2), pages 117-143, August.
- Mikhail Zhitlukhin, 2021. "Capital growth and survival strategies in a market with endogenous prices," Papers 2101.09777, arXiv.org.
- Pietro Dindo, 2015.
"Survival in Speculative Markets,"
LEM Papers Series
2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
Cited by:
- Massari, Filippo, 2019. "Market selection in large economies: a matter of luck," Theoretical Economics, Econometric Society, vol. 14(2), May.
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Saki Bigio & Eduardo Zilberman, 2020.
"Speculation-driven Business Cycles,"
Working Papers
161, Peruvian Economic Association.
- Saki Bigio & Eduardo Zilberman, 2020. "Speculation-Driven Business Cycles," Working Papers Central Bank of Chile 865, Central Bank of Chile.
- Pietro Dindo & Filippo Massari, 2017.
"The Wisdom of the Crowd in Dynamic Economies,"
Working Papers
2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
- Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
- Norman, Thomas W.L., 2020. "Market selection with an endogenous state," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 51-59.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Wang, Hailong & Hu, Duni, 2021. "Heterogeneous beliefs with herding behaviors and asset pricing in two goods world," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Long-run heterogeneity in an exchange economy with fixed-mix traders,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Han, Kookyoung, 2021. "Self-enforcement, heterogeneous agents, and long-run survival," Economics Letters, Elsevier, vol. 204(C).
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Giulio Bottazzi & Daniele Giachini, 2020. "Selection in incomplete markets and the CAPM portfolio rule," LEM Papers Series 2020/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
"Momentum and reversal in financial markets with persistent heterogeneity,"
Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lei Shi & Yajun Xiao, 2021. "Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints [Multiplicity in general financial equilibrium with portfolio constraints]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 886-923.
- Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2021. "Asset pricing with heterogeneous agents and long-run risk," Journal of Financial Economics, Elsevier, vol. 140(3), pages 941-964.
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Massari, Filippo, 2017. "Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 190-205.
- Li, Kai & Liu, Jun, 2023. "Extrapolative asset pricing," Journal of Economic Theory, Elsevier, vol. 210(C).
- Giulio Bottazzi & Pietro Dindo, 2011.
"Selection in asset markets: the good, the bad, and the unknown,"
LEM Papers Series
2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013. "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
Cited by:
- Giulio Bottazzi & Pietro Dindo, 2010.
"Evolution and market behavior with endogenous investment rules,"
LEM Papers Series
2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2014. "Evolution and market behavior with endogenous investment rules," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Chueh-Yung Tsao & Ya-Chi Huang, 2018. "Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 537-560, October.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- G. Bottazzi & D. Giachini, 2019.
"Far from the madding crowd: collective wisdom in prediction markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1461-1471, September.
- Giulio Bottazzi & Daniele Giachini, 2016. "Far from the Madding Crowd: Collective Wisdom in Prediction Markets," LEM Papers Series 2016/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020.
"Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets,"
Swiss Finance Institute Research Paper Series
20-19, Swiss Finance Institute.
- Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020. "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
- Giulio Bottazzi & Daniele Giachini, 2020. "Selection in incomplete markets and the CAPM portfolio rule," LEM Papers Series 2020/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020. "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013. "Evolution and market behavior in economics and finance: introduction to the special issue," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 507-512, July.
- I. V. Evstigneev & T. Hens & M. J. Vanaei, 2023. "Evolutionary finance: a model with endogenous asset payoffs," Journal of Bioeconomics, Springer, vol. 25(2), pages 117-143, August.
- Giulio Bottazzi & Pietro Dindo, 2010.
"Evolution and market behavior with endogenous investment rules,"
LEM Papers Series
2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2014. "Evolution and market behavior with endogenous investment rules," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
Cited by:
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- David K Levine & Salvatore Modica & Federico Weinschelbaum & Felipe Zurita, 2011.
"Evolving to the Impatience Trap: The Example of the Farmer-Sheriff Game,"
Levine's Working Paper Archive
786969000000000177, David K. Levine.
- David K. Levine & Salvatore Modica & Federico Weinschelbaum & Felipe Zurita, 2012. "Evolving to the impatience trap: the example of the farmer-sheriff game," Working Papers 2012-033, Federal Reserve Bank of St. Louis.
