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 1 1 340 0 2 5 781
A note on the role of social impact investments in minimum variance portfolios 0 0 0 0 0 0 1 3
An Agent Based Decentralized Matching Macroeconomic Model 0 1 2 170 0 1 7 408
Clusters of social impact firms. A complex network approach 0 0 0 0 1 1 2 4
Financial Regulation in an Agent Based Macroeconomic Model 0 0 0 134 0 2 4 377
Financialisation and Crisis in an Agent Based Macroeconomomic Model 0 0 0 119 0 0 2 289
Firm-bank credit network, business cycle and macroprudential policy 0 0 0 61 1 1 5 116
Firm-bank credit networks, business cycle and macroprudential policy 0 0 0 41 0 0 2 259
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 0 0 0 133 0 0 1 439
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model 0 0 2 164 0 0 9 306
Leveraged Network-Based Financial Accelerator 0 0 1 220 1 3 5 604
Minimum Tracking Error Volatility 1 1 2 289 2 2 7 1,785
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model 0 0 0 197 0 1 3 196
Monetary policy and large crises in a financial accelerator agent-based model 0 0 0 50 0 0 3 79
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model 0 0 0 66 1 2 5 147
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 1 1 1 108 1 1 2 509
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 1 1 2 40 2 5 19 102
Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy 0 0 3 62 0 0 5 191
The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model 0 0 3 86 0 0 10 141
The financial network channel of monetary policy transmission: An agent-based model 0 0 1 52 1 4 20 154
Unemployment benefits and financial factors in an agent-based macroeconomic model 0 0 0 122 0 0 1 302
Total Working Papers 3 5 18 2,454 10 25 118 7,192

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 4 132
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 0 1 1 6 0 1 1 11
An agent based decentralized matching macroeconomic model 0 1 5 149 1 2 13 454
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 0 0 4 46
Clusters of social impact firms: A complex network approach 0 0 0 4 0 0 0 13
Diffusion delay centrality: decelerating diffusion processes across networks 0 0 1 1 0 0 2 3
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? 0 0 0 4 1 1 3 15
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 0 1 1 55 0 2 3 130
Financial and non-financial risk attitudes: What does it matter? 1 1 2 9 1 3 5 26
Financialisation and crisis in an agent based macroeconomic model 1 1 3 89 1 3 8 261
Firm–bank credit network, business cycle and macroprudential policy 0 0 1 32 1 1 6 160
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management 0 0 0 0 2 2 9 9
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 1 1 4 132 1 3 13 356
Leveraged network-based financial accelerator 0 0 0 114 1 2 5 361
Macro Asset Allocation with Social Impact Investments 0 1 1 13 0 2 3 53
Monetary policy and large crises in a financial accelerator agent-based model 0 0 2 75 0 2 4 260
Network analysis and calibration of the “leveraged network-based financial accelerator” 0 0 0 54 1 2 3 228
Network calibration and metamodeling of a financial accelerator agent based model 0 0 0 10 0 0 3 50
New transmission channels of ECB's unconventional monetary policies 0 0 1 1 0 1 4 4
On the consistency of the individual behavior when facing higher-order risk attitudes 0 0 0 9 0 0 2 15
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 1 1 4 248
Risk aversion, prudence and temperance: It is a matter of gap between moments 0 0 0 5 1 4 7 36
Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy 0 0 1 1 1 2 6 6
Simulating the industrial revolution: a history-friendly model 0 0 1 1 0 1 8 8
Stock market dynamics, leveraged network-based financial accelerator and monetary policy 0 0 2 49 0 0 3 227
Systemic risk analysis and SIFI detection: Mechanisms and measurement 0 0 0 8 0 1 1 21
Systemic risk measurement: bucketing global systemically important banks 0 0 1 4 0 0 3 26
The financial network channel of monetary policy transmission: an agent-based model 1 3 6 14 1 7 22 39
The impact at stake: Risk and return in publicly listed social impact firms 0 0 0 0 0 1 5 5
The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents 0 0 0 0 0 0 0 0
Using tracking error volatility to check active management and fee level of investment funds 1 1 4 26 1 1 12 143
Total Journal Articles 5 11 37 965 15 46 166 3,346

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 2 7 11 15
The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 0 0 0 0 0 0 0 5
Total Chapters 0 0 0 0 2 7 11 20

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Statistics updated 2025-09-05