Maria-Augusta Miceli

University of Rome Sapienza

Dept. of Economics and Law

9, Via del Castro Laurenziano

Rome, Rome 00161

Italy

SCHOLARLY PAPERS

33

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CITATIONS
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9

Scholarly Papers (33)

1.

Oligopolio con Bene Omogeneo (Oligopoly with Homogeneous Good)

Number of pages: 22 Posted: 04 Apr 2013 Last Revised: 04 May 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 4,307 (1,926)
Citation 3

Abstract:

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oligopoly, non cooperative, cooperative, Cournot, Bertrand, Nash, Stackleberg, collusion, game theory

2.

Offerta e Rendimenti di Scala in Concorrenza Perfetta (Supply and Returns to Scale under Perfect Competition)

Number of pages: 22 Posted: 20 Mar 2013 Last Revised: 23 Mar 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 3,868 (2,327)

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costs, returns to scale, technology, supply, theory of the firm, profit maximisation, cost functions, theory of production

3.

Cenni di Teoria dei Giochi - 1 (Elements of Game Theory - 1)

Number of pages: 21 Posted: 16 Apr 2013 Last Revised: 26 Apr 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 3,716 (2,505)

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Game Theory, Games, Incomplete Information, Complete Information, Nash Equilibrium, Backward Induction, Bayesian Games, Beliefs, Perfect Equilibrium, Signalling

4.

Monopolio, Monopsonio e Rendimenti di Scala (Monopoly, Monopsony and Returns to Scale)

Number of pages: 24 Posted: 16 Apr 2018 Last Revised: 21 Mar 2019
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 3,522 (2,717)
Citation 1

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monopoly, monopsony, returns to scale, buyer power, natural monopoly, essential facility, technology, supply, theory of the firm, profit maximisation, cost functions, theory of production

5.

Discriminazione di Prezzo in Monopolio e Bundling (Monopolistic Price Discrimination and Bundling)

Number of pages: 29 Posted: 02 Apr 2013 Last Revised: 23 Mar 2019
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 3,511 (2,733)

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monopolistic price discrimination, two parts tariffs, incentive compatible constraints, menu pricing, mechanism design, price elasticity, bundling, tying, consumer surplus

6.

Oligopolio con Beni Differenziati (Oligopoly with Differentiated Goods)

Number of pages: 16 Posted: 18 Apr 2013 Last Revised: 19 Apr 2017
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 2,931 (3,749)

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oligopoly, differentiated goods, non cooperative, cooperative, Cournot, Bertrand, Nash, Stackleberg, game theory

7.

Barriere all'entrata: come calcolarle (Barriers to Entry: How to Compute Them)

Number of pages: 25 Posted: 12 May 2013 Last Revised: 16 May 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 2,563 (4,683)

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Entry Barriers, Repeated Games, Incomplete information, Complete Information, Nash Equilibrium, Backward Induction, Bayesian Games, beliefs, Perfect Equilibrium, Signalling, barriere all'entrata, oligopolio dinamico, giochi ripetuti, segnalazione

8.

Fusioni orizzontali (Horizontal Mergers)

Number of pages: 13 Posted: 06 May 2013 Last Revised: 02 May 2019
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 2,200 (6,063)

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fusioni, M&A, F&A, complementarietà, complementary goods, complementarities, Herfindahl Index

9.

Integrazione e Controllo Verticale (Integration and Vertical Control)

Number of pages: 13 Posted: 03 May 2013 Last Revised: 10 May 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 1,853 (8,138)

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vertical control, mergers, essential facility, bottleneck, controllo verticale, integrazione verticale, filiera, risorsa essenziale, collo di bottiglia

10.

Note sulla Differenziazione Orizzontale (Notes on Horizontal Differentiation)

Number of pages: 18 Posted: 18 Apr 2013 Last Revised: 01 Jun 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 1,779 (8,720)

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oligopoly, differentiated goods, beni differenziati, horizontal differentiation, quality choice

11.

