Foto del docente

Roberto Dieci

Professore ordinario

Dipartimento di Matematica

Settore scientifico disciplinare: STAT-04/A Metodi matematici dell’economia e delle scienze attuariali e finanziarie

Pubblicazioni

R. DIECI; F. Westerhoff, On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets, «APPLIED MATHEMATICS AND COMPUTATION», 2013, 221, pp. 306 - 328 [articolo]

C. Chiarella; R. Dieci; X.-Z. He, Time-varying beta: a boundedly rational equilibrium approach, «JOURNAL OF EVOLUTIONARY ECONOMICS», 2013, 23, pp. 609 - 639 [articolo]

R. Dieci; F. Westerhoff, A simple model of a speculative housing market, «JOURNAL OF EVOLUTIONARY ECONOMICS», 2012, 22, pp. 303 - 329 [articolo]

C. Chiarella; R. Dieci; X.-Z. He, Do heterogeneous beliefs diversify market risk?, «EUROPEAN JOURNAL OF FINANCE», 2011, 17, pp. 241 - 258 [articolo]

R. Dieci; M. Gallegati, Multiple attractors and business fluctuations in a nonlinear macro-model with equity rationing, «MATHEMATICAL AND COMPUTER MODELLING», 2011, 53, pp. 1298 - 1309 [articolo]

C. Chiarella; R. Dieci; X.-Z. He, The dynamic behaviour of asset prices in disequilibrium: a survey, «INTERNATIONAL JOURNAL OF BEHAVIOURAL ACCOUNTING AND FINANCE», 2011, 2, pp. 101 - 139 [articolo]

C. Chiarella; R. Dieci; X.-Z. He, A Framework for CAPM with Heterogeneous Beliefs, in: G. I. BISCHI; C. CHIARELLA; L. GARDINI, Nonlinear Dynamics in Economics, Finance and the Social Sciences, BERLIN, Springer-Verlag, 2010, pp. 353 - 369 [capitolo di libro]

F. Tramontana; L. Gardini; R. Dieci; F. Westerhoff, Global Bifurcations in a Three-Dimensional Financial Model of "Bull and Bear" Interactions, in: G. I. BISCHI; C. CHIARELLA; L. GARDINI, Nonlinear Dynamics in Economics, Finance and the Social Sciences, BERLIN, Springer-Verlag, 2010, pp. 333 - 352 [capitolo di libro]

R. Dieci; F. Westerhoff, Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2010, 34, pp. 743 - 764 [articolo]

R. Dieci; F. Westerhoff, Interacting cobweb markets, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2010, 75, pp. 461 - 481 [articolo]

N. Angelini; R. Dieci; F. Nardini, The role of market-clearing mechanisms in a simple heterogeneous-agent asset pricing model, in: Nonlinear Economic Dynamics, NEW YORK, Nova Science Publishers Inc, 2010, pp. 59 - 72 [capitolo di libro]

Natascia Angelini; Roberto Dieci; Franco Nardini, Bifurcation analysis of a dynamic duopoly model with heterogeneous costs and behavioural rules, «MATHEMATICS AND COMPUTERS IN SIMULATION», 2009, 79, n° 10, pp. 3179 - 3196 [articolo]

C. Chiarella; R. Dieci; X.-Z. He, Heterogeneity, Market Mechanisms, and Asset Price Dynamics, in: T. HENS; K. R. SCHENK-HOPPE, Handbook of Financial Markets: Dynamics and Evolution, AMSTERDAM, North-Holland, Elsevier, 2009, pp. 277 - 344 (Handbooks in Finance) [capitolo di libro]

R. Dieci; F. Westerhoff, Stability analysis of a cobweb model with market interactions, «APPLIED MATHEMATICS AND COMPUTATION», 2009, 215 (n. 6), pp. 2011 - 2023 [articolo]

F. Tramontana; L. Gardini; R. Dieci; F. Westerhoff, The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets, «DISCRETE DYNAMICS IN NATURE AND SOCIETY», 2009, 2009, doi:10.1155/2009/310471, pp. 1 - 30 [articolo]