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 2 16 22 801
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 0 0 2 5
An Agent Based Decentralized Matching Macroeconomic Model 0 0 1 170 5 12 16 421
Clusters of social impact firms. A complex network approach 0 0 0 0 0 6 8 10
Financial Regulation in an Agent Based Macroeconomic Model 0 0 1 135 0 3 9 384
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 0 119 4 16 19 307
Firm-bank credit network, business cycle and macroprudential policy 0 0 1 62 1 3 16 129
Firm-bank credit networks, business cycle and macroprudential policy 0 0 0 41 8 19 23 281
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 133 0 5 5 444
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 1 164 0 3 13 313
Leveraged Network-Based Financial Accelerator 0 0 1 220 0 3 9 609
Minimum Tracking Error Volatility 0 0 1 289 2 9 16 1,798
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 0 197 1 6 9 203
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 50 0 6 11 88
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 0 66 1 6 13 156
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 1 108 0 6 7 515
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 4 42 2 6 25 116
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 0 62 1 12 14 204
The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model 0 0 1 86 2 13 20 158
The financial network channel of monetary policy transmission: An agent-based model 2 3 4 56 7 14 28 177
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 0 122 1 5 6 307
Total Working Papers 2 3 17 2,462 37 169 291 7,426

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 5 9 140
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 0 0 1 6 2 4 10 20
An agent based decentralized matching macroeconomic model 1 1 4 152 3 11 29 478
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 0 1 3 49
Clusters of social impact firms: A complex network approach 0 0 0 4 1 3 4 17
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 1 1 0 3 6 8
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 0 0 0 4 2 10 12 25
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 0 1 2 56 0 2 5 133
Financial and non-financial risk attitudes: What does it matter? 0 0 3 10 0 6 12 34
Financialisation and crisis in an agent based macroeconomic model 0 0 3 91 2 11 17 274
Firm–bank credit network, business cycle and macroprudential policy 0 0 1 32 4 8 15 171
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management 0 0 0 0 2 7 12 19
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 1 1 3 134 1 4 17 367
Leveraged network-based financial accelerator 0 0 0 114 0 5 16 374
Macro Asset Allocation with Social Impact Investments 0 0 1 13 0 1 3 54
Monetary policy and large crises in a financial accelerator agent-based model 0 0 1 75 3 8 15 272
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 0 54 3 10 20 246
Network calibration and metamodeling of a financial accelerator agent based model 0 0 0 10 2 14 17 66
New transmission channels of ECB's unconventional monetary policies 0 1 1 2 0 5 8 10
On the consistency of the individual behavior when facing higher-order risk attitudes 0 0 0 9 0 1 4 18
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 1 5 9 255
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 2 5 15 46
Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy 0 2 4 4 0 7 18 18
Simulating the industrial revolution: a history-friendly model 0 0 0 1 1 8 15 20
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 0 49 2 6 11 238
Systemic risk analysis and SIFI detection: Mechanisms and measurement 0 0 1 9 0 6 9 29
Systemic risk measurement: bucketing global systemically important banks 0 1 2 6 1 7 13 38
The financial network channel of monetary policy transmission: an agent-based model 0 0 6 16 9 21 43 68
The impact at stake: Risk and return in publicly listed social impact firms 0 0 0 0 1 4 13 13
The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents 0 0 0 0 1 3 4 4
Using tracking error volatility to check active management and fee level of investment funds 1 1 3 27 1 2 7 146
Total Journal Articles 3 8 37 984 45 193 391 3,650

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 2 14 19
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 0 0 2 7
Total Chapters 0 0 0 0 0 2 16 26

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04