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Paolo Pellizzari

Personal Details

First Name:Paolo
Middle Name:
Last Name:Pellizzari
Suffix:
RePEc Short-ID:ppe55
[This author has chosen not to make the email address public]
http://virgo.unive.it/paolop
Department of Economics Cannaregio 873 30121 VENICE ITALY
+39 041 2346924
Terminal Degree:1997 Dipartimento di Matematica Applicata; Università Ca' Foscari Venezia (from RePEc Genealogy)

Affiliation

Dipartimento di Economia
Università Ca' Foscari Venezia

Venezia, Italy
http://www.unive.it/dip.economia
RePEc:edi:dsvenit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Paolo Pellizzari, 2024. "Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model," Working Papers 2024: 03, Department of Economics, University of Venice "Ca' Foscari".
  2. Luca Gerotto & Paolo Pellizzari, 2017. "A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results," Working Papers 2017:27, Department of Economics, University of Venice "Ca' Foscari".
  3. Shira Fano & Paolo Pellizzari, 2015. "The Effects of Facebook Discussions on Academic Performance," Working Papers 2015:28, Department of Economics, University of Venice "Ca' Foscari".
  4. Paolo Pellizzari & Dan Ladley, 2014. "The simplicity of optimal trading in order book markets," Working Papers 2014:05, Department of Economics, University of Venice "Ca' Foscari".
  5. Paolo Pellizzari & Elena Sartori & Marco Tolotti, 2014. "Trade-in programs in the context of technological innovation with herding," Working Papers 04, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
  6. Caterina Cruciani & Anna Moretti & Paolo Pellizzari, 2012. "Does sharing values lead to cooperation? A similarity-based investigation," Working Papers 1, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
  7. Ron Bird & Paolo Pellizzari & Danny Yeung & Paul Woolley, 2012. "The Strategic Implementation of an Investment Process in a Funds Management Firm," Working Paper Series 17, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  8. Caterina Cruciani & Anna Moretti & Paolo Pellizzari, 2012. "Sense making and information in an agent-based model of cooperation," Working Papers 14, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
  9. Danny Yeung & Paolo Pellizzari & Ron Bird & Sazali Abidin, 2012. "Diversification Versus Concentration ......... and the Winner Is?," Working Paper Series 18, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  10. Paolo Pellizzari & Dino Rizzi, 2012. "Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure," Working Papers 2012_24, Department of Economics, University of Venice "Ca' Foscari", revised 2012.
  11. Paolo Pellizzari, 2012. "Facebook as an academic learning platform: A case study in Mathematics," Working Papers 2012_01, Department of Economics, University of Venice "Ca' Foscari".
  12. Paolo Pellizzari, 2011. "Optimal trading in a limit order book using linear strategies," Working Papers 2011_16, Department of Economics, University of Venice "Ca' Foscari", revised Sep 2011.
  13. Shira Fano & Paolo Pellizzari, 2011. "Time-dependent trading strategies in a continuous double auction," Working Papers 2011_03, Department of Economics, University of Venice "Ca' Foscari".
  14. Paolo Pellizzari & Dino Rizzi, 2011. "A Multi-Agent Model of Tax Evasion with Public Expenditure," Working Papers 2011_15, Department of Economics, University of Venice "Ca' Foscari".
