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 3 4 8 337 4 8 18 760
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 0 0 0 0
An Agent Based Decentralized Matching Macroeconomic Model 0 0 3 166 0 6 22 375
Clusters of social impact firms. A complex network approach 0 0 0 0 0 0 0 0
Financial Regulation in an Agent Based Macroeconomic Model 0 0 0 133 0 10 33 337
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 2 118 0 0 10 284
Firm-bank credit network, business cycle and macroprudential policy 0 0 2 60 0 0 6 107
Firm-bank credit networks, business cycle and macroprudential policy 0 0 1 39 0 1 19 253
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 127 0 1 5 425
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 0 159 0 0 5 291
Leveraged Network-Based Financial Accelerator 0 0 1 218 0 10 31 564
Minimum Tracking Error Volatility 0 0 9 281 10 29 103 1,699
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 2 195 0 1 5 189
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 49 0 0 1 73
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 0 64 0 1 2 137
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 1 107 0 0 11 500
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 2 4 28 28 3 6 50 50
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 1 59 0 0 2 184
The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model 2 6 71 71 5 15 105 105
The financial network channel of monetary policy transmission: An agent-based model 0 0 38 38 1 4 104 104
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 1 120 0 5 8 288
Total Working Papers 7 14 168 2,369 23 97 540 6,725

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 1 5 41 0 2 9 119
An agent based decentralized matching macroeconomic model 1 2 15 134 1 7 46 394
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 2 5 0 3 16 34
Clusters of social impact firms: A complex network approach 1 2 2 2 1 5 5 5
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 0 0 0 0 0 0
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 1 1 1 2 2 2 4 6
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 1 2 4 49 1 2 12 112
Financial and non-financial risk attitudes: What does it matter? 0 0 3 4 0 0 16 17
Financialisation and crisis in an agent based macroeconomic model 0 0 2 85 0 2 13 248
Firm–bank credit network, business cycle and macroprudential policy 1 1 22 22 6 16 124 124
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 0 1 7 122 2 6 23 328
Leveraged network-based financial accelerator 0 0 7 112 1 6 36 324
Macro Asset Allocation with Social Impact Investments 0 0 0 9 0 1 4 47
Monetary policy and large crises in a financial accelerator agent-based model 0 0 9 72 2 2 22 248
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 3 54 0 0 8 217
Network calibration and metamodeling of a financial accelerator agent based model 0 0 2 5 0 0 8 30
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 0 0 5 243
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 0 1 9 27
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 2 45 0 0 9 211
Systemic risk measurement: bucketing global systemically important banks 0 0 0 1 1 4 12 15
Using tracking error volatility to check active management and fee level of investment funds 0 0 1 18 0 2 20 114
Total Journal Articles 5 10 87 836 17 61 401 2,863

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 0 2
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 0 0 1 4
Total Chapters 0 0 0 0 0 0 1 6

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Statistics updated 2022-11-05