Working Papers
Table of Contents
2022
2020
with D. Giachini Selection in incomplete markets and the CAPM portfolio rule Abstract PDF
with F. Cordoni, G. Livieri and S. Marmi Stock Recommendations from Stochastic Discounted Cash Flows Abstract PDF
with F. Cordoni, G. Livieri and S. Marmi Uncertainty in Firm Valuation and a Cross-Sectional Misvaluation Measure Abstract PDF
2018
2017
2016
with D.Giachini Far from the Madding Crowd: Collective Wisdom in Prediction Markets Abstract PDF
with D.Giachini Wealth and Price Distribution by Diffusive Approximation in a Repeated Prediction Market Abstract PDF
with A.De Sanctis and F.Vanni Non-performing loans, systemic risk and resilience in financial networks Abstract PDF
2015
with P.Dindo and D.Giachini Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders Abstract PDF
with U.Gragnolati and F.Vanni Non-linear externalities in firm localization Abstract PDF
with P.Dindo Drift criteria for persistence of discrete stochastic processes on the line Abstract PDF
2014
2013
with D.Pirino and F.Tamagni Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators Abstract PDF
with A.Secchi Financial Fragility and the Distribution of Firm Growth Rates Abstract PDF
with M.Grazzi Dynamics of productivity and cost of labor in Italian Manufacturing firms Abstract PDF
2011
with A.Secchi A New Class of Asymmetric Exponential Power Densities with Applications to Economics and Finance Abstract PDF
with M. Anufriev, G. Bottazzi, M. Marsili, P. Pin Excess Covariance and Dynamic Instability in a Multi-Asset Model Abstract PDF
with P. Dindo Selection in asset markets: the good, the bad, and the unknown Abstract PDF
2010
with P. Dindo Evolution and market behavior with endogenous investment rules Abstract PDF
with U. Gragnolati Cities and clusters: economy-wide and sector-specific effects in corporate location Abstract PDF
with D. Pirino Measuring Industry Relatedness and Corporate Coherence Abstract PDF
with A. Secchi and F. Tamagni Financial Constraints and Firm Dynamics Abstract PDF
with F. Tamagni Is Bigger Always Better? The effect of Size on Defaults Abstract PDF
2009
2008
2007
with M. Grazzi, A. Secchi and F. Tamagni, Assessing the Impact of Credit Ratings and Economic Performance on Firm Default Abstract PDF
A comment on the relationship between firms' size and growth rate Abstract PDF
On the Irreconcilability of Pareto and Gibrat Laws Abstract PDF
with A. Secchi Repeated Choices under Dynamic Externalities Abstract PDF
On the Pareto Type III Distribution Abstract PDF
with G. Dosi, G. Fagiolo and A. Secchi Modeling Industrial Evolution in Geographical Space Abstract PDF
with M. Grazzi Wage Structure in Italian Manufacturing Firms Abstract PDF
2006
with A.Secchi Maximum Likelihood Estimation of the Symmetric and Asymmetric Exponential Power Distribution Abstract PDF
with A.Secchi and F.Tamagni Productivity, Profitability and Financial Fragility: Empirical Evidence from Italian Business Firms Abstract PDF
with A.Secchi and F.Tamagni Financial Fragility and Growth Dynamics of Italian Business Firms Abstract PDF
2005
with A. Coad, N. Jacoby and A. Secchi Corporate Growth and Industrial Dynamics: Evidence from French Manufacturing Abstract PDF
with A. Secchi Explaining the Distribution of Firms Growth Rates Abstract PDF
with M. Anufriev Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders Abstract PDF
2004
with M. Grazzi and A. Secchi Characterising the Production Process: A Disaggregated Analysis of Italian Manufacturing Firms Abstract PDF
with M. Anoufriev and F. Pancotto Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies Abstract PDF
with M. Anoufriev Asset Pricing Model with Heterogeneous Investment Horizons Abstract PDF
with G. Dosi, G. Fagiolo, A. Secchi Sectoral and Geographical Specificities in the Spatial Structure of Economic Activities Abstract PDF
Subbotools User's Manual Abstract PDF
with A.Sapio and A.Secchi Some Statistical Investigations on the Nature and Dynamics of Electricity Prices Abstract PDF
with A.Secchi On the Laplace shape of the distribution of firms growth rates, Free University of Bozen, School of Economics Working Paper 41, Bozen 2004 PDF
2003
with E.Cefis, G.Dosi, A.Secchi Invariances and Diversities in the Evolution of Manufacturing Industries Abstract PDF
with Giovanna Devetag Expectations structure in asset pricing experiments Abstract PDF
with Angelo Secchi Sectoral Specifities in the Dynamics of U.S. Manufacturing Firms Abstract PDF
2002
with Giovanni Dosi and Igor Rebesco Institutional Achitectures and Behavioural Ecologies in the Dynamics of Financial Markets: a Preliminary Investigation Abstract PDF
with Giovanni Dosi and Giorgio Fagiolo Mapping Sectoral Patterns of Technological Accumulation into the Geography of Corporate Locations. A Simple Model and Some Promising Evidence Abstract PDF
with Angelo Secchi On The Laplace Distribution of Firms Growth Rates Abstract PDF
A Simple Micro-Model of Market Dynamics Part I: The "Homogenous Agents" Deterministic Limit Abstract PDF
with Giovanna Devetag Coordination and Self-Organization in Minority Games: Experimental Evidence Abstract PDF
2001
with Giovanni Dosi and Giorgio Fagiolo *On the Ubiquitous Nature of the Agglomeration Economies and their Diverse Determinants: Some Notes* Abstract PDF
with Elena Cefis and Giovanni Dosi Corporate Growth and Industrial Structure. Some Evidence from the Italian Manufacturing Industry Abstract PDF
with Giovanni Dosi and Gaia Rocchetti Modes of Knowledge Accumulation, Entry Regimes and Patterns of Industrial Evolution Abstract PDF
with Giovanni Dosi, Marco Lippi, Fabio Pammolli and Massimo Riccaboni Innovation and Corporate Growth in the Evolution of the Drug Industry Abstract PDF
Firm Diversification and the Law of Proportionate Effect Abstract PDF
2000
with Giovanni Dosi, Marco Lippi, Fabio Pammolli and Massimo Riccaboni Processes of corporate growth in the evolution of an innovation-driven industry. The case of pharmaceuticals. Abstract PDF
with Giovanna Devetag and Giovanni Dosi Adaptive Learning and Emergent Coordination in Minority Games Abstract PDF
Before 2000
Angular ordering and structure function at small x Milano Preprint IFUM-575-FT, April 1997. 6pp. e-Print Archive: hep-ph/9708474 Abstract Postscript Other format
with G. Marchesini, G.P. Salam and M. Scorletti, Structure functions and angular ordering at small x Milano Preprint IFUM-552-FT, Feb 1997. 22pp. e-Print Archive: hep-ph/9702418 Abstract Postscript