RICCETTI, LUCA Statistiche
RICCETTI, LUCA
Dipartimento di Economia e diritto
A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
2011-01-01 Riccetti, Luca
A copula–GARCH model for macro asset allocation of a portfolio with commodities
2013-01-01 Riccetti, Luca
A Note on the Role of Social Impact Investments in Minimum Variance Portfolios
2022-01-01 Biasin, Massimo; Cerqueti, Roy; Giacomini, Emanuela; Marinelli, Nicoletta; Quaranta, Anna Grazia; Riccetti, Luca
A Simple Model of Business Fluctuations with Heterogeneous Interacting Agents and Credit Networks
2016-01-01 Bargigli, L.; Caiani, A.; Riccetti, Luca; Russo, A.
AD-AS Representation of Macroeconomic Emergent Properties
2017-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments
2022-01-01 Riccetti, L.
An agent based decentralized matching macroeconomic model
2015-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Analisi delle misure di centralità di rete per rallentare la diffusione epidemica
2020-01-01 Riccetti, Luca; Bargigli, Leonardo; Marinelli, Nicoletta
Asset management with TEV and VaR constraints. The constrained efficient frontiers
2019-01-01 Palomba, Giulio; Riccetti, Luca
At the frontier of agent-based modelling: a new data driven framework for policy design toward sustainable and resilient economies
2022-01-01 Riccetti, L.; Pretaroli, R.; Raberto, M.; Teglio, A.; Giachini, D.; Bottazzi, G.; Righi, S.
Clusters of social impact firms: A complex network approach
2022-01-01 Biasin, Massimo; Cerqueti, Roy; Giacomini, Emanuela; Marinelli, Nicoletta; Quaranta, Anna Grazia; Riccetti, Luca
Diffusion delay centrality: decelerating diffusion processes across networks
2022-01-01 Leone Sciabolazza, Valerio; Riccetti, Luca
Economia e Diritto
2023-01-01 Bartolacci, F; Riccetti, L
European Significant Bank Stock Market Volatility. Is there a Bail-In Effect?
2019-01-01 Leone, Paola; Porretta, Pasqualina; Riccetti, Luca
Financial and non-financial risk attitudes: What does it matter?
2021-01-01 Colasante, Annarita; Riccetti, Luca
Financial cycles and macroeconomic fluctuations: new measures and models
2018-01-01 Gaffeo, Edoardo; Mancino Maria, Elvira; Gallegati, Marco; Riccetti, Luca; Clementi, Fabio; Valentini, Enzo; Marinelli, Nicoletta; Giacomini, Emanuela
Financial networks and the real economy: Evolution, Interaction and System Stability (REFINES) - Proposal ID 22277
2017-01-01 Coppier, Raffaella; Riccetti, Luca; Cutrini, Eleonora; 45 proponenti, Altri
Financial networks and the real economy: Evolution, Interaction and Systemic Stability (REFINES) - Proposal Reference OC-2018-1-23098
2018-01-01 Coppier, Raffaella; Cutrini, Eleonora; Riccetti, Luca; 42 proponenti, Altri
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES
2018-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Financialisation and crisis in an agent based macroeconomic model
2016-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro