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Annalisa Fabretti

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

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First Name:Annalisa
Middle Name:
Last Name:Fabretti
RePEc Short-ID:pfa262
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  1. Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2015. "Convex Incentives in Financial Markets: an Agent-Based Analysis," CEIS Research Paper 337, Tor Vergata University, CEIS, revised 08 Apr 2015.
  2. Annalisa Fabretti & Stefano Herzel & Mustafa C. Pinar, 2014. "Delegated Portfolio Management under Ambiguity Aversion," CEIS Research Paper 304, Tor Vergata University, CEIS, revised 06 Feb 2014.
  3. Fabretti, Annalisa & Herzel, Stefano, 2010. "Delegated Portfolio Management with Socially Responsible Investment Constraints," Sustainable Investment and Corporate Governance Working Papers 2010/7, Sustainable Investment Research Platform.
  4. Annalisa Fabretti & Marcel Ausloos, 2005. "Recurrence analysis of the NASDAQ crash of April 2000," Papers physics/0505170,
  1. Annalisa Fabretti & Stefano Herzel, 2017. "An Agent Based Model for a Double Auction with Convex Incentives," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-7.
  2. Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2017. "Convex incentives in financial markets: an agent-based analysis," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 375-395, November.
  3. Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
  4. A. Fabretti & S. Herzel, 2012. "Delegated portfolio management with socially responsible investment constraints," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 293-309, April.
  5. A. Fabretti & M. Ausloos, 2005. "Recurrence Plot And Recurrence Quantification Analysis Techniques For Detecting A Critical Regime. Examples From Financial Market Inidices," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 16(05), pages 671-706.
    RePEc:wsi:ijmpcx:v:16:y:2005:i:05:p:671-706 is not listed on IDEAS
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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.
  1. NEP-CTA: Contract Theory & Applications (2) 2010-06-26 2015-04-19
  2. NEP-HRM: Human Capital & Human Resource Management (2) 2014-02-15 2015-04-19
  3. NEP-CFN: Corporate Finance (1) 2015-04-19
  4. NEP-CMP: Computational Economics (1) 2015-04-19
  5. NEP-ORE: Operations Research (1) 2015-04-19
  6. NEP-PPM: Project, Program & Portfolio Management (1) 2010-06-26
  7. NEP-SOG: Sociology of Economics (1) 2014-02-15
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2014-02-15

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