Foto del docente

Roberto Dieci

Full Professor

Department of Mathematics

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Publications

C. Chiarella; R. Dieci; L. Gardini; L. Sbragia, A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence, «COMPUTATIONAL ECONOMICS», 2008, 32, pp. 55 - 72 [Scientific article]

Candela G.; Castellani M.; Dieci R., Economics of externalities and public policy, «INTERNATIONAL REVIEW OF ECONOMICS», 2008, 55 (3), pp. 285 - 311 [Scientific article]

C. Chiarella; R. Dieci; X.-H. He, Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2007, 62, pp. 408 - 427 [Scientific article]

A. Agliari; R. Dieci; L. Gardini, Homoclinic tangles in a Kaldor-like business cycle model, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2007, 62, pp. 324 - 347 [Scientific article]

Castellani M.; Candela G.; Dieci R., Il turismo responsabile: un’opportunità per le destinazioni turistiche e per i turisti, «POLITICA ECONOMICA», 2007, 23/1, pp. 83 - 102 [Scientific article]

C. Chiarella; R. Dieci; L. Gardini, Asset price and wealth dynamics in a financial market with heterogeneous agents, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2006, 30, pp. 1755 - 1786 [Scientific article]

Agliari, A.; Dieci, R., Coexistence of attractors and homoclinic loops in a kaldor-like business cycle model, in: Business Cycle Dynamics: Models and Tools, Berlin, Springer, 2006, pp. 223 - 254 [Chapter or essay]

A. Agliari; R. Dieci, Coexistence of attractors and homoclinic loops in a Kaldor-like bysiness cycle model, in: T. PUU I. SUSHKO, Business Cycle Dynamics - Models and Tools, BERLIN, Springer-Verlag, 2006, pp. 223 - 254 [Chapter or essay]

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

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 [Scientific article]

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 [Scientific article]

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 [Scientific article]

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)) [Chapter or essay]

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 [Scientific article]

Agliari, A.; Bischi, G. I.; Dieci, Roberto; 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 [Scientific article]