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 1 340 0 4 8 785
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 1 2 3 5
An Agent Based Decentralized Matching Macroeconomic Model 0 0 1 170 1 1 6 409
Clusters of social impact firms. A complex network approach 0 0 0 0 0 0 2 4
Financial Regulation in an Agent Based Macroeconomic Model 1 1 1 135 2 4 8 381
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 0 119 0 2 4 291
Firm-bank credit network, business cycle and macroprudential policy 0 1 1 62 6 10 15 126
Firm-bank credit networks, business cycle and macroprudential policy 0 0 0 41 3 3 5 262
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 133 0 0 0 439
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 1 164 3 4 12 310
Leveraged Network-Based Financial Accelerator 0 0 1 220 1 2 6 606
Minimum Tracking Error Volatility 0 0 2 289 0 4 10 1,789
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 0 197 1 1 3 197
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 50 2 3 5 82
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 0 66 2 3 7 150
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 1 108 0 0 1 509
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 2 4 42 3 8 25 110
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 2 62 1 1 5 192
The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model 0 0 1 86 2 4 9 145
The financial network channel of monetary policy transmission: An agent-based model 1 1 1 53 5 9 22 163
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 0 122 0 0 1 302
Total Working Papers 2 5 17 2,459 33 65 157 7,257

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 0 46 1 3 5 135
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 0 0 1 6 1 5 6 16
An agent based decentralized matching macroeconomic model 0 2 5 151 8 13 23 467
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 0 2 4 48
Clusters of social impact firms: A complex network approach 0 0 0 4 0 1 1 14
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 1 1 0 2 3 5
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 0 0 0 4 0 0 2 15
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 0 0 1 55 1 1 3 131
Financial and non-financial risk attitudes: What does it matter? 1 1 3 10 2 2 7 28
Financialisation and crisis in an agent based macroeconomic model 0 2 5 91 0 2 9 263
Firm–bank credit network, business cycle and macroprudential policy 0 0 1 32 2 3 7 163
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management 0 0 0 0 2 3 12 12
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 1 1 4 133 6 7 16 363
Leveraged network-based financial accelerator 0 0 0 114 5 8 12 369
Macro Asset Allocation with Social Impact Investments 0 0 1 13 0 0 3 53
Monetary policy and large crises in a financial accelerator agent-based model 0 0 2 75 4 4 8 264
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 0 54 7 8 11 236
Network calibration and metamodeling of a financial accelerator agent based model 0 0 0 10 2 2 4 52
New transmission channels of ECB's unconventional monetary policies 0 0 0 1 0 1 4 5
On the consistency of the individual behavior when facing higher-order risk attitudes 0 0 0 9 2 2 3 17
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 0 2 4 250
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 4 5 11 41
Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy 0 1 2 2 3 5 11 11
Simulating the industrial revolution: a history-friendly model 0 0 0 1 3 4 9 12
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 2 49 5 5 8 232
Systemic risk analysis and SIFI detection: Mechanisms and measurement 1 1 1 9 1 2 3 23
Systemic risk measurement: bucketing global systemically important banks 0 1 1 5 2 5 6 31
The financial network channel of monetary policy transmission: an agent-based model 2 2 6 16 4 8 24 47
The impact at stake: Risk and return in publicly listed social impact firms 0 0 0 0 1 4 9 9
The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents 0 0 0 0 0 1 1 1
Using tracking error volatility to check active management and fee level of investment funds 0 0 4 26 0 1 11 144
Total Journal Articles 5 11 40 976 66 111 240 3,457

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 1 2 12 17
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 1 2 2 7
Total Chapters 0 0 0 0 2 4 14 24

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Statistics updated 2025-12-06