- Federico Weinschelbaum & David K. Levine & Salvatore Modica & Felipe Zurita, 2010. "Evolving to the Impatience Trap: The Example of the Farmer-Sheriff Game," Working Papers 109, Universidad de San Andres, Departamento de Economia, revised Aug 2011.
- David K. Levine & Salvatore Modica & Federico Weinschelbaum & Felipe Zurita, 2011. "Evolving to the Impatience Trap: The Example of the Farmer-Sheriff Game," Documentos de Trabajo 397, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Dindo, Pietro & Staccioli, Jacopo, 2018. "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 187-210.
- Pietro Dindo & Filippo Massari, 2017.
"The Wisdom of the Crowd in Dynamic Economies,"
Working Papers
2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
- Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
- Jan Palczewsk & Klaus Reiner Schenk-Hoppé & Tongya Wang, 2015.
"Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market,"
Economics Discussion Paper Series
1507, Economics, The University of Manchester.
- Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016. "Itchy feet vs cool heads: Flow of funds in an agent-based financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
- Giulio Bottazzi & Pietro Dindo, 2011.
"Selection in asset markets: the good, the bad, and the unknown,"
LEM Papers Series
2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013. "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
- Norman, Thomas W.L., 2020. "Market selection with an endogenous state," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 51-59.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Pietro Dindo, 2015.
"Survival in Speculative Markets,"
LEM Papers Series
2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Long-run heterogeneity in an exchange economy with fixed-mix traders,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mikhail Zhitlukhin, 2021. "Asymptotically optimal strategies in a diffusion approximation of a repeated betting game," Papers 2108.11998, arXiv.org.
- David K. Levine & Salvatore Modica, 2012. "Conflict and the evolution of societies," Working Papers 2012-032, Federal Reserve Bank of St. Louis.
- David K. Levine & Salvatore Modica & Federico Weinschelbaum & Felipe Zurita, 2015. "Evolution of Impatience: The Example of the Farmer-Sheriff Game," American Economic Journal: Microeconomics, American Economic Association, vol. 7(3), pages 295-317, August.
- Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012.
"Excess covariance and dynamic instability in a multi-asset model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1142-1161.
- Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P., 2011. "Excess Covariance and Dynamic Instability in a Multi-Asset Model," CeNDEF Working Papers 11-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jacopo Staccioli, 2017.
"Asset prices and wealth dynamics in a financial market with endogenous liquidation risk,"
Working Papers
2017:31, Department of Economics, University of Venice "Ca' Foscari".
- Pietro Dindo & Jacopo Staccioli, 2017. "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," LEM Papers Series 2017/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2016.
"Wealth and Price Distribution by Diffusive Approximation in a Repeated Prediction Market,"
LEM Papers Series
2016/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele, 2017. "Wealth and price distribution by diffusive approximation in a repeated prediction market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 473-479.
- G. Bottazzi & D. Giachini, 2019.
"Far from the madding crowd: collective wisdom in prediction markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1461-1471, September.
- Giulio Bottazzi & Daniele Giachini, 2016. "Far from the Madding Crowd: Collective Wisdom in Prediction Markets," LEM Papers Series 2016/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guillaume Coqueret & Bertrand Tavin, 2019. "Procedural rationality, asset heterogeneity and market selection," Post-Print hal-02312310, HAL.
- David K Levine & Salvatore Modica, 2013.
"Conflict, Evolution, Hegemony, and the Power of the State,"
Levine's Working Paper Archive
786969000000000692, David K. Levine.
- David K. Levine & Salvatore Modica, 2013. "Conflict, Evolution, Hegemony, and the Power of the State," NBER Working Papers 19221, National Bureau of Economic Research, Inc.
- David K. Levine & Salvatore Modica, 2013. "Conflict, evolution, hegemony, and the power of the state," Working Papers 2013-023, Federal Reserve Bank of St. Louis.
- Roberto Dieci & Xue-Zhong He, 2018. "Heterogeneous Agent Models in Finance," Research Paper Series 389, Quantitative Finance Research Centre, University of Technology, Sydney.
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2010.
"Time-Varying Beta: A Boundedly Rational Equilibrium Approach,"
Research Paper Series
275, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2013. "Time-varying beta: a boundedly rational equilibrium approach," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 609-639, July.
- Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
- Coqueret, Guillaume & Tavin, Bertrand, 2019. "Procedural rationality, asset heterogeneity and market selection," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 125-149.
