Roberto Dieci

Department of Mathematics, University of Bologna

Full Professor

Piazza di Porta San Donato, 5

Bologna, I-40126

Italy

http://www.unibo.it/Faculty/default.aspx?UPN=roberto.dieci%40unibo.it

SCHOLARLY PAPERS

11

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1,327

SSRN CITATIONS
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SSRN RANKINGS

Top 29,628

in Total Papers Citations

28

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

Heterogeneity, Market Mechanisms, and Asset Price Dynamics

Quantitative Finance Research Centre Research Paper No. 231
Number of pages: 59 Posted: 03 Mar 2009
Carl Chiarella, Roberto Dieci and Xuezhong He
University of Technology, Sydney - UTS Business School, Finance Discipline Group, Department of Mathematics, University of Bologna and University of Technology Sydney (UTS) - Finance Discipline Group, Business School
Downloads 375 (99,214)
Citation 16

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bounded rationality, interacting heterogeneous agents, behavioural finance, nonlinear economic dynamics, complexity

2.

Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework

Number of pages: 46 Posted: 24 Mar 2005
Paul De Grauwe, Roberto Dieci and Marianna Grimaldi
London School of Economics & Political Science (LSE), Department of Mathematics, University of Bologna and Monetary Policy Division Sveriges Riksbank
Downloads 342 (110,023)

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exchange rate, bounded rationality, heterogeneous agents, bubbles and crashes, complex dynamics, basins of attraction

3.

Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework

Quantitative Finance Research Center Working Paper No. 166
Number of pages: 26 Posted: 11 Apr 2006
Carl Chiarella, Roberto Dieci and Xuezhong He
University of Technology, Sydney - UTS Business School, Finance Discipline Group, Department of Mathematics, University of Bologna and University of Technology Sydney (UTS) - Finance Discipline Group, Business School
Downloads 142 (253,110)
Citation 8

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heterogeneous beliefs, asset pricing, portfolio choice, bifurcation analysis, comovements in stock prices

4.

Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis

Quantitative Finance Research Centre Working Paper No. 186
Number of pages: 23 Posted: 17 Mar 2008
Carl Chiarella, Roberto Dieci and Xuezhong He
University of Technology, Sydney - UTS Business School, Finance Discipline Group, Department of Mathematics, University of Bologna and University of Technology Sydney (UTS) - Finance Discipline Group, Business School
Downloads 128 (274,087)
Citation 5

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5.

Time-Varying Beta: A Boundedly Rational Equilibrium Approach

Quantitative Finance Research Centre Research Paper No. 275
Number of pages: 31 Posted: 22 Oct 2010
Carl Chiarella, Roberto Dieci and Xuezhong He
University of Technology, Sydney - UTS Business School, Finance Discipline Group, Department of Mathematics, University of Bologna and University of Technology Sydney (UTS) - Finance Discipline Group, Business School
Downloads 96 (334,606)
Citation 4

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equilibrium asset prices, CAPM, time-varying betas, heterogeneous expectations

6.

An Evolutionary CAPM Under Heterogeneous Beliefs

25th Australasian Finance and Banking Conference 2012
Number of pages: 38 Posted: 20 Aug 2012
Carl Chiarella, Roberto Dieci, Xuezhong He and Kai Li
University of Technology, Sydney - UTS Business School, Finance Discipline Group, Department of Mathematics, University of Bologna, University of Technology Sydney (UTS) - Finance Discipline Group, Business School and Macquarie Business School, Macquarie University
Downloads 91 (346,163)
Citation 4

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evolutionary CAPM, heterogeneous beliefs, market stability, spill-over effects, volatility, trading volume

7.

Heterogeneous Expectations, Boom-Bust Housing Cycles, and Supply Conditions: A Nonlinear Dynamics Approach

BERG Working Paper Series - Working Paper No. 99
Number of pages: 63 Posted: 22 Jun 2015
Roberto Dieci and Frank Westerhoff
Department of Mathematics, University of Bologna and University of Bamberg - Department of Economics
Downloads 56 (451,428)

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Housing markets, Speculation, Housing supply, Boom-bust cycles, Nonlinear dynamics

8.

The Wise Use of Leisure Time. A Three-Sector Endogenous Growth Model with Leisure Services

Quaderni - Working Paper DSE N° 1010
Number of pages: 31 Posted: 06 Jun 2015 Last Revised: 05 May 2020
University of Bologna - Department of Economics, University of Bologna - Department of Economics and Department of Mathematics, University of Bologna
Downloads 53 (462,557)

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Leisure, Service Economy, Multisector Growth Model

9.

The Wise Use of Leisure Time. An Endogenous Growth Model With Leisure Services

Number of pages: 35 Posted: 04 Aug 2016
University of Bologna - Department of Economics, University of Bologna - Department of Economics and Department of Mathematics, University of Bologna
Downloads 33 (554,066)

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10.

Cross-section Instability in Financial Markets: Impatience, Extrapolation, and Switching

Decisions in Economics and Finance
Number of pages: 26 Posted: 20 Jul 2021
Roberto Dieci and Xuezhong He
Department of Mathematics, University of Bologna and University of Technology Sydney (UTS) - Finance Discipline Group, Business School
Downloads 11 (703,174)

Abstract:

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heterogeneous beliefs, asset pricing, portfolio choice, strategy switching, bifurcation analysis

11.

In Search of Leisure Time: An Endogenous Growth Model with Leisure Services

Metroeconomica, Vol. 70, Issue 3, pp. 488-524, 2019
Number of pages: 37 Posted: 29 May 2020
Massimiliano Castellani and Roberto Dieci
University of Bologna - Department of Economics and Department of Mathematics, University of Bologna
Downloads 0 (803,944)
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Abstract:

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leisure, multi‐sector growth model, service economy