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 7 14 20 799
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 0 1 3 5
An Agent Based Decentralized Matching Macroeconomic Model 0 0 1 170 6 8 12 416
Clusters of social impact firms. A complex network approach 0 0 0 0 2 6 8 10
Financial Regulation in an Agent Based Macroeconomic Model 0 1 1 135 3 5 10 384
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 0 119 8 12 15 303
Firm-bank credit network, business cycle and macroprudential policy 0 0 1 62 1 8 17 128
Firm-bank credit networks, business cycle and macroprudential policy 0 0 0 41 8 14 16 273
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 133 2 5 5 444
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 1 164 2 6 15 313
Leveraged Network-Based Financial Accelerator 0 0 1 220 3 4 9 609
Minimum Tracking Error Volatility 0 0 1 289 4 7 14 1,796
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 0 197 4 6 8 202
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 50 3 8 11 88
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 0 66 2 7 12 155
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 1 108 5 6 7 515
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 4 42 3 7 25 114
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 1 62 5 12 15 203
The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model 0 0 1 86 8 13 18 156
The financial network channel of monetary policy transmission: An agent-based model 1 2 2 54 5 12 26 170
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 0 122 3 4 5 306
Total Working Papers 1 3 16 2,460 84 165 271 7,389

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 3 5 9 139
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 0 0 1 6 1 3 8 18
An agent based decentralized matching macroeconomic model 0 0 3 151 6 16 28 475
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 0 1 4 49
Clusters of social impact firms: A complex network approach 0 0 0 4 0 2 3 16
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 1 1 1 3 6 8
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 0 0 0 4 8 8 10 23
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 0 1 2 56 1 3 5 133
Financial and non-financial risk attitudes: What does it matter? 0 1 3 10 2 8 12 34
Financialisation and crisis in an agent based macroeconomic model 0 0 4 91 6 9 16 272
Firm–bank credit network, business cycle and macroprudential policy 0 0 1 32 3 6 11 167
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management 0 0 0 0 3 7 13 17
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 0 1 3 133 2 9 17 366
Leveraged network-based financial accelerator 0 0 0 114 5 10 16 374
Macro Asset Allocation with Social Impact Investments 0 0 1 13 1 1 4 54
Monetary policy and large crises in a financial accelerator agent-based model 0 0 1 75 2 9 12 269
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 0 54 6 14 18 243
Network calibration and metamodeling of a financial accelerator agent based model 0 0 0 10 8 14 15 64
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 3 4 18
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 2 4 8 254
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 3 7 14 44
Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy 1 2 4 4 4 10 18 18
Simulating the industrial revolution: a history-friendly model 0 0 0 1 5 10 16 19
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 1 49 2 9 10 236
Systemic risk analysis and SIFI detection: Mechanisms and measurement 0 1 1 9 5 7 9 29
Systemic risk measurement: bucketing global systemically important banks 0 1 2 6 2 8 12 37
The financial network channel of monetary policy transmission: an agent-based model 0 2 6 16 9 16 35 59
The impact at stake: Risk and return in publicly listed social impact firms 0 0 0 0 1 4 12 12
The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents 0 0 0 0 0 2 3 3
Using tracking error volatility to check active management and fee level of investment funds 0 0 2 26 1 1 9 145
Total Journal Articles 1 10 37 981 92 214 365 3,605

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 3 14 19
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 0 1 2 7
Total Chapters 0 0 0 0 1 4 16 26

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Statistics updated 2026-02-12