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Mikhail Zhitlukhin, 2022. "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, vol. 26(3), pages 587-630, July.
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Massari, Filippo, 2017. "Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 190-205.
- Mikhail Zhitlukhin, 2021. "Capital growth and survival strategies in a market with endogenous prices," Papers 2101.09777, arXiv.org.
- Dindo, P.D.E. & Tuinstra, J., 2010.
"A class of evolutionary model for participation games with negative feedback,"
CeNDEF Working Papers
10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- Franke, Reiner, 2014. "Aggregate sentiment dynamics: A canonical modelling approach and its pleasant nonlinearities," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 64-72.
- Noemi Schmitt & Jan Tuinstra & Frank Westerhoff, 2018.
"Stability and welfare effects of profit taxes within an evolutionary market interaction model,"
Review of International Economics, Wiley Blackwell, vol. 26(3), pages 691-708, August.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Stability and welfare effects of profit taxes within an evolutionary market interaction model," BERG Working Paper Series 122, Bamberg University, Bamberg Economic Research Group.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018.
"Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016. "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," THEMA Working Papers 2016-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Jorge Peña & Georg Nöldeke, 2023.
"Cooperative Dilemmas with Binary Actions and Multiple Players,"
Dynamic Games and Applications, Springer, vol. 13(4), pages 1156-1193, December.
- Jorge Peña & Georg Nöldeke, 2023. "Cooperative Dilemmas with Binary Actions and Multiple Players," Post-Print hal-04237273, HAL.
- Peña, Jorge & Nöldeke, Georg, 2023. "Cooperative dilemmas with binary actions and multiple players," IAST Working Papers 23-153, Institute for Advanced Study in Toulouse (IAST).
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018.
"Interactions between stock, bond and housing markets,"
BERG Working Paper Series
133, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Interactions between stock, bond and housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 43-70.
- Roberto Dieci & Noemi Schmitt & Frank Westerhoff, 2018.
"Steady states, stability and bifurcations in multi-asset market models,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 357-378, November.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Steady states, stability and bifurcations in multi-asset market models," BERG Working Paper Series 136, Bamberg University, Bamberg Economic Research Group.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- Noemi Schmitt & Frank Westerhoff, 2022. "Speculative housing markets and rent control: insights from nonlinear economic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 141-163, January.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014. "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
- Youqing Lv & Guojian Ma & Juan Ding, 2022. "Evolutionary Game Analysis of Medical Waste Disposal in China under Different Reward and Penalty Models," Sustainability, MDPI, vol. 14(8), pages 1-19, April.
- Dieci, Roberto & Mignot, Sarah & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Production delays, supply distortions and endogenous price dynamics," BERG Working Paper Series 182, Bamberg University, Bamberg Economic Research Group.
- Matros, Alexander, 2012. "Altruistic versus egoistic behavior in a Public Good game," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 642-656.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015.
"Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems,"
BERG Working Paper Series
103, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
- Fabio Lamantia & Anghel Negriu & Jan Tuinstra, 2018. "Technology choice in an evolutionary oligopoly game," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 335-356, November.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Lamantia, F. & Negriu, A. & Tuinstra, J., 2016. "Evolutionary Cournot competition with endogenous technology choice: (in)stability and optimal policy," CeNDEF Working Papers 16-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Pietro Dindo, 2009.
"Wealth-driven Selection in a Financial Market with Heterogeneous Agents,"
Post-Print
hal-00763494, HAL.
- Anufriev, Mikhail & Dindo, Pietro, 2010. "Wealth-driven selection in a financial market with heterogeneous agents," Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
- Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- Giulio Bottazzi & Pietro Dindo, 2010.
"Evolution and market behavior with endogenous investment rules,"
LEM Papers Series
2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2014. "Evolution and market behavior with endogenous investment rules," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
- Dindo, Pietro & Staccioli, Jacopo, 2018. "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 187-210.
- Anufriev, Mikhail & Bottazzi, Giulio, 2010.
"Market equilibria under procedural rationality,"
Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.
- Anufriev, M. & Bottazzi, G., 2009. "Market Equilibria under Procedural Rationality," CeNDEF Working Papers 09-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jan Palczewsk & Klaus Reiner Schenk-Hoppé & Tongya Wang, 2015.
"Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market,"
Economics Discussion Paper Series
1507, Economics, The University of Manchester.
- Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016. "Itchy feet vs cool heads: Flow of funds in an agent-based financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
- G. Dosi, 2012.
"Economic Coordination and Dynamics: Some Elements of an Alternative “Evolutionary” Paradigm,"
Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 12.
- Giovanni Dosi, 2012. "Economic Coordination and Dynamics: Some Elements of an Alternative "Evolutionary" Paradigm," LEM Papers Series 2012/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2011.
"Selection in asset markets: the good, the bad, and the unknown,"
LEM Papers Series
2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013. "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
- Hommes, Cars, 2011.
"The heterogeneous expectations hypothesis: Some evidence from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
- Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- He, Xue-Zhong & Li, Kai, 2012.
"Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 973-987.
- Xue-Zhong He & Kai Li, 2011. "Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model," Research Paper Series 291, Quantitative Finance Research Centre, University of Technology, Sydney.
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
Working Paper Series
31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
- Anufriev, M. & Bao, T. & Tuinstra, J., 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers 15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014.
"Wealth share analysis with "fundamentalist/chartist" heterogeneous agents,"
Papers
1405.5939, arXiv.org.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-11, May.
- Xue-Zhong He, 2012. "Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets," Research Paper Series 316, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Zheng, Min, 2010.
"Dynamics of moving average rules in a continuous-time financial market model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 615-634, December.
- Xue-Zhong He & Min Zheng, 2010. "Dynamics of Moving Average Rules in a Continuous-time Financial Market Model," Research Paper Series 268, Quantitative Finance Research Centre, University of Technology, Sydney.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Yu Zhang & Weihong Huang, 2018. "Impact of strategy switching on wealth accumulation," Journal of Evolutionary Economics, Springer, vol. 28(4), pages 961-983, September.
- Chueh-Yung Tsao & Ya-Chi Huang, 2018. "Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 537-560, October.
- Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012.
"Excess covariance and dynamic instability in a multi-asset model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1142-1161.
- Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P., 2011. "Excess Covariance and Dynamic Instability in a Multi-Asset Model," CeNDEF Working Papers 11-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jacopo Staccioli, 2017.
"Asset prices and wealth dynamics in a financial market with endogenous liquidation risk,"
Working Papers
2017:31, Department of Economics, University of Venice "Ca' Foscari".
- Pietro Dindo & Jacopo Staccioli, 2017. "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," LEM Papers Series 2017/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Anufriev, M. & Panchenko, V., 2007.
"Asset Prices, Traders' Behavior, and Market Design,"
CeNDEF Working Papers
07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Panchenko, Valentyn, 2009. "Asset prices, traders' behavior and market design," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May.
- Darong Dai, 2013. "Wealth Martingale and Neighborhood Turnpike Property In Dynamically Complete Market With Heterogeneous Investors," Economic Research Guardian, Weissberg Publishing, vol. 3(2), pages 86-110, December.
- Guillaume Coqueret & Bertrand Tavin, 2019. "Procedural rationality, asset heterogeneity and market selection," Post-Print hal-02312310, HAL.
- Dai, Darong, 2011. "Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors," MPRA Paper 46416, University Library of Munich, Germany.
- Roberto Dieci & Xue-Zhong He, 2018. "Heterogeneous Agent Models in Finance," Research Paper Series 389, Quantitative Finance Research Centre, University of Technology, Sydney.
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2010.
"Time-Varying Beta: A Boundedly Rational Equilibrium Approach,"
Research Paper Series
275, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2013. "Time-varying beta: a boundedly rational equilibrium approach," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 609-639, July.
- Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
- Coqueret, Guillaume & Tavin, Bertrand, 2019. "Procedural rationality, asset heterogeneity and market selection," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 125-149.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Chauveau, Th. & Subbotin, A., 2013. "Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders," Journal of Economic Dynamics and Control, Elsevier, vol. 37(5), pages 1040-1065.
- Charles S. Tapiero, 2015. "A financial CCAPM and economic inequalities," Quantitative Finance, Taylor & Francis Journals, vol. 15(3), pages 521-534, March.
- Serena Brianzoni & Cristiana Mammana & Elisabetta Michetti, 2010. "Updating Wealth in an Asset Pricing Model with Heterogeneous Agents," Discrete Dynamics in Nature and Society, Hindawi, vol. 2010, pages 1-27, November.
- Blake LeBaron, 2011. "Active and Passive Learning in Agent-based Financial Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 35-43.
- Darong Dai, 2014. "The Long-Run Behavior of Consumption and Wealth Dynamics in Complete Financial Market with Heterogeneous Investors," Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-16, July.
- Giulio Bottazzi & Pietro Dindo, 2008.
"An evolutionary model of firms location with technological externalities,"
LEM Papers Series
2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2010. "An Evolutionary Model of Firms’ Location with Technological Externalities," Chapters, in: Ron Boschma & Ron Martin (ed.), The Handbook of Evolutionary Economic Geography, chapter 24, Edward Elgar Publishing.
Cited by:
- Bottazzi, Giulio & Dosi, Giovanni & Fagiolo, Giorgio & Secchi, Angelo, 2008.
"Sectoral and geographical specificities in the spatial structure of economic activities,"
Structural Change and Economic Dynamics, Elsevier, vol. 19(3), pages 189-202, September.
- Giulio Bottazzi & Giovanni Dosi & Giorgio Fagiolo & Angelo Secchi, 2004. "Sectoral and Geographical Specificities in the Spatial Structure of Economic Activities," LEM Papers Series 2004/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Luke Bergmann, 2012. "A Coevolutionary Approach to the Capitalist Space Economy," Environment and Planning A, , vol. 44(3), pages 518-537, March.
- Giulio Bottazzi & Pietro Dindo, 2008.
"Localized technological externalities and the geographical distribution of firms,"
LEM Papers Series
2008/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- Giulio Bottazzi & Pietro Dindo, 2010.
"An Evolutionary Model of Firms’ Location with Technological Externalities,"
Chapters, in: Ron Boschma & Ron Martin (ed.), The Handbook of Evolutionary Economic Geography, chapter 24,
Edward Elgar Publishing.
- Giulio Bottazzi & Pietro Dindo, 2008. "An evolutionary model of firms location with technological externalities," LEM Papers Series 2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Christ, Julian P., 2010.
"The geography and co-location of European technology-specific co-inventorship networks,"
FZID Discussion Papers
14-2010, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Christ, Julian P., 2009. "The geography and co-location of European technology-specific co-inventorship networks," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 31/2010, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
- Ron Boschma & Ron Martin (ed.), 2010. "The Handbook of Evolutionary Economic Geography," Books, Edward Elgar Publishing, number 12864.
- Giulio Bottazzi & Pietro Dindo, 2010.
"An Evolutionary Model of Firms’ Location with Technological Externalities,"
Chapters, in: Ron Boschma & Ron Martin (ed.), The Handbook of Evolutionary Economic Geography, chapter 24,
Edward Elgar Publishing.
- Anufriev, M. & Dindo, P.D.E., 2007.
"Wealth Selection in a Financial Market with Heterogeneous Agents,"
CeNDEF Working Papers
07-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- Anufriev, M. & Panchenko, V., 2007.
"Asset Prices, Traders' Behavior, and Market Design,"
CeNDEF Working Papers
07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Panchenko, Valentyn, 2009. "Asset prices, traders' behavior and market design," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May.
- Anufriev, M. & Panchenko, V., 2007.
"Asset Prices, Traders' Behavior, and Market Design,"
CeNDEF Working Papers
07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Diks, C.G.H. & Dindo, P.D.E., 2006.
"Informational differences and learning in an asset market with boundedly rational agents,"
CeNDEF Working Papers
06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Diks, Cees & Dindo, Pietro, 2008. "Informational differences and learning in an asset market with boundedly rational agents," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1432-1465, May.
Cited by:
- Goldbaum, David & Panchenko, Valentyn, 2010. "Learning and adaptation's impact on market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 635-653, December.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Samuel Mayanja & Joseph M. Ntayi & John C. Munene & Waswa Balunywa & James R. K. Kagaari, 2021. "Informational differences and entrepreneurial networking among small and medium enterprises in Uganda," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, vol. 11(1), pages 563-577, December.
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012.
"Heterogeneous Beliefs in Over-The-Counter Markets,"
Discussion Papers in Economics
13/03, Division of Economics, School of Business, University of Leicester, revised Sep 2013.
- De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014. "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 50-68.
