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 1 327 2 2 12 730
An Agent Based Decentralized Matching Macroeconomic Model 0 0 2 161 3 7 16 341
Financial Regulation in an Agent Based Macroeconomic Model 0 1 2 130 1 6 18 270
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 1 116 1 1 6 259
Firm-bank credit network, business cycle and macroprudential policy 1 7 45 45 3 15 53 53
Firm-bank credit networks, business cycle and macroprudential policy 0 2 30 30 3 7 201 201
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 4 126 5 8 21 402
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 1 159 0 1 5 284
Leveraged Network-Based Financial Accelerator 3 3 7 212 5 10 21 509
Minimum Tracking Error Volatility 3 4 21 261 30 76 260 1,449
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 1 2 190 3 4 11 173
Monetary policy and large crises in a financial accelerator agent-based model 0 0 1 49 1 1 11 67
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 4 63 1 3 16 132
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 1 103 1 8 29 468
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 0 54 1 1 12 173
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 3 118 1 2 15 266
Total Working Papers 7 18 125 2,144 61 152 707 5,777

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 1 33 0 1 5 104
An agent based decentralized matching macroeconomic model 0 3 15 100 4 14 54 290
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 1 1 1 2 4 4
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 0 0 3 38 3 4 17 82
Financialisation and crisis in an agent based macroeconomic model 2 3 10 75 3 10 30 206
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 0 3 7 110 2 9 31 282
Leveraged network-based financial accelerator 0 0 7 95 2 7 37 254
Macro Asset Allocation with Social Impact Investments 0 1 3 5 1 3 19 34
Monetary policy and large crises in a financial accelerator agent-based model 0 1 19 56 3 5 50 206
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 2 47 2 3 11 196
Network calibration and metamodeling of a financial accelerator agent based model 0 0 1 1 2 2 7 7
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 0 0 2 235
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 1 2 2 4 8 11 11
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 1 1 40 3 6 31 174
Using tracking error volatility to check active management and fee level of investment funds 0 0 1 15 2 10 17 72
Total Journal Articles 2 13 73 667 32 84 326 2,157

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Statistics updated 2021-01-03