  15. Ron Bird & Paolo Pellizzari & Danny Yeung, 2011. "Performance Implications of Active Management of Institutional Mutual Funds," Working Paper Series 13, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  16. Shira Fano & Marco Li Calzi & Paolo Pellizzari, 2010. "Convergence of outcomes and evolution of strategic behavior in double auctions," Working Papers 196, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  17. Paolo Pellizzari & Frank Westerhoff, 2009. "Some effects of transaction taxes under different microstructures," Post-Print hal-00727590, HAL.
  18. Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers 188, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  19. Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley, 2009. "The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients," Working Paper Series 3, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  20. Carl Chiarella & Xue-Zhong He & Paolo Pellizzari, 2009. "A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market," Research Paper Series 251, Quantitative Finance Research Centre, University of Technology, Sydney.
  21. Marco LiCalzi & Paolo Pellizzari, 2008. "Zero-Intelligence Trading without Resampling," Working Papers 164, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  22. Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008. "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers 168, Department of Applied Mathematics, Università Ca' Foscari Venezia, revised Nov 2009.
  23. Paolo Pellizzari, 2008. "The Toll of Subrational Trading in an Agent Based Economy," Research Paper Series 217, Quantitative Finance Research Centre, University of Technology, Sydney.
  24. Marco LiCalzi & Paolo Pellizzari, 2007. "Which market protocols facilitate fair trading?," Working Papers 151, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  25. Alberto Fogale & Paolo Pellizzari & Massimo Warglien, 2006. "Learning and equilibrium selection in a coordination game with heterogeneous agents," Working Papers 135, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  26. Marco LiCalzi & Paolo Pellizzari, 2006. "Simple Market Protocols for Efficient Risk Sharing," Working Papers 136, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  27. Marco LiCalzi & Paolo Pellizzari, 2006. "The allocative effectiveness of market protocols under intelligent trading," Working Papers 134, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  28. Paolo Pellizzari & Arianna Dal Forno, 2006. "A comparison of different trading protocols in an agent-based market," Working Papers 140, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  29. Marco LiCalzi & Paolo Pellizzari, 2005. "Breeds of risk-adjusted fundamentalist strategies in an order- driven market," Computational Economics 0506001, University Library of Munich, Germany.
  30. Paolo Pellizzari, 2003. "Static Hedging of Multivariate Derivatives by Simulation," Finance 0311013, University Library of Munich, Germany, revised 04 Dec 2003.
  31. Pizzi Claudio & Pellizzari Paolo, 2002. "Monte Carlo Pricing of American Options Using Nonparametric Regression," Finance 0207007, University Library of Munich, Germany, revised 04 Mar 2003.
  32. M. LiCalzi & P. Pellizzari, 2002. "Clashing Fundamentalists and the Dynamics of Price Formation," Computing in Economics and Finance 2002 95, Society for Computational Economics.
  33. Marco LiCalzi & Paolo Pellizzari, 2002. "Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets," Computational Economics 0207001, University Library of Munich, Germany, revised 04 Mar 2003.
  34. A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance 9902003, University Library of Munich, Germany, revised 14 Oct 2002.
  35. P. Pellizzari, 1998. "Efficient Monte Carlo Pricing of Basket Options," Finance 9801001, University Library of Munich, Germany.