- Hommes, Cars, 2011.
"The heterogeneous expectations hypothesis: Some evidence from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
- Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Michele Berardi, 2008.
"Fundamentalists vs. chartists: learning and predictor choice dynamics,"
Centre for Growth and Business Cycle Research Discussion Paper Series
104, Economics, The University of Manchester.
- Berardi, Michele, 2011. "Fundamentalists vs. chartists: Learning and predictor choice dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 35(5), pages 776-792, May.
- Michele Berardi, 2011. "Fundamentalists vs. chartists: Learning and predictor choice dynamics," Post-Print hal-00796301, HAL.
- Xue, Yi & Gençay, Ramazan, 2012.
"Hierarchical information and the rate of information diffusion,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1372-1401.
- Yi Xue & Ramazan Gencay, 2009. "Hierarchical Information and the Rate of Information Diffusion," Working Paper series 29_09, Rimini Centre for Economic Analysis.
- Naimzada, Ahmad & Pireddu, Marina, 2015. "Real and financial interacting markets: A behavioral macro-model," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 111-131.
- Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013.
"Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions,"
Discussion Papers
2013-18, School of Economics, The University of New South Wales.
- Panchenko, Valentyn & Gerasymchuk, Sergiy & Pavlov, Oleg V., 2013. "Asset price dynamics with heterogeneous beliefs and local network interactions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2623-2642.
- Dieci, Roberto & Westerhoff, Frank, 2010. "Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 743-764, April.
- De Grauwe, Paul & Rovira Kaltwasser, Pablo, 2012. "Animal spirits in the foreign exchange market," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1176-1192.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Kaltwasser, Pablo Rovira, 2010. "Uncertainty about fundamentals and herding behavior in the FOREX market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(6), pages 1215-1222.
- Ahmad Naimzada & Marina Pireddu, 2014. "Real and financial interacting oscillators: a behavioral macro-model with animal spirits," Working Papers 268, University of Milano-Bicocca, Department of Economics, revised Feb 2014.
- Anufriev, M. & Dindo, P.D.E., 2006.
"Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model,"
CeNDEF Working Papers
06-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Pietro Dindo, 2006. "Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 19, pages 269-282, Springer.
Cited by:
- Mikhail Anufriev & Pietro Dindo, 2007.
"Wealth-driven Selection in a Financial Market with Heterogeneous Agents,"
LEM Papers Series
2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Anufriev, Mikhail & Dindo, Pietro, 2010. "Wealth-driven selection in a financial market with heterogeneous agents," Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
- Mikhail Anufriev & Pietro Dindo, 2009. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," Post-Print hal-00763494, HAL.
- Dindo, P.D.E. & Tuinstra, J., 2006.
"A Behavioral Model for Participation Games with Negative Feedback,"
CeNDEF Working Papers
06-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2006. "A Behavioral Model for Participation Games with Negative Feedback," Tinbergen Institute Discussion Papers 06-073/1, Tinbergen Institute.
Cited by:
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- William Brock & Pietro Dindo & Cars Hommes, 2006. "Adaptive rational equilibrium with forward looking agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3‐4), pages 241-278, September.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Dindo, P.D.E., 2004.
"A tractable evolutionary model for the Minority Game with asymmetric payoffs,"
CeNDEF Working Papers
04-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Dindo, Pietro, 2005. "A tractable evolutionary model for the Minority Game with asymmetric payoffs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 110-118.
Cited by:
- Bischi, Gian Italo & Merlone, Ugo & Pruscini, Eros, 2018. "Evolutionary dynamics in club goods binary games," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 104-119.
- Gian Italo Bischi & Ugo Merlone, 2017. "Evolutionary minority games with memory," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 859-875, November.
Articles
- Emilio Barucci & Pietro Dindo & Francesca Grassetti, 2021.
"Portfolio insurers and constant weight traders: who will survive?,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 1993-2004, December.
Cited by:
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Dindo, Pietro, 2019.
"Survival in speculative markets,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
See citations under working paper version above.
- Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
"Momentum and reversal in financial markets with persistent heterogeneity,"
Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Long-run heterogeneity in an exchange economy with fixed-mix traders,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2014.
"Evolution and market behavior with endogenous investment rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo, 2010. "Evolution and market behavior with endogenous investment rules," LEM Papers Series 2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013.
