Access Statistics for Luca Riccetti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis 0 0 0 339 0 2 5 779
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 1 1 2 3
An Agent Based Decentralized Matching Macroeconomic Model 0 0 2 169 1 2 7 405
Clusters of social impact firms. A complex network approach 0 0 0 0 0 0 0 2
Financial Regulation in an Agent Based Macroeconomic Model 0 0 0 134 1 2 5 375
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 0 119 0 1 1 288
Firm-bank credit network, business cycle and macroprudential policy 0 0 0 61 2 2 4 113
Firm-bank credit networks, business cycle and macroprudential policy 0 0 1 41 1 1 2 258
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 133 0 0 2 439
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 1 163 2 2 4 300
Leveraged Network-Based Financial Accelerator 0 0 0 219 0 0 2 600
Minimum Tracking Error Volatility 0 1 1 288 0 3 7 1,782
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 0 197 0 0 2 194
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 50 0 0 1 77
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 1 66 0 0 2 143
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 0 107 0 0 2 508
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 4 38 2 6 21 91
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 1 2 3 62 2 3 4 190
The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model 0 0 4 85 0 2 13 138
The financial network channel of monetary policy transmission: An agent-based model 0 0 3 52 5 8 20 149
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 0 122 0 0 2 301
Total Working Papers 1 3 20 2,445 17 35 108 7,135

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A copula–GARCH model for macro asset allocation of a portfolio with commodities 0 0 1 46 1 1 5 131
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 0 0 1 5 0 0 3 10
An agent based decentralized matching macroeconomic model 0 2 7 148 2 5 15 449
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 1 2 6 46
Clusters of social impact firms: A complex network approach 0 0 0 4 0 0 0 13
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 0 0 0 0 2 2
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 0 0 0 4 0 0 2 13
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 0 0 2 54 0 0 4 128
Financial and non-financial risk attitudes: What does it matter? 0 0 0 7 0 1 1 22
Financialisation and crisis in an agent based macroeconomic model 1 2 2 88 1 3 5 257
Firm–bank credit network, business cycle and macroprudential policy 0 0 3 31 0 0 8 156
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 1 2 6 131 1 3 12 350
Leveraged network-based financial accelerator 0 0 0 114 0 1 5 358
Macro Asset Allocation with Social Impact Investments 0 0 0 12 1 1 1 51
Monetary policy and large crises in a financial accelerator agent-based model 0 1 1 74 0 1 2 257
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 0 54 1 1 2 226
Network calibration and metamodeling of a financial accelerator agent based model 0 0 4 10 0 1 13 49
New transmission channels of ECB's unconventional monetary policies 0 0 1 1 0 1 2 2
On the consistency of the individual behavior when facing higher-order risk attitudes 0 0 1 9 0 0 2 14
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 0 0 2 246
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 1 1 2 31
Simulating the industrial revolution: a history-friendly model 0 0 1 1 2 2 5 5
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 1 2 2 49 1 3 3 227
Systemic risk analysis and SIFI detection: Mechanisms and measurement 0 0 0 8 0 0 0 20
Systemic risk measurement: bucketing global systemically important banks 0 0 1 4 0 0 6 25
The financial network channel of monetary policy transmission: an agent-based model 0 0 4 10 1 2 12 25
Using tracking error volatility to check active management and fee level of investment funds 0 2 5 24 3 6 20 139
Total Journal Articles 3 11 42 947 16 35 140 3,252

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Intermediation Model, Bank Size and Lending to Customers: Is There a Significant Relationship? Evidence from Italy: 2008–2011 0 0 0 0 0 0 3 5
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 0 0 0 5
Total Chapters 0 0 0 0 0 0 3 10

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Statistics updated 2025-03-03