Sfoglia per Autore RICCETTI, LUCA
Use of Copulas and Active Portfolio Management
2010-01-01 Riccetti, Luca
Macroeconomia, ed.10 italiana
2010-01-01 Pettenati, Paolo; Canullo, Giuseppe; Gambini, Alessandro; Riccetti, Luca
The Use of Copulas in Asset Allocation: When and How a Copula Model can be Useful?
2010-01-01 Riccetti, Luca
A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
2011-01-01 Riccetti, Luca
Using tracking error volatility to check active management and fee level of investment funds
2012-01-01 Riccetti, Luca
Portfolio frontiers with restrictions to tracking error volatility and value at risk
2012-01-01 Palomba, Giulio; Riccetti, Luca
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation
2012-01-01 Riccetti, Luca
Unemployment Benefits and Financial Leverage in an Agent Based Macroeconomic Model
2013-01-01 Riccetti, Luca; Russo, A.; Gallegati, M.
Leveraged network-based financial accelerator
2013-01-01 Riccetti, Luca; Alberto, Russo; Mauro, Gallegati
A copula–GARCH model for macro asset allocation of a portfolio with commodities
2013-01-01 Riccetti, Luca
Innovation, Demand, and Finance in an Agent Based-Stock Flow Consistent model
2014-01-01 Caiani, A.; Caverzasi, E.; Godin, A.; Riccetti, Luca; Russo, A.; Gallegati, M.; Kinsella, S.; Stiglitz, J.
Network analysis and calibration of the "leveraged network-based financial accelerator"
2014-01-01 Bargigli, L; Gallegati, M.; Riccetti, Luca; Russo, A.
Growing inequality, financial fragility, and macroeconomic dynamics: An agent based model
2014-01-01 Russo, A.; Riccetti, Luca; Gallegati, M.
Intermediation model, bank size and lending to customers: is there a significant relationship? Evidence from Italy between 2008 and 2011
2014-01-01 Tutino, F.; Colasimone, C.; Brugnoni, G. C.; Riccetti, Luca
An agent based decentralized matching macroeconomic model
2015-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Financialisation and crisis in an agent based macroeconomic model
2016-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Stock market dynamics, leveraged network-based financial accelerator and monetary policy
2016-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
A Simple Model of Business Fluctuations with Heterogeneous Interacting Agents and Credit Networks
2016-01-01 Bargigli, L.; Caiani, A.; Riccetti, Luca; Russo, A.
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model
2016-01-01 Bargigli, L.; Riccetti, Luca; Russo, A.; Gallegati, M.
Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model
2016-01-01 Giri, F.; Riccetti, Luca; Russo, A.; Gallegati, M.
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