Foto del docente

Roberto Dieci

Full Professor

Department of Mathematics

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Publications

Dieci, Roberto; He, Xue-Zhong*, Heterogeneous Agent Models in Finance, in: Handbook of Computational Economics - Volume 4, Amsterdam, Elsevier B.V., 2018, pp. 257 - 328 (HANDBOOKS IN ECONOMICS) [Chapter or essay]

Dieci, Roberto*; Schmitt, Noemi; Westerhoff, Frank, Interactions between stock, bond and housing markets, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2018, 91, pp. 43 - 70 [Scientific article]Open Access

Dieci, Roberto; Schmitt, Noemi; Westerhoff, Frank*, Steady states, stability and bifurcations in multi-asset market models, «DECISIONS IN ECONOMICS AND FINANCE», 2018, 41, pp. 357 - 378 [Scientific article]Open Access

Bischi, Gian Italo; Dawid, Herbert*; Dieci, Roberto; Matsumoto, Akio, Introduction to the special issue 'Nonlinear Economic Dynamics', «JOURNAL OF EVOLUTIONARY ECONOMICS», 2017, 27, pp. 825 - 830 [Scientific article]

Dieci, Roberto; Westerhoff, Frank, Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2016, 71, pp. 21 - 44 [Scientific article]Open Access

R. Dieci; X.-Z. He; C. Hommes (a cura di): autori vari, NONLINEAR ECONOMIC DYNAMICS AND FINANCIAL MODELLING - Essays in Honour of Carl Chiarella, Heidelberg, Springer, 2014, pp. 389 . [Editorship]

C. Chiarella; R. Dieci; X.-Z. He; K. Li, An evolutionary CAPM under heterogeneous beliefs, «ANNALS OF FINANCE», 2013, 9, pp. 185 - 215 [Scientific article]

R. Dieci; F. Westerhoff, Modeling house price dynamics with heterogeneous speculators, in: autori vari, Global Analysis of Dynamic Models in Economics and Finance, BERLIN, Springer-Verlag, 2013, pp. 35 - 61 [Chapter or essay]

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 [Scientific article]

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

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

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

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 [Scientific article]

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 [Scientific article]

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 [Chapter or essay]