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 0 340 0 0 24 806
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 0 0 4 7
An Agent Based Decentralized Matching Macroeconomic Model 0 0 0 170 1 3 24 432
Clusters of social impact firms. A complex network approach 0 0 0 0 0 0 6 10
Financial Regulation in an Agent Based Macroeconomic Model 0 0 1 135 1 1 14 391
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 0 119 0 1 26 316
Firm-bank credit network, business cycle and macroprudential policy 0 0 0 62 1 3 19 136
Firm-bank credit networks, business cycle and macroprudential policy 0 0 0 41 3 3 30 289
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 133 1 1 11 450
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 0 164 0 0 12 318
Leveraged Network-Based Financial Accelerator 0 0 0 220 3 5 20 624
Minimum Tracking Error Volatility 0 0 1 290 1 1 25 1,812
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 0 197 0 2 13 209
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 50 1 1 14 93
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 0 66 0 0 10 157
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 0 108 0 0 10 519
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 1 42 2 4 25 129
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 0 62 0 0 17 208
The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model 0 0 0 86 0 1 24 166
The financial network channel of monetary policy transmission: An agent-based model 0 2 7 59 1 3 37 193
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 0 122 2 4 13 315
Total Working Papers 0 2 10 2,466 17 33 378 7,580

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 2 2 15 147
Agent-Based Models as Credible Counterfactuals for Economic History 1 2 2 2 2 4 4 4
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 0 0 0 6 0 1 14 26
An agent based decentralized matching macroeconomic model 0 1 4 154 1 5 42 498
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 1 3 13 59
Clusters of social impact firms: A complex network approach 0 0 0 4 0 1 8 21
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 0 1 0 0 6 11
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 0 0 0 4 0 0 12 27
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 0 0 2 57 0 0 5 135
Financial and non-financial risk attitudes: What does it matter? 0 0 1 10 0 2 13 39
Financialisation and crisis in an agent based macroeconomic model 0 0 1 91 2 3 21 283
Firm–bank credit network, business cycle and macroprudential policy 0 0 0 32 0 0 18 178
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management 0 0 0 0 0 0 15 25
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 0 0 2 134 0 1 17 373
Leveraged network-based financial accelerator 0 0 0 114 1 3 19 380
Macro Asset Allocation with Social Impact Investments 0 0 0 13 1 3 7 60
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 75 1 2 20 280
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 0 54 0 3 24 252
Network calibration and metamodeling of a financial accelerator agent based model 0 0 0 10 1 2 23 73
New transmission channels of ECB's unconventional monetary policies 0 1 3 4 0 1 9 13
On the consistency of the individual behavior when facing higher-order risk attitudes 0 0 0 9 0 0 4 19
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 1 2 9 259
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 0 0 0 0 2 5 6 6
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 0 0 16 52
Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy 0 0 3 4 0 4 24 30
Simulating the industrial revolution: a history-friendly model 0 0 1 2 1 2 21 29
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 0 49 0 2 14 241
Systemic risk analysis and SIFI detection: Mechanisms and measurement 0 0 1 9 0 1 18 39
Systemic risk measurement: bucketing global systemically important banks 0 0 1 6 1 2 12 41
The financial network channel of monetary policy transmission: an agent-based model 1 1 4 18 4 5 48 89
The impact at stake: Risk and return in publicly listed social impact firms 0 0 0 0 1 2 10 18
The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents 0 0 0 0 0 0 12 12
Using tracking error volatility to check active management and fee level of investment funds 0 1 2 28 1 4 19 162
Total Journal Articles 2 6 27 995 23 65 518 3,881

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 1 5 21
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 1 1 7 12
Total Chapters 0 0 0 0 2 2 12 33

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Statistics updated 2026-10-11