Annalisa Fabretti

Markov chain analysis in agent-based model calibration by classical and simulated minimum distance

Annalisa Fabretti, 2018, Knowledge and Information Systems.

Delegated Portfolio Management under Ambiguity Aversion

Mustafa Ç. Pinar, Annalisa Fabretti, Stefano Herzel, 2013, Oper. Res. Lett..

What an Experimental Limit Order Book Can Tell Us About Real Markets?

Annalisa Fabretti, 2020, PAAMS.

An Agent-Based Model to Study the Impact of Convex Incentives on Financial Markets

Tommy Gärling, Annalisa Fabretti, Stefano Herzel, 2016, PAAMS.

Calibration of an Agent Based Model for Financial Markets

Annalisa Fabretti, 2011, PAAMS.

On the problem of calibrating an agent based model for financial markets

Annalisa Fabretti, A. Fabretti, 2012, Journal of Economic Interaction and Coordination.

Active Management of Socially Responsible Portfolios

Annalisa Fabretti, Stefano Herzel, A. Fabretti, 2013 .

Advances in Computational Social Science and Social Simulation

Jennifer Badham, Mario Paolucci, Dirk Helbing, 2014 .