Articles

  1. Rosario Maggistro & Paolo Pellizzari & Elena Sartori & Marco Tolotti, 2022. "Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(2), pages 451-480, December.
  2. Luca Gerotto & Paolo Pellizzari, 2021. "A replication of Pindyck’s willingness to pay: on the efforts required to obtain results," SN Business & Economics, Springer, vol. 1(5), pages 1-25, May.
  3. Donadelli, Michael & Gufler, Ivan & Pellizzari, Paolo, 2020. "The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index," Economics Letters, Elsevier, vol. 197(C).
  4. Danilo Liuzzi & Paolo Pellizzari & Marco Tolotti, 2019. "Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 643-662, September.
  5. Caterina Cruciani & Anna Moretti & Paolo Pellizzari, 2017. "Dynamic patterns in similarity-based cooperation: an agent-based investigation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 121-141, April.
  6. Paolo Pellizzari & Friederike Wall, 2015. "Simulation in management accounting and management control: editorial," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 26(2), pages 95-98, August.
  7. Ron Bird & Paolo Pellizzari & Danny Yeung & David Gallagher, 2015. "Performance implications of active management of institutional mutual funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 1-27, March.
  8. Paolo Pellizzari & Elena Sartori & Marco Tolotti, 2015. "Optimal Policies In Two-Step Binary Games Under Social Pressure And Limited Resources," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(05n06), pages 1-16, August.
  9. Pellizzari, Paolo & Rizzi, Dino, 2014. "Citizenship and power in an agent-based model of tax compliance with public expenditure," Journal of Economic Psychology, Elsevier, vol. 40(C), pages 35-48.
  10. Shira Fano & Marco LiCalzi & Paolo Pellizzari, 2013. "Convergence of outcomes and evolution of strategic behavior in double auctions," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 513-538, July.
  11. Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo, 2012. "A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market," Macroeconomic Dynamics, Cambridge University Press, vol. 16(4), pages 556-575, September.
  12. Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley, 2011. "The impact on the pricing process of costly active management and performance chasing clients," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 6(1), pages 61-82, May.
  13. Pellizzari, Paolo & Westerhoff, Frank, 2009. "Some effects of transaction taxes under different microstructures," Journal of Economic Behavior & Organization, Elsevier, vol. 72(3), pages 850-863, December.
  14. Paolo Pellizzari & Arianna Forno, 2007. "A comparison of different trading protocols in an agent-based market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 2(1), pages 27-43, June.
  15. LiCalzi, Marco & Pellizzari, Paolo, 2007. "Simple market protocols for efficient risk sharing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3568-3590, November.
  16. Fogale, Alberto & Pellizzari, Paolo & Warglien, Massimo, 2007. "Learning and equilibrium selection in a coordination game with heterogeneous agents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 519-527.
  17. LiCalzi, Marco & Pellizzari, Paolo, 2006. "Breeds of risk-adjusted fundamentalist strategies in an order-driven market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 359(C), pages 619-633.
  18. Pellizzari, P., 2005. "Static hedging of multivariate derivatives by simulation," European Journal of Operational Research, Elsevier, vol. 166(2), pages 507-519, October.
  19. Marco Licalzi & Paolo Pellizzari, 2003. "Fundamentalists clashing over the book: a study of order-driven stock markets," Quantitative Finance, Taylor & Francis Journals, vol. 3(6), pages 470-480.
  20. Andrea Gam & Paolo Pellizzari, 2002. "Utility based pricing of contingent claims in incomplete markets," Applied Mathematical Finance, Taylor & Francis Journals, vol. 9(4), pages 241-260.
  21. P. Pellizzari, 2001. "Efficient Monte Carlo pricing of European options¶using mean value control variates," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 24(2), pages 107-126, November.

Chapters

  1. Paolo Pellizzari & Elena Sartori & Marco Tolotti, 2015. "Trade-In Programs in the Context of Technological Innovation with Herding," Lecture Notes in Economics and Mathematical Systems, in: Frédéric Amblard & Francisco J. Miguel & Adrien Blanchet & Benoit Gaudou (ed.), Advances in Artificial Economics, edition 127, pages 219-230, Springer.
  2. Susanna Calimani & Paolo Pellizzari, 2014. "Tax Enforcement in an Agent-Based Model with Endogenous Audits," Lecture Notes in Economics and Mathematical Systems, in: Stephan Leitner & Friederike Wall (ed.), Artificial Economics and Self Organization, edition 127, pages 41-53, Springer.
  3. Caterina Cruciani & Anna Moretti & Paolo Pellizzari, 2012. "Sense making and information in an agent-based model of cooperation," Lecture Notes in Economics and Mathematical Systems, in: Andrea Teglio & Simone Alfarano & Eva Camacho-Cuena & Miguel Ginés-Vilar (ed.), Managing Market Complexity, edition 127, chapter 0, pages 127-139, Springer.
  4. Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2011. "Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 5-28, Springer.
  5. Shira Fano & Paolo Pellizzari, 2011. "Time-Dependent Trading Strategies in a Continuous Double Auction," Lecture Notes in Economics and Mathematical Systems, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart (ed.), Emergent Results of Artificial Economics, pages 165-176, Springer.
  6. Lucia Milone & Paolo Pellizzari, 2009. "Mutual Funds Flows and the “Sheriff of Nottingham” Effect," Lecture Notes in Economics and Mathematical Systems, in: Cesáreo Hernández & Marta Posada & Adolfo López-Paredes (ed.), Artificial Economics, chapter 0, pages 117-128, Springer.
  7. Marco LiCalzi & Paolo Pellizzari, 2008. "Zero-Intelligence Trading Without Resampling," Lecture Notes in Economics and Mathematical Systems, in: Klaus Schredelseker & Florian Hauser (ed.), Complexity and Artificial Markets, chapter 1, pages 3-14, Springer.
  8. Marco LiCalzi & Paolo Pellizzari, 2007. "Which Market Protocols Facilitate Fair Trading?," Lecture Notes in Economics and Mathematical Systems, in: Andrea Consiglio (ed.), Artificial Markets Modeling, chapter 6, pages 81-97, Springer.
  9. Marco LiCalzi & Paolo Pellizzari, 2006. "The Allocative Effectiveness of Market Protocols Under Intelligent Trading," Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 2, pages 17-29, Springer.