"Selection in asset markets: the good, the bad, and the unknown,"
Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo, 2011. "Selection in asset markets: the good, the bad, and the unknown," LEM Papers Series 2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013.
"Evolution and market behavior in economics and finance: introduction to the special issue,"
Journal of Evolutionary Economics, Springer, vol. 23(3), pages 507-512, July.
Cited by:
- Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020.
"Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets,"
Swiss Finance Institute Research Paper Series
20-19, Swiss Finance Institute.
- Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020. "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020. "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
- I. V. Evstigneev & T. Hens & M. J. Vanaei, 2023. "Evolutionary finance: a model with endogenous asset payoffs," Journal of Bioeconomics, Springer, vol. 25(2), pages 117-143, August.
- Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020.
"Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets,"
Swiss Finance Institute Research Paper Series
20-19, Swiss Finance Institute.
- Giulio Bottazzi & Pietro Dindo, 2013.
"Globalizing Knowledge: How Technological Openness Affects Output, Spatial Inequality, And Welfare Levels,"
Journal of Regional Science, Wiley Blackwell, vol. 53(4), pages 631-655, October.
Cited by:
- Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015.
"Non-linear externalities in firm localization,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01297132, HAL.
- Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Regional Studies, Taylor & Francis Journals, vol. 51(8), pages 1138-1150, August.
- Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Post-Print hal-01405780, HAL.
- Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015. "Non-linear externalities in firm localization," Working Papers hal-01297132, HAL.
- Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01405780, HAL.
- Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2015. "Non-linear externalities in firm localization," LEM Papers Series 2015/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- José M. Gaspar, 2018.
"A prospective review on New Economic Geography,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 61(2), pages 237-272, September.
- José M. Gaspar, 2018. "A prospective review on New Economic Geography," FEP Working Papers 605, Universidade do Porto, Faculdade de Economia do Porto.
- Ren Lu & Torger Reve & Jing Huang & Ze Jian & Mei Chen, 2018. "A Literature Review Of Cluster Theory: Are Relations Among Clusters Important?," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1201-1220, September.
- Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015.
"Non-linear externalities in firm localization,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01297132, HAL.
- Pietro Dindo & Jan Tuinstra, 2011.
"A Class of Evolutionary Models for Participation Games with Negative Feedback,"
Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
See citations under working paper version above.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, P.D.E. & Tuinstra, J., 2010. "A class of evolutionary model for participation games with negative feedback," CeNDEF Working Papers 10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Dindo, Pietro, 2010.
"Wealth-driven selection in a financial market with heterogeneous agents,"
Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
See citations under working paper version above.
- Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mikhail Anufriev & Pietro Dindo, 2009. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," Post-Print hal-00763494, HAL.
- Diks, Cees & Dindo, Pietro, 2008.
"Informational differences and learning in an asset market with boundedly rational agents,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1432-1465, May.
See citations under working paper version above.
- Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- William Brock & Pietro Dindo & Cars Hommes, 2006.
"Adaptive rational equilibrium with forward looking agents,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3‐4), pages 241-278, September.
Cited by:
- Dudek, Maciej K., 2010. "A consistent route to randomness," Journal of Economic Theory, Elsevier, vol. 145(1), pages 354-381, January.
- Pfajfar, D., 2012.
"Formation of Rationally Heterogeneous Expectations,"
Discussion Paper
2012-083, Tilburg University, Center for Economic Research.
- Pfajfar, Damjan, 2013. "Formation of rationally heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1434-1452.
- Pfajfar, D., 2012. "Formation of Rationally Heterogeneous Expectations," Other publications TiSEM f256da5c-c711-49c8-bd12-9, Tilburg University, School of Economics and Management.
- Pasquale Commendatore & Martin Currie & Ingrid Kubin, 2008.
"Footloose Entrepreneurs, Taxes and Subsidies,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(1), pages 115-141.
- Pasquale Commendatore & Martin Currie & Ingrid Kubin, 2005. "Footloose Entrepreneurs, Taxes and Subsidies," Economics Discussion Paper Series 0521, Economics, The University of Manchester.
- Sophie Mitra & Jean-Marc Boussard, 2008. "Storage and the Volatility of Agricultural Prices: A Model of Endogenous Fluctuations," Fordham Economics Discussion Paper Series dp2008-11, Fordham University, Department of Economics.
