Paolo PELLIZZARI
- Position
- Full Professor
- Roles
-
Member of the Department of Economics' Committee
Department's Delegate for Entrance Exams and additional learning requirements in Mathematics ad interim
Department's Delegate for Teaching
- Telephone
- 041 234 6658 / 041 234 6924
-
paolop@unive.it
- Academic discipline
- Mathematical Methods for Economy, Finance and Actuarial Sciences [STAT-04/A]
- Website
-
https://www.unive.it/web/en/19197/people/paolop(personal record)
- Office
-
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe
Office hours
Orario di ricevimento
Si vedano date e orari di ricevimento, prenotando uno slot a questo indirizzo.
Please see dates and times of office hours, booking a slot at this url.
Supervisione di tesi / Thesis supervision
Supervisiono tesi triennali su prodotti finanziari e semplici strategie d'investimento (efficienza, confronto fra performance e costi), educazione finanziaria, pensioni. M'interesso anche di complessità, modelli ad agenti, programmazione e argomenti matematico/quantitativi di qualsiasi genere. Se avete qualche buona idea contattatemi. Gli argomenti delle tesi magistrali, sui temi citati o su altro, devono essere frutto di una discussione.
Undergraduate dissertations can focus on specific financial assets, simple investment strategies, performance comparisons and financial education or pensions. Among my interests there are also complexity, agent-based models, programming and mathematical/quantitative topics. If you have some good proposal or smart ideas, please contact me. The topic of a graduate/master dissertation, on the previous or other themes, must be discussed with me (by email or in person).
Teaching activity current year
Teaching activity previous years
ALTRE OPPORTUNITÀ FORMATIVE MAGISTRALI [AOFM]
Micro-credenziali
ECONOMIA E COMMERCIO [ET4]
Laurea
ECONOMICS AND BUSINESS [ETR9]
Laurea
FOUNDATION YEAR [FOY]
Corso di Formazione (DM270)
CONSERVAZIONE E GESTIONE DEI BENI E DELLE ATTIVITÀ CULTURALI [FT1]
Laurea
SUMMER SCHOOL SIE [SUM]
Corso di Perfezionamento
Activities and research skills
- Academic discipline
- Metodi matematici dell'economia e delle scienze attuariali e finanziarie [STAT-04/A]
- Geographic areas in which the research experience mainly applies
- Internazionale: Europa, Oceania
- Known languages
-
Inglese
(scritto: avanzato parlato: avanzato)
- Main departmental research areas and fields
-
Area:
Economia Linea:
Settori finanziari - modelli e metodi
Area: Economia Linea: Sistema economico - modelli e metodi
Area: Economia
Area: Matematica Linea: Settori industriali - modelli e metodi
- Modelli ad agenti di sistemi economici complessi, con numerosi operatori e alta interazione (ad esempio, mercati finanziari).
-
- Description:
- Agent-based models of complex economic systems, with many agents and massive interaction (e.g., financial markets).
- Keywords:
- Microeconomics, Economic systems
- ATECO code:
- [85] - istruzione
- Meccanismi di mercato e strategie di trading
-
- Description:
- Market design and trading strategies
- Keywords:
- Microeconomics, Economic systems
- ATECO code:
- [85.42] - istruzione universitaria e post-universitaria; accademie e conservatori
- Titoli derivati, valutazione di opzioni, derivati su tassi d�interesse (semplici come SWAPS ed esotici)
-
- Description:
- Derivatives, option pricing, simple interest rate derivatives (e.g., SWAPs), exotic interest rate derivatives.
- Keywords:
- Banking, Brokerage services
- ATECO code:
- [74] - altre attività professionali, scientifiche e tecniche
- Innovative Training Network ‘Expectations and Social Influence Dynamics in Economics’ (ExSIDE)
-
- Funding body:
- European Union’s Horizon 2020 research and innovation programme
- Type:
- H2020 - Excellence Science - Marie Skłodowska Curie Actions
- Role in the project:
- LD
- Sito di progetto:
- https://exside-itn.eu/
- Starting date:
- Year: 2017 Length in months: 48
- Innovative training network 'Economic Policy in Complex Environments' (EPOC)
-
- Funding body:
- European Union’s Horizon 2020 research and innovation programme
- Type:
- H2020 - Excellence Science - Marie Skłodowska Curie Actions
- Role in the project:
- LD
- Sito di progetto:
- https://epoc-itn.eu/en/
- Starting date:
- Year: 2021 Length in months: 48
- Interazione in sistemi economici complessi: Innovazione, contagio e crisi
-
- Funding body:
- Ateneo
- Type:
- Fondo ricerche e scavi archeologici
- Role in the project:
- LD
- Sito di progetto:
- http://www.unive.it/pag/12221/
- Starting date:
- Year: 2016 Length in months: 24
- Other members of the research group:
-
Elisa CAVEZZALI
Cinzia COLAPINTO
Andrea ELLERO
Marco LI CALZI
Marco TOLOTTI
Publication highlights
Luca Gerotto;
Antonio Paradiso;
Paolo Pellizzari A tale of inattentiveness and the loss function: A model for household-level macroeconomic expectations in JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, vol. 236, pp. 1-21 (ISSN 0167-2681)
DOI - URL correlato 2025,
Journal Article - ARCA card: 10278/5099630
Gerotto L.; Pellizzari P.; Tolotti M. Fleeting extinction? Unraveling the persistence of noise traders in financial markets with learning and replacement in JOURNAL OF EVOLUTIONARY ECONOMICS, vol. 35, pp. 355-379 (ISSN 0936-9937)
DOI 2025,
Journal Article - ARCA card: 10278/5097067
Mignot, Sarah; Pellizzari, Paolo; Westerhoff, Frank Fake News and Asset Price Dynamics in JAHRBÜCHER FÜR NATIONALÖKONOMIE UND STATISTIK, vol. 244, pp. 351-379 (ISSN 0021-4027)
DOI - URL correlato 2024,
Journal Article - ARCA card: 10278/5081806
Barzolai, Maria Martini; Pellizzari, Paolo; Tolotti, Marco Interorganizational Network Formation , The Oxford Handbook of Agent-based Computational Management Science, Oxford University Press (ISBN 9780197668122; 9780197668153)
DOI - URL correlato 2024,
Book Article - ARCA card: 10278/5081808
Donadelli M.; Gufler I.; Pellizzari P. The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index in ECONOMICS LETTERS, vol. 197, pp. 109606 (ISSN 0165-1765)
DOI - URL correlato 2020,
Journal Article - ARCA card: 10278/3733554