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 5 25 804
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 1 1 3 6
An Agent Based Decentralized Matching Macroeconomic Model 0 0 1 170 4 11 20 427
Clusters of social impact firms. A complex network approach 0 0 0 0 0 0 7 10
Financial Regulation in an Agent Based Macroeconomic Model 0 0 1 135 6 6 15 390
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 0 119 3 10 24 313
Firm-bank credit network, business cycle and macroprudential policy 0 0 1 62 2 5 19 133
Firm-bank credit networks, business cycle and macroprudential policy 0 0 0 41 3 12 27 285
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 133 4 4 9 448
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 0 164 4 4 11 317
Leveraged Network-Based Financial Accelerator 0 0 0 220 5 9 17 618
Minimum Tracking Error Volatility 0 0 1 289 6 10 23 1,806
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 0 197 3 4 12 206
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 50 1 3 12 91
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 0 66 1 2 13 157
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 1 108 0 0 7 515
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 4 42 5 9 31 123
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 0 62 4 5 18 208
The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model 0 0 0 86 2 8 23 164
The financial network channel of monetary policy transmission: An agent-based model 0 2 4 56 5 14 34 184
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 0 122 1 3 7 309
Total Working Papers 0 2 14 2,462 62 125 357 7,514

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 13 144
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 0 0 1 6 3 5 13 23
An agent based decentralized matching macroeconomic model 0 1 4 152 5 15 38 490
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 4 6 9 55
Clusters of social impact firms: A complex network approach 0 0 0 4 0 3 6 19
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 1 1 2 2 8 10
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 0 0 0 4 2 4 13 27
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 0 1 3 57 1 2 7 135
Financial and non-financial risk attitudes: What does it matter? 0 0 3 10 2 2 14 36
Financialisation and crisis in an agent based macroeconomic model 0 0 3 91 4 8 22 280
Firm–bank credit network, business cycle and macroprudential policy 0 0 0 32 4 9 19 176
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management 0 0 0 0 6 8 18 25
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 0 1 3 134 4 6 22 372
Leveraged network-based financial accelerator 0 0 0 114 1 3 18 377
Macro Asset Allocation with Social Impact Investments 0 0 1 13 2 3 6 57
Monetary policy and large crises in a financial accelerator agent-based model 0 0 1 75 3 8 20 277
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 0 54 2 6 23 249
Network calibration and metamodeling of a financial accelerator agent based model 0 0 0 10 3 7 21 71
New transmission channels of ECB's unconventional monetary policies 1 1 2 3 1 2 9 12
On the consistency of the individual behavior when facing higher-order risk attitudes 0 0 0 9 0 0 3 18
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 2 3 11 257
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 0 0 0 0 1 1 1 1
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 3 8 20 52
Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy 0 0 4 4 6 7 23 25
Simulating the industrial revolution: a history-friendly model 0 0 0 1 1 5 18 24
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 0 49 1 3 12 239
Systemic risk analysis and SIFI detection: Mechanisms and measurement 0 0 1 9 8 9 18 38
Systemic risk measurement: bucketing global systemically important banks 0 0 2 6 1 2 13 39
The financial network channel of monetary policy transmission: an agent-based model 0 0 5 16 6 20 52 79
The impact at stake: Risk and return in publicly listed social impact firms 0 0 0 0 3 4 13 16
The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents 0 0 0 0 5 8 11 11
Using tracking error volatility to check active management and fee level of investment funds 0 1 3 27 4 7 11 152
Total Journal Articles 1 5 37 986 91 181 505 3,786

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 15 20
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 4 4 6 11
Total Chapters 0 0 0 0 5 5 21 31

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Statistics updated 2026-05-06