Maria-Augusta Miceli

Sapienza University of Rome - Faculty of Economics

Dept. of Economics and Law

9, Via del Castro Laurenziano

Rome, Rome 00161

Italy

http://https://web.uniroma1.it/dip_ecodir/en

  • Sapienza University of Rome - Faculty of Economics

SCHOLARLY PAPERS

39

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Scholarly Papers (39)

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1.

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

Number of pages: 37 Posted: 20 Mar 2013 Last Revised: 23 Mar 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 4,815 (3,857)

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

2.

Oligopolio con Bene Omogeneo (Oligopoly with Homogeneous Good)

Number of pages: 33 Posted: 04 Apr 2013 Last Revised: 18 Dec 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 4,813 (3,860)
Citation 3

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

3.

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

Number of pages: 27 Posted: 16 Apr 2018 Last Revised: 08 Apr 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 4,299 (4,666)
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

4.

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

Number of pages: 31 Posted: 02 Apr 2013 Last Revised: 08 Apr 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 4,201 (4,871)

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

5.

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
Sapienza University of Rome - Faculty of Economics
Downloads 4,117 (5,035)

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

6.

Oligopolio con Beni Differenziati (Oligopoly with Differentiated Goods)

Number of pages: 20 Posted: 18 Apr 2013 Last Revised: 05 May 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 3,307 (7,195)

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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: 23 Posted: 12 May 2013 Last Revised: 20 May 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 2,832 (9,176)

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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
Sapienza University of Rome - Faculty of Economics
Downloads 2,563 (10,783)

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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: 16 Posted: 03 May 2013 Last Revised: 14 May 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 2,129 (14,480)

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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: 23 Posted: 18 Apr 2013 Last Revised: 26 May 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 2,007 (15,871)

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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: 22 Posted: 20 May 2013 Last Revised: 03 Jun 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 1,949 (16,633)

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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
Sapienza University of Rome - Faculty of Economics
Downloads 1,858 (17,993)

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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: 13 Posted: 28 Apr 2013 Last Revised: 28 May 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 1,796 (18,954)

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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: 14 Posted: 07 May 2013 Last Revised: 18 May 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 1,750 (19,732)

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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
Sapienza University of Rome - Faculty of Economics
Downloads 1,582 (23,051)
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
Sapienza University of Rome - Faculty of Economics
Downloads 1,503 (24,901)
Citation 1

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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
Sapienza University of Rome - Faculty of Economics
Downloads 1,351 (29,125)

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reti, effetti rete, standards, networks, network externalities

18.

Scelta in condizioni di incertezza e asset pricing: S=2 (Choice under Uncertainty and Asset Pricing: Complete Markets)

Number of pages: 31 Posted: 24 Apr 2019 Last Revised: 15 Mar 2024
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 1,097 (39,470)

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

19.

Scelte di Portafoglio: Approccio Media-Varianza e CAPM (Mean-Variance Portfolio Choice and CAPM)

Number of pages: 32 Posted: 07 May 2019 Last Revised: 11 Apr 2024
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 926 (50,043)

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

20.

Scelta Intertemporale (Lectures on Intertemporal Choice)

Number of pages: 20 Posted: 04 Apr 2019 Last Revised: 10 Oct 2024
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 841 (57,485)

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

21.

Cenni di Valutazione Finanziaria (Elements of Corporate Valuation)

Number of pages: 25 Posted: 15 May 2015 Last Revised: 10 May 2019
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 818 (59,285)

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

22.

Asset Pricing in Mercati Completi (Asset Pricing in Complete Markets)

Number of pages: 31 Posted: 02 Jun 2020 Last Revised: 26 Mar 2024
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 806 (60,550)

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Portafoglio, Portfolio, Asset Pricing, Complete Markets, Fixed Income, No-Arbitrage, Market Completion

23.

