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 3 327 0 2 20 728
An Agent Based Decentralized Matching Macroeconomic Model 1 1 7 161 2 2 17 333
Financial Regulation in an Agent Based Macroeconomic Model 0 1 6 129 1 4 21 261
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 2 116 0 1 12 257
Firm-bank credit network, business cycle and macroprudential policy 1 3 35 35 3 10 31 31
Firm-bank credit networks, business cycle and macroprudential policy 0 6 27 27 10 77 187 187
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 2 4 125 0 5 26 391
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 1 158 0 0 11 281
Leveraged Network-Based Financial Accelerator 2 4 5 209 3 6 14 498
Minimum Tracking Error Volatility 1 3 21 253 31 66 209 1,325
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 3 188 0 0 15 167
Monetary policy and large crises in a financial accelerator agent-based model 0 0 1 48 1 3 15 64
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 1 3 5 63 1 8 22 129
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 0 102 3 6 28 453
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 2 54 1 2 18 170
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 5 118 2 2 18 263
Total Working Papers 6 23 127 2,113 58 194 664 5,538


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 2 33 0 1 7 102
An agent based decentralized matching macroeconomic model 3 5 24 94 6 11 61 268
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 0 0 5 36 0 0 24 75
Financialisation and crisis in an agent based macroeconomic model 0 2 15 71 1 6 36 193
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 0 1 8 105 7 9 44 269
Leveraged network-based financial accelerator 0 5 12 95 3 14 39 246
Macro Asset Allocation with Social Impact Investments 0 1 4 4 0 4 22 29
Monetary policy and large crises in a financial accelerator agent-based model 1 3 33 53 4 12 85 197
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 1 4 47 0 1 15 192
Network calibration and metamodeling of a financial accelerator agent based model 0 0 1 1 0 1 5 5
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 0 0 2 234
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 3 39 2 8 33 165
Using tracking error volatility to check active management and fee level of investment funds 0 0 1 15 1 1 4 59
Total Journal Articles 4 18 112 642 24 68 377 2,034


Statistics updated 2020-08-05