RICCETTI, LUCA Statistiche

RICCETTI, LUCA  

Dipartimento di Economia e diritto  

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Titolo Data di pubblicazione Autore(i) File
A copula–GARCH model for macro asset allocation of a portfolio with commodities 1-gen-2013 Riccetti, Luca A Copula-GARCH Model for Macro Asset.pdf
A Note on the Role of Social Impact Investments in Minimum Variance Portfolios 1-gen-2022 Biasin, Massimo; Cerqueti, Roy; Giacomini, Emanuela; Marinelli, Nicoletta; Quaranta, Anna Grazia; Riccetti, Luca hsustain-1-0002.pdf
Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments 1-gen-2022 Riccetti, L. Riccetti_Agent-based Multi-layer Network.pdf
An agent based decentralized matching macroeconomic model 1-gen-2015 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro Riccetti_Agent-Based-Decentralized_2015.pdf
Asset management with TEV and VaR constraints. The constrained efficient frontiers 1-gen-2019 Palomba, Giulio; Riccetti, Luca TEVaR2_2017SEFfinal.pdfPalomba_Asset-management-TEV_2019.pdf
Clusters of social impact firms: A complex network approach 1-gen-2022 Biasin, Massimo; Cerqueti, Roy; Giacomini, Emanuela; Marinelli, Nicoletta; Quaranta, Anna Grazia; Riccetti, Luca Global Finance 2022