Innovazione e Brevetti (Lecture on Innovation and Patents)

Number of pages: 20 Posted: 20 May 2013 Last Revised: 29 May 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 1,739 (9,031)

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R&D, innovation, patents, optimal patent length, spillovers, drastic innovation, no-drastic innovation, R&S, innovazione, brevetti, durata ottima, innovazione drastica, innovazione non-drastica

12.

Pubblicità (Lecture Notes on Advertising)

Number of pages: 22 Posted: 29 Apr 2013 Last Revised: 01 Jun 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 1,656 (9,764)

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pubblicità, pubblicità informativa, pubblicità persusiva, segnalazione, advertising, persuasive advertising, informative adveryising, differentiation, signalling

13.

Note sulla Differenziazione Verticale (Lecture Notes on Vertical Differentiation)

Number of pages: 10 Posted: 28 Apr 2013 Last Revised: 31 May 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 1,579 (10,595)

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beni differenziati, differenziazione verticale, oligopoly, differentiated goods, vertical differentiation, quality choice

14.

Integrazione e Preclusione (Integration and Foreclosure)

Number of pages: 23 Posted: 07 May 2013 Last Revised: 16 May 2018
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 1,542 (10,997)

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foreclosure, M&A, vertical control, complementary goods, essential facility, bottleneck, F&A, fusioni, integrazione verticale, risorsa essenziale, collo di bottiglia, preclusione, esclusione

15.

Elementi di Teoria dei Contratti (Elements of Contract Theory)

Number of pages: 46 Posted: 24 Mar 2013 Last Revised: 07 Dec 2016
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 1,530 (11,134)
Citation 4

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Contracts, Incomplete information, Theory of the Firm, Moral Hazard, Adverse Selection, Incentive Compatible, Mechanism Design

16.

Prezzi di Ramsey (Ramsey Prices)

Number of pages: 9 Posted: 13 Apr 2015 Last Revised: 11 Jul 2016
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 1,329 (13,936)

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Ramsey prices, monopoly, natural monopoly, oligopoly, essential facility, technology, average cost rule, increasing returns to scale

17.

Microeconomia delle Reti e degli Standards (Microeconomics of Networks)

Number of pages: 13 Posted: 16 May 2014 Last Revised: 17 May 2017
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 1,171 (16,932)

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reti, effetti rete, standards, networks, network externalities

18.

Cenni di Valutazione Finanziaria (Elements of Corporate Valuation)

Number of pages: 25 Posted: 15 May 2015 Last Revised: 10 May 2019
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 683 (36,661)

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corporate finance, firm value, leverage, WACC, EVA, valuation

19.

Lezioni di Teoria del Puro Scambio (Lecture Notes on Pure Exchange Theory)

Number of pages: 11 Posted: 16 Nov 2014 Last Revised: 20 Nov 2014
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 473 (58,987)

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pure exchange, contracts, Pareto optimality, welfare theorems, core, bargaining, Edgeworth box

20.

Lezioni di Teoria Delle Aste (Lectures of Auction Theory)

Number of pages: 22 Posted: 11 Nov 2015
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 402 (71,821)

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Auction Theory, Bid, bidding strategy, Revenue Equivalence, Game Theory, Games, Incomplete information, Complete Information, Bayesian Games, beliefs, Perfect Equilibrium, Signalling, Sealed Bid, First Price Auction, Second Price Auction, English Auction

21.

Single Crossing Property

Number of pages: 9 Posted: 06 Apr 2013 Last Revised: 09 Apr 2013
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 382 (76,209)
Citation 1

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monopolistic price discrimination, II degree discrimination, two parts tariffs, incentive compatible constraints, menu pricing, mechanism design, contracts, incomplete information, hidden information, hidden types, single crossing property, menu pricing. consumer surplus

22.
Downloads 231 (131,422)

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portafoglio, portfolio, asset pricing, complete markets, consumption smoothing, intertemporal consumption, Bellman equation

23.

Scelta Intertemporale (Lectures on Intertemporal Choice)

Number of pages: 14 Posted: 04 Apr 2019
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 132 (215,411)

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consumer theory, intertemporal consumption, complete markets, intertemporal preference,

24.

Sequential Pairwise Trading: Convergence and Welfare Implications

Int. J. Computational Economics and Econometrics, Vol. 6, No. 1, 2016, pp. 13-43
Number of pages: 28 Posted: 20 Jan 2013 Last Revised: 09 Apr 2016
Maria-Augusta Miceli, Federico Cecconi and Giovanni Cerulli
University of Rome Sapienza, ISTC-CNR and Ceris-CNR
Downloads 108 (249,814)
Citation 1

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pairwise exchange, tatônnement, rationing, mispricing, general equilibrium, walrasian equilibrium, sequential equilibrium, auctioneer, price overreaction, wealth divide, agent-based models, agent-based simulations

25.

Scelte di Portafoglio: Approccio Media-Varianza Stati di Natura Continui (Mean-Variance Portfolio Choice)

Number of pages: 21 Posted: 07 May 2019
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 76 (312,475)

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portafoglio, portfolio, asset pricing, mean-variance, media-varianza, CAPM, efficient frontier

26.

Using Trees to Grow Money

Risk, Vol 16, No 11, November 2003, S11-S12
Number of pages: 2 Posted: 20 Mar 2013 Last Revised: 05 May 2013
Maria-Augusta Miceli and Gabriele Susinno
University of Rome Sapienza and Financial Advisory Services
Downloads 56 (366,560)

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Hedge Funds, Investment Strategies, Classification, Portfolio Diversification, Monitoring, Control

27.

Pass-Through Pricing on Production Chains

Number of pages: 28 Posted: 11 Sep 2016 Last Revised: 20 Oct 2016
Maria-Augusta Miceli and Claudia Nardone
University of Rome Sapienza and University of Rome I
Downloads 47 (396,103)

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pass-through, pass-on, mark-up, vertical control, production chain, bottleneck, Cournot Nash equilibrium, cartels, demand elasticity

28.

Firms in Input and Output Networks

Number of pages: 10 Posted: 02 Apr 2015
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 42 (414,156)

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networks, multiplier, links, centrality, network topology, industrial organization, spillovers, R&D, optimal subsidy

29.

Does Initial Mispricing Imply Equilibrium Price Overreaction and Wealth Divide?

Number of pages: 39 Posted: 22 May 2013 Last Revised: 30 Sep 2013
Maria-Augusta Miceli, Giovanni Cerulli and Federico Cecconi
University of Rome Sapienza, Ceris-CNR and ISTC-CNR
Downloads 31 (459,746)

Abstract:

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pairwise exchange, tatônnement, rationing, mispricing, general equilibrium, walrasian equilibrium, sequential equilibrium, auctioneer, price overreaction, wealth divide, agent-based models, agent-based simulations

30.

Does Government Insolvency Imply Speculative Attacks?

Number of pages: 17 Posted: 24 Apr 2013
Maria-Augusta Miceli
University of Rome Sapienza
Downloads 24 (495,722)

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speculative attacks, public debt, unsustainability, balance of payments crisis, run, Bayes, bayesian, fiscal policy, monetary policy, inflationary policy

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TV, advertising, public good, broadcasting

32.

Large Dimension Forecasting Models and Random Singular Value Spectra

The European Physical Journal B, 55, 201-207, 2007
Posted: 29 Sep 2013 Last Revised: 30 Sep 2013
Capital Fund Management, Capital Fund Management, University of Rome Sapienza and Capital Fund Management

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random matrix theory, time series analysis, econophysics, financial markets, business and management, big data, machine learning

33.

Ultrametricity in Fund of Funds Diversification

Physica A, 2003
Posted: 20 Dec 2003
Gabriele Susinno and Maria-Augusta Miceli
Financial Advisory Services and University of Rome Sapienza

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Hedge Funds, Selection, Correlation, Random Matrices, Graphs, Taxonomy, Classification, Strategies, CTA,Global Macro