Sergio Pastorello

1.3k total citations · 1 hit paper
26 papers, 638 citations indexed

About

Sergio Pastorello is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Sergio Pastorello has authored 26 papers receiving a total of 638 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 11 papers in Economics and Econometrics and 8 papers in Management Science and Operations Research. Recurrent topics in Sergio Pastorello's work include Stochastic processes and financial applications (11 papers), Auction Theory and Applications (7 papers) and Financial Risk and Volatility Modeling (6 papers). Sergio Pastorello is often cited by papers focused on Stochastic processes and financial applications (11 papers), Auction Theory and Applications (7 papers) and Financial Risk and Volatility Modeling (6 papers). Sergio Pastorello collaborates with scholars based in Italy, France and United Kingdom. Sergio Pastorello's co-authors include Vincenzo Denicolò, Emilio Calvano, Giacomo Calzolari, Éric Renault, Roberto Golinelli, Nizar Touzi, Valentin Patilea, Joseph E. Harrington, Raffaele Miniaci and René García and has published in prestigious journals such as Science, American Economic Review and Journal of Econometrics.

In The Last Decade

Sergio Pastorello

25 papers receiving 601 citations

Hit Papers

Artificial Intelligence, Algorithmic Pricing, and Collusion 2020 2026 2022 2024 2020 50 100 150 200
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Artificial Intelligence, Algorithmic Pricing, and Collusion
    2020 237 citations Emilio Calvano, Giacomo Calzolari et al. American Economic Review profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Sergio Pastorello Italy 11 282 200 192 133 102 26 638
Pablo Azar United States 11 197 0.7× 117 0.6× 151 0.8× 144 1.1× 52 0.5× 28 558
Dhananjay K. Gode United States 7 660 2.3× 281 1.4× 461 2.4× 86 0.6× 69 0.7× 17 1.1k
Godfrey Keller United Kingdom 11 293 1.0× 120 0.6× 456 2.4× 100 0.8× 62 0.6× 17 689
James Hodson United States 8 254 0.9× 76 0.4× 143 0.7× 38 0.3× 118 1.2× 18 702
Jacob D. Leshno United States 12 349 1.2× 86 0.4× 227 1.2× 61 0.5× 82 0.8× 23 634
Emilio Calvano Italy 13 284 1.0× 31 0.2× 241 1.3× 299 2.2× 357 3.5× 26 741
Chih‐Hsiang Chang Taiwan 14 215 0.8× 227 1.1× 189 1.0× 32 0.2× 80 0.8× 45 672
Richard N. Clarke United States 8 220 0.8× 82 0.4× 155 0.8× 80 0.6× 149 1.5× 14 482
Timothy Van Zandt France 13 331 1.2× 49 0.2× 263 1.4× 33 0.2× 184 1.8× 35 623
Paola Cerchiello Italy 14 223 0.8× 128 0.6× 82 0.4× 27 0.2× 166 1.6× 51 615

Countries citing papers authored by Sergio Pastorello

Since Specialization
Citations

This map shows the geographic impact of Sergio Pastorello's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Sergio Pastorello with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sergio Pastorello more than expected).

Fields of papers citing papers by Sergio Pastorello

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sergio Pastorello. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Sergio Pastorello. The network helps show where Sergio Pastorello may publish in the future.