Books

  1. Marco Li Calzi & Lucia Milone & Paolo Pellizzari (ed.), 2010. "Progress in Artificial Economics," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-13947-5, July.

More information

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Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (15) 2003-11-30 2005-04-30 2005-06-14 2006-05-20 2006-11-18 2007-06-02 2008-02-23 2008-05-05 2009-07-03 2010-04-17 2011-11-01 2012-11-17 2014-03-30 2014-04-11 2024-02-12. Author is listed
  2. NEP-MST: Market Microstructure (10) 2006-08-12 2006-11-18 2007-06-02 2008-02-23 2008-05-05 2008-10-28 2009-08-16 2009-09-26 2011-11-14 2014-03-30. Author is listed
  3. NEP-FMK: Financial Markets (7) 2002-07-31 2005-06-14 2005-11-12 2006-05-20 2006-08-12 2009-07-03 2012-02-20. Author is listed
  4. NEP-FIN: Finance (5) 2002-07-31 2003-11-30 2005-04-30 2006-05-20 2006-08-12. Author is listed
  5. NEP-EVO: Evolutionary Economics (3) 2006-05-20 2012-10-13 2024-02-12
  6. NEP-GTH: Game Theory (3) 2006-05-20 2012-10-13 2024-02-12
  7. NEP-CBE: Cognitive and Behavioural Economics (2) 2006-05-20 2008-05-05
  8. NEP-CTA: Contract Theory and Applications (2) 2011-06-11 2011-11-14
  9. NEP-EXP: Experimental Economics (2) 2008-05-17 2008-10-28
  10. NEP-IUE: Informal and Underground Economics (2) 2011-11-01 2012-11-17
  11. NEP-PBE: Public Economics (2) 2011-11-01 2012-11-17
  12. NEP-PUB: Public Finance (2) 2009-09-26 2011-11-01
  13. NEP-ACC: Accounting and Auditing (1) 2011-11-01
  14. NEP-AGR: Agricultural Economics (1) 2017-12-18
  15. NEP-BEC: Business Economics (1) 2006-08-12
  16. NEP-CFN: Corporate Finance (1) 2003-11-30
  17. NEP-COM: Industrial Competition (1) 2014-04-11
  18. NEP-DGE: Dynamic General Equilibrium (1) 2008-05-05
  19. NEP-EDU: Education (1) 2015-10-04
  20. NEP-ENE: Energy Economics (1) 2017-12-18
  21. NEP-ENV: Environmental Economics (1) 2017-12-18
  22. NEP-GER: German Papers (1) 2014-04-11
  23. NEP-HME: Heterodox Microeconomics (1) 2024-02-12
  24. NEP-ICT: Information and Communication Technologies (1) 2015-10-04
  25. NEP-INO: Innovation (1) 2014-04-11
  26. NEP-LAB: Labour Economics (1) 2008-05-17
  27. NEP-MIC: Microeconomics (1) 1999-02-15
  28. NEP-ORE: Operations Research (1) 2014-03-30
  29. NEP-RMG: Risk Management (1) 2003-11-30
  30. NEP-TID: Technology and Industrial Dynamics (1) 2014-04-11
  31. NEP-UPT: Utility Models and Prospect Theory (1) 2008-05-05

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