- Dindo, P.D.E. & Tuinstra, J., 2010.
"A class of evolutionary model for participation games with negative feedback,"
CeNDEF Working Papers
10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Orlando Gomes, 2015. "Sentiment Cyclicality," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 9(2), pages 104-134, December.
- Bask, Mikael, 2007. "Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule," Bank of Finland Research Discussion Papers 19/2007, Bank of Finland.
- Gomes, Orlando, 2012. "Rational thinking under costly information—Macroeconomic implications," Economics Letters, Elsevier, vol. 115(3), pages 427-430.
- Branch, William A. & McGough, Bruce, 2010. "Dynamic predictor selection in a new Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1492-1508, August.
- Sophie Mitra & Jean‐Marc Boussard, 2012.
"A simple model of endogenous agricultural commodity price fluctuations with storage,"
Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 1-15, January.
- Sophie Mitra & Jean-Marc Boussard, 2011. "A Simple Model of Endogenous Agricultural Commodity Price Fluctuations with Storage," Fordham Economics Discussion Paper Series dp2011-05, Fordham University, Department of Economics.
- Pietro Dindo & Jan Tuinstra, 2006.
"A Behavioral Model for Participation Games with Negative Feedback,"
Tinbergen Institute Discussion Papers
06-073/1, Tinbergen Institute.
- Dindo, P.D.E. & Tuinstra, J., 2006. "A Behavioral Model for Participation Games with Negative Feedback," CeNDEF Working Papers 06-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Dudek, Maciej K., 2014. "Living in an imaginary world that looks real," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 209-223.
- Guo Feng & Liu Chong & Shi Qingling, 2019. "Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(5), pages 1-17, December.
- Westerhoff, Frank & Wieland, Cristian, 2010. "A behavioral cobweb-like commodity market model with heterogeneous speculators," Economic Modelling, Elsevier, vol. 27(5), pages 1136-1143, September.
- Václav Rybáček, 2015. "Vliv trhu mezistatků na úspěšnost prognóz ekonomické aktivity [Influence of the Intermediate Goods Market on the Success of Economic Activity Forecasts]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(3), pages 331-346.
- Dindo, Pietro, 2005.
"A tractable evolutionary model for the Minority Game with asymmetric payoffs,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 110-118.
See citations under working paper version above.
- Dindo, P.D.E., 2004. "A tractable evolutionary model for the Minority Game with asymmetric payoffs," CeNDEF Working Papers 04-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Chapters
- Giulio Bottazzi & Pietro Dindo, 2010.
"An Evolutionary Model of Firms’ Location with Technological Externalities,"
Chapters, in: Ron Boschma & Ron Martin (ed.), The Handbook of Evolutionary Economic Geography, chapter 24,
Edward Elgar Publishing.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo, 2008. "An evolutionary model of firms location with technological externalities," LEM Papers Series 2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mikhail Anufriev & Pietro Dindo, 2006.
"Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model,"
Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 19, pages 269-282,
Springer.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Anufriev, M. & Dindo, P.D.E., 2006. "Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," CeNDEF Working Papers 06-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MIC: Microeconomics (4) 2010-09-18 2010-11-20 2017-09-17 2019-07-08
- NEP-EVO: Evolutionary Economics (3) 2006-09-16 2010-09-18 2019-07-08
- NEP-MAC: Macroeconomics (3) 2019-07-29 2019-08-26 2020-04-06
- NEP-CBE: Cognitive and Behavioural Economics (2) 2006-09-16 2010-09-18
- NEP-DGE: Dynamic General Equilibrium (2) 2019-07-29 2019-08-26
- NEP-GTH: Game Theory (2) 2010-09-18 2019-07-08
- NEP-BEC: Business Economics (1) 2019-08-26
- NEP-CMP: Computational Economics (1) 2010-09-18
- NEP-FDG: Financial Development and Growth (1) 2020-04-06
- NEP-GEO: Economic Geography (1) 2008-05-05
- NEP-INO: Innovation (1) 2008-01-05
- NEP-KNM: Knowledge Management and Knowledge Economy (1) 2008-01-05
- NEP-NET: Network Economics (1) 2008-05-05
- NEP-UPT: Utility Models and Prospect Theory (1) 2011-05-30
- NEP-URE: Urban and Real Estate Economics (1) 2008-05-05
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Pietro Dindo should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.