Co-authorship network of co-authors of Sergio Pastorello

This figure shows the co-authorship network connecting the top 25 collaborators of Sergio Pastorello. A scholar is included among the top collaborators of Sergio Pastorello based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Sergio Pastorello. Sergio Pastorello is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Calvano, Emilio, Giacomo Calzolari, Vincenzo Denicolò, & Sergio Pastorello. (2024). Artificial intelligence recommendations: evidence, issues, and policy. Oxford Review of Economic Policy. 40(4). 843–853. 1 indexed citations
2.
Calvano, Emilio, Giacomo Calzolari, Vincenzo Denicolò, & Sergio Pastorello. (2023). Algorithmic collusion: Genuine or spurious?. International Journal of Industrial Organization. 90. 102973–102973. 5 indexed citations
3.
Calvano, Emilio, Giacomo Calzolari, Vincenzo Denicolò, & Sergio Pastorello. (2023). Artificial Intelligence, Algorithmic Recommendations and Competition. SSRN Electronic Journal. 8 indexed citations
4.
Calvano, Emilio, Giacomo Calzolari, Vincenzo Denicolò, & Sergio Pastorello. (2021). Algorithmic collusion with imperfect monitoring. International Journal of Industrial Organization. 79. 102712–102712. 21 indexed citations
5.
Pastorello, Sergio, et al.. (2020). European spreads at the interest rate lower bound. Journal of Economic Dynamics and Control. 119. 103979–103979. 3 indexed citations
6.
Calvano, Emilio, Giacomo Calzolari, Vincenzo Denicolò, Joseph E. Harrington, & Sergio Pastorello. (2020). Protecting consumers from collusive prices due to AI. Science. 370(6520). 1040–1042. 59 indexed citations
7.
Calvano, Emilio, Giacomo Calzolari, Vincenzo Denicolò, & Sergio Pastorello. (2020). Artificial Intelligence, Algorithmic Pricing, and Collusion. American Economic Review. 110(10). 3267–3297. 237 indexed citations breakdown →
8.
Calvano, Emilio, Giacomo Calzolari, Vincenzo Denicolò, & Sergio Pastorello. (2019). Algorithmic Pricing What Implications for Competition Policy?. Review of Industrial Organization. 55(1). 155–171. 54 indexed citations
9.
Calvano, Emilio, Giacomo Calzolari, Vincenzo Denicolò, & Sergio Pastorello. (2018). Algorithmic Pricing: What Implications for Competition Policy?. SSRN Electronic Journal. 4 indexed citations
10.
Bucciol, Alessandro, Raffaele Miniaci, & Sergio Pastorello. (2016). Return expectations and risk aversion heterogeneity in household portfolios. Journal of Empirical Finance. 40. 201–219. 17 indexed citations
11.
Fan, Yanqin, Sergio Pastorello, & Éric Renault. (2015). Maximization by parts in extremum estimation. Econometrics Journal. 18(2). 147–171. 9 indexed citations
12.
Ferriani, Fabrizio & Sergio Pastorello. (2012). Estimating and testing non‐affine option pricing models with a large unbalanced panel of options. Econometrics Journal. 15(2). 171–203. 17 indexed citations
13.
García, René, et al.. (2010). Estimation of objective and risk-neutral distributions based on moments of integrated volatility. Journal of Econometrics. 160(1). 22–32. 34 indexed citations
14.
Pastorello, Sergio & Eduardo Rossi. (2010). Efficient importance sampling maximum likelihood estimation of stochastic differential equations. Computational Statistics & Data Analysis. 54(11). 2753–2762. 5 indexed citations
15.
Miniaci, Raffaele & Sergio Pastorello. (2009). Mean–variance econometric analysis of household portfolios. Journal of Applied Econometrics. 25(3). 481–504. 8 indexed citations
16.
Pastorello, Sergio, Valentin Patilea, & Éric Renault. (2003). Iterative and Recursive Estimation in Structural Nonadaptive Models: Rejoinder. Journal of Business and Economic Statistics. 21(4). 503–509. 3 indexed citations
17.
Golinelli, Roberto & Sergio Pastorello. (2000). Modeling the Demand for M3 in the Euro Area. SSRN Electronic Journal. 3 indexed citations
18.
Pastorello, Sergio, Éric Renault, & Nizar Touzi. (2000). Statistical Inference for Random-Variance Option Pricing. Journal of Business and Economic Statistics. 18(3). 358–367. 31 indexed citations
19.
Pastorello, Sergio, Éric Renault, & Nizar Touzi. (2000). Statistical Inference for Random-Variance Option Pricing. Journal of Business and Economic Statistics. 18(3). 358–358. 16 indexed citations
20.
Pastorello, Sergio. (1996). DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT. Mathematical Finance. 6(1). 111–117. 9 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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