Annalisa Fabretti

University of Rome Tor Vergata - Tor Vergata Economics University Foundation

Via Columbia 2

Rome, 00133

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

150

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

Convex Incentives in Financial Markets: An Agent-Based Analysis

Number of pages: 29 Posted: 25 Nov 2014 Last Revised: 26 Nov 2014
Annalisa Fabretti, Tommy Garling, Stefano Herzel and Martin Holmen
University of Rome Tor Vergata - Tor Vergata Economics University Foundation, Göteborg University, University of Rome Tor Vergata - Faculty of Economics and University of Gothenburg - Department of Economics
Downloads 42 (454,777)

Abstract:

Loading...

incentives, market instability, agent-based simulations

Convex Incentives in Financial Markets: An Agent-Based Analysis

CEIS Working Paper No. 337
Number of pages: 32 Posted: 09 Apr 2015
Annalisa Fabretti, Tommy Garling, Stefano Herzel and Martin Holmen
University of Rome Tor Vergata - Tor Vergata Economics University Foundation, Göteborg University, University of Rome Tor Vergata - Faculty of Economics and University of Gothenburg - Department of Economics
Downloads 39 (468,064)

Abstract:

Loading...

incentives, market instability, agent-based simulations.

2.

Delegated Portfolio Management under Ambiguity Aversion

CEIS Working Paper No. 304
Number of pages: 27 Posted: 08 Feb 2014 Last Revised: 17 Feb 2015
Annalisa Fabretti, Stefano Herzel and Mustafa Pinar
University of Rome Tor Vergata - Tor Vergata Economics University Foundation, University of Rome Tor Vergata - Faculty of Economics and Bilkent University - Department of Industrial Engineering
Downloads 69 (355,223)

Abstract:

Loading...

Delegated Portfolio Management, ambiguity, robust optimization