Stanislao Gualdi

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

9

DOWNLOADS

501

SSRN CITATIONS
Rank 44,688

SSRN RANKINGS

Top 44,688

in Total Papers Citations

6

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

Optimal Inflation Target: Insights from an Agent-Based Model

Number of pages: 19 Posted: 19 Sep 2017 Last Revised: 09 Feb 2018
Capital Fund Management, Capital Fund Management, Université Paris VI Pierre et Marie Curie and École Normale Supérieure (ENS)
Downloads 143 (204,879)
Citation 2

Abstract:

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agent-based computational economics, aggregative models, monetary policy, inflation target, macroeconomics

2.

Portfolio Construction Matters

Number of pages: 17 Posted: 11 Nov 2018
Stanislao Gualdi and Stefano Ciliberti
Capital Fund Management and Capital Fund Management
Downloads 122 (232,118)

Abstract:

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Portfolio Construction, Equity Market Neutral Factors, Asset Management

3.

Wisdom of the Institutional Crowd

Number of pages: 11 Posted: 10 Mar 2017
Kevin Primicerio, Damien Challet and Stanislao Gualdi
CentraleSupélec, CentraleSupélec and Capital Fund Management
Downloads 65 (345,282)

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Keywords Wisdom of the Crowd, Institutional Investors, Optimal Portfolios

4.

Tipping Points in Macroeconomic Agent-Based Models

Number of pages: 42 Posted: 13 Jul 2013 Last Revised: 26 Aug 2014
Capital Fund Management, Université Paris VI Pierre et Marie Curie, École Normale Supérieure (ENS) and Capital Fund Management
Downloads 65 (345,282)
Citation 7

Abstract:

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Agent-Based Computational Economics, Aggregative Models, Cycles

5.

Monetary Policy and Dark Corners in a Stylized Agent-Based Model

Number of pages: 21 Posted: 22 Jan 2015
Capital Fund Management, Université Paris VI Pierre et Marie Curie, École Normale Supérieure (ENS) and Capital Fund Management
Downloads 42 (420,155)
Citation 3

Abstract:

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agent-based computational economics, aggregative models, monetary policy, macroeconomics, cycles

6.

Endogenous Growth in Production Networks

Number of pages: 30 Posted: 21 Jun 2018
Stanislao Gualdi and Antoine Mandel
Capital Fund Management and Université Paris I Panthéon-Sorbonne
Downloads 29 (476,106)
Citation 1

Abstract:

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7.

Endogenous Crisis Waves: A Stochastic Model with Synchronized Collective Behavior

Number of pages: 5 Posted: 13 Sep 2014
Capital Fund Management, Capital Fund Management, École Normale Supérieure (ENS), Université Paris VI Pierre et Marie Curie and École Normale Supérieure (ENS)
Downloads 25 (497,363)
Citation 1

Abstract:

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macroeconomic agent-based models, synchronization

8.

On the Emergence of Scale-Free Production Networks

Number of pages: 31 Posted: 22 Sep 2016
Stanislao Gualdi and Antoine Mandel
Capital Fund Management and Université Paris I Panthéon-Sorbonne
Downloads 10 (587,347)
Citation 3

Abstract:

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production networks, industrial dynamics, agent-based model

9.

Is ESG an Equity Factor or Just an Investment Guide?

https://joi.pm-research.com/content/28/2/32
Posted: 24 Jul 2018
Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management

Abstract:

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ESG ratings, Quantitative Asset Management, Equity market neutral, Risk premia