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 2 25 806
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 0 1 4 7
An Agent Based Decentralized Matching Macroeconomic Model 0 0 0 170 0 2 21 429
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 0 0 13 390
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 0 119 0 2 26 315
Firm-bank credit network, business cycle and macroprudential policy 0 0 1 62 1 1 19 134
Firm-bank credit networks, business cycle and macroprudential policy 0 0 0 41 0 1 27 286
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 133 0 1 10 449
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 0 164 0 1 12 318
Leveraged Network-Based Financial Accelerator 0 0 0 220 1 2 17 620
Minimum Tracking Error Volatility 0 1 2 290 0 5 28 1,811
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 0 197 0 1 11 207
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 50 0 1 13 92
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 0 66 0 0 11 157
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 1 108 0 4 11 519
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 3 42 0 2 25 125
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 24 165
The financial network channel of monetary policy transmission: An agent-based model 1 2 6 58 1 7 38 191
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 0 122 0 2 9 311
Total Working Papers 1 3 14 2,465 3 36 368 7,550

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 0 1 13 145
Agent-Based Models as Credible Counterfactuals for Economic History 0 0 0 0 0 0 0 0
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 0 0 0 6 0 2 14 25
An agent based decentralized matching macroeconomic model 0 1 4 153 2 5 42 495
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 1 2 11 57
Clusters of social impact firms: A complex network approach 0 0 0 4 0 1 7 20
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 0 1 0 1 8 11
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 0 0 0 4 0 0 13 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 2 10 1 2 13 38
Financialisation and crisis in an agent based macroeconomic model 0 0 3 91 1 1 21 281
Firm–bank credit network, business cycle and macroprudential policy 0 0 0 32 0 2 19 178
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management 0 0 0 0 0 0 18 25
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 0 0 3 134 1 1 18 373
Leveraged network-based financial accelerator 0 0 0 114 1 1 18 378
Macro Asset Allocation with Social Impact Investments 0 0 0 13 1 1 5 58
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 75 1 2 19 279
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 0 54 2 2 24 251
Network calibration and metamodeling of a financial accelerator agent based model 0 0 0 10 0 0 21 71
New transmission channels of ECB's unconventional monetary policies 0 0 2 3 0 0 8 12
On the consistency of the individual behavior when facing higher-order risk attitudes 0 0 0 9 0 1 4 19
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 0 0 10 257
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 0 0 0 0 2 2 3 3
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 0 0 17 52
Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy 0 0 3 4 1 2 22 27
Simulating the industrial revolution: a history-friendly model 0 1 1 2 1 4 20 28
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 0 49 2 2 14 241
Systemic risk analysis and SIFI detection: Mechanisms and measurement 0 0 1 9 1 1 18 39
Systemic risk measurement: bucketing global systemically important banks 0 0 2 6 1 1 14 40
The financial network channel of monetary policy transmission: an agent-based model 0 1 4 17 1 6 47 85
The impact at stake: Risk and return in publicly listed social impact firms 0 0 0 0 0 0 11 16
The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents 0 0 0 0 0 1 12 12
Using tracking error volatility to check active management and fee level of investment funds 1 1 3 28 2 8 18 160
Total Journal Articles 1 4 30 990 22 52 507 3,838

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 0 7 20
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 0 0 6 11
Total Chapters 0 0 0 0 0 0 13 31

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Statistics updated 2026-08-07