Elementi di teoria della scelta del consumatore (Elements of Consumption Decision Theory)

Number of pages: 46 Posted: 07 Sep 2023 Last Revised: 01 Oct 2024
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 569 (94,892)

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consumption theory, Slutsky variation, intertemporal choice, consumer surplus.

24.

Lezioni di Teoria Delle Aste (Lectures of Auction Theory)

Number of pages: 22 Posted: 11 Nov 2015
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 529 (103,473)

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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

25.

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
Sapienza University of Rome - Faculty of Economics
Downloads 514 (107,216)

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

26.

Single Crossing Property

Number of pages: 9 Posted: 06 Apr 2013 Last Revised: 09 Apr 2013
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 437 (130,043)
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

27.

Surplus del Consumatore e del Produttore (Consumer and Producer Surplus)

Number of pages: 11 Posted: 08 Jun 2020
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 216 (272,473)

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Consumer Surplus, Producer Surplus, Marginal Utility, Marginal Cost, Welfare

28.

Interest Rates: Theory and Computations

Number of pages: 28 Posted: 19 Apr 2024 Last Revised: 04 May 2024
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 173 (333,337)

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interest rates, spot, forward, term structure, par rates, duration, convexity, bond pricing,

29.

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
Sapienza University of Rome - Faculty of Economics, ISTC-CNR and Ceris-CNR
Downloads 134 (411,136)
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

30.

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
Sapienza University of Rome - Faculty of Economics and Pictet Asset Management
Downloads 108 (483,592)

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

31.

Swaps and Forward Rate Agreements

Number of pages: 27 Posted: 02 May 2024
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 74 (613,054)

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swaps, swap rates, zero swap curve, par rates, forward rate agreements, derivatives, term structure, bond pricing,

32.

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
Sapienza University of Rome - Faculty of Economics and Sapienza University of Rome
Downloads 72 (622,319)
Citation 1

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

33.

Firms in Input and Output Networks

Number of pages: 10 Posted: 02 Apr 2015
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 66 (651,398)

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

34.

VAT Compliance Incentives

Miceli, M. A. (2020). VAT Compliance Incentives. arXiv preprint arXiv:2002.07862.
Number of pages: 23 Posted: 27 Mar 2020 Last Revised: 03 Mar 2021
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 64 (661,556)

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Tax evasion, Tax design, Tax compliance, Tax fraud, VAT, Audit, Tax incentives, Fiscal Policy, Public Economics, Public Finance, Tax Induced, Mixed strategies game, Bayesian game.

35.

Modalità di Affidamento del Servizio Pubblico Televisivo: Effetti sul Canone e sull’Efficienza del Mercato della Raccolta Pubblicitaria (Organizing a Public TV Service: Effects on Subscription Fees and Advertising Prices)

Number of pages: 18 Posted: 31 Dec 2013 Last Revised: 04 Jan 2014
Maria-Augusta Miceli and Andrea Pezzoli
Sapienza University of Rome - Faculty of Economics and AGCM
Downloads 56 (704,535)

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TV, advertising, public good, broadcasting

36.

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
Sapienza University of Rome - Faculty of Economics, Ceris-CNR and ISTC-CNR
Downloads 50 (740,737)

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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

37.

Does Government Insolvency Imply Speculative Attacks?

Number of pages: 17 Posted: 24 Apr 2013
Maria-Augusta Miceli
Sapienza University of Rome - Faculty of Economics
Downloads 49 (747,043)

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

38.

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
Jean-Philippe Bouchaud, Laurent Laloux, Maria-Augusta Miceli, Marc Potters and Marc Potters
Capital Fund Management, Capital Fund Management, Sapienza University of Rome - Faculty of Economics and Capital Fund ManagementCapital Fund Management

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

39.

Ultrametricity in Fund of Funds Diversification

Physica A, 2003
Posted: 20 Dec 2003
Gabriele Susinno and Maria-Augusta Miceli
Pictet Asset Management and Sapienza University of Rome - Faculty of Economics

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