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 10 14 792
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 0 2 3 5
An Agent Based Decentralized Matching Macroeconomic Model 0 0 1 170 1 2 7 410
Clusters of social impact firms. A complex network approach 0 0 0 0 4 4 6 8
Financial Regulation in an Agent Based Macroeconomic Model 0 1 1 135 0 4 8 381
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 0 119 4 5 7 295
Firm-bank credit network, business cycle and macroprudential policy 0 0 1 62 1 10 16 127
Firm-bank credit networks, business cycle and macroprudential policy 0 0 0 41 3 6 8 265
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 133 3 3 3 442
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 1 164 1 5 13 311
Leveraged Network-Based Financial Accelerator 0 0 1 220 0 2 6 606
Minimum Tracking Error Volatility 0 0 1 289 3 5 12 1,792
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 0 197 1 2 4 198
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 50 3 6 8 85
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 0 66 3 6 10 153
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 1 108 1 1 2 510
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 1 4 42 1 7 24 111
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 1 62 6 7 10 198
The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model 0 0 1 86 3 6 11 148
The financial network channel of monetary policy transmission: An agent-based model 0 1 1 53 2 9 23 165
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 0 122 1 1 2 303
Total Working Papers 0 3 15 2,459 48 103 197 7,305

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 4 6 136
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 0 0 1 6 1 5 7 17
An agent based decentralized matching macroeconomic model 0 1 4 151 2 13 24 469
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 1 3 4 49
Clusters of social impact firms: A complex network approach 0 0 0 4 2 3 3 16
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 1 1 2 2 5 7
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 0 0 0 4 0 0 2 15
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 1 1 2 56 1 2 4 132
Financial and non-financial risk attitudes: What does it matter? 0 1 3 10 4 6 11 32
Financialisation and crisis in an agent based macroeconomic model 0 1 4 91 3 4 10 266
Firm–bank credit network, business cycle and macroprudential policy 0 0 1 32 1 4 8 164
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management 0 0 0 0 2 4 14 14
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 0 1 4 133 1 8 16 364
Leveraged network-based financial accelerator 0 0 0 114 0 8 11 369
Macro Asset Allocation with Social Impact Investments 0 0 1 13 0 0 3 53
Monetary policy and large crises in a financial accelerator agent-based model 0 0 2 75 3 7 11 267
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 0 54 1 9 12 237
Network calibration and metamodeling of a financial accelerator agent based model 0 0 0 10 4 6 7 56
New transmission channels of ECB's unconventional monetary policies 1 1 1 2 5 6 9 10
On the consistency of the individual behavior when facing higher-order risk attitudes 0 0 0 9 1 3 4 18
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 2 2 6 252
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 0 5 11 41
Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy 1 2 3 3 3 8 14 14
Simulating the industrial revolution: a history-friendly model 0 0 0 1 2 6 11 14
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 1 49 2 7 8 234
Systemic risk analysis and SIFI detection: Mechanisms and measurement 0 1 1 9 1 3 4 24
Systemic risk measurement: bucketing global systemically important banks 1 1 2 6 4 6 10 35
The financial network channel of monetary policy transmission: an agent-based model 0 2 6 16 3 9 27 50
The impact at stake: Risk and return in publicly listed social impact firms 0 0 0 0 2 3 11 11
The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents 0 0 0 0 2 3 3 3
Using tracking error volatility to check active management and fee level of investment funds 0 0 3 26 0 1 9 144
Total Journal Articles 4 12 40 980 56 150 285 3,513

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 2 13 18
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 0 2 2 7
Total Chapters 0 0 0 0 1 4 15 25

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Statistics updated 2026-01-09