Foto del docente

Roberto Dieci

Professore ordinario

Dipartimento di Matematica

Settore scientifico disciplinare: SECS-S/06 METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Pubblicazioni

R. Dieci; S. Sordi; A. Vercelli, Financial fragility and global dynamics, «CHAOS, SOLITONS AND FRACTALS», 2006, 29, pp. 595 - 610 [articolo]

A. Agliari; G.I. Bischi; R. Dieci; L. Gardini, Homoclinic tangles associated with closed invariant curves in families of 2-D maps, «GRAZER MATHEMATISCHE BERICHTE», 2006, 350, pp. 1 - 14 [articolo]

R. Dieci; I. Foroni; L. Gardini; X.-Z. He, Market mood, adaptive beliefs and asset price dynamics, «CHAOS, SOLITONS AND FRACTALS», 2006, 29, pp. 520 - 534 [articolo]

F. Westerhoff; R. Dieci, The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioural finance approach, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2006, 30(2), pp. 293 - 322 [articolo]

C. Chiarella; R. Dieci; L. Gardini, Asset price dynamics and diversification with heterogeneous agents, in: Nonlinear Dynamics and Heterogeneous Interacting Agents, BERLIN, Springer, 2005, pp. 251 - 267 (Lecture notes in economics and mathematical systems (ISSN:0075-8442); 550 (Part V)) [capitolo di libro]

P. De Grauwe; R. Dieci; M. Grimaldi, Fundamental and non-fundamental equilibria in the foreign exchange market: a behavioural finance framework, «CESIFO WORKING PAPERS», 2005, 1431, pp. 1 - 41 [articolo]

AGLIARI A.; BISCHI G.I.; DIECI R.; GARDINI L., Global bifurcation of closed invariant curves in two-dimensional maps: a computer-assisted study, «INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS IN APPLIED SCIENCES AND ENGINEERING», 2005, 15 (4), pp. 1285 - 1328 [articolo]

CHIARELLA C.; DIECI R.; GARDINI L., The dynamic interaction of speculation and diversification, «APPLIED MATHEMATICAL FINANCE», 2005, 12 (1), pp. 17 - 52 [articolo]

C. Chiarella; R. Dieci; L. Gardini, A dynamic analysis of speculation across two markets, in: The Complex Dynamics of Economic Interaction, BERLIN, Springer, 2004, pp. 197 - 212 (Lecture Notes in Economics and Mathematical Systems (ISSN:0075-8442); 531 (Part III)) [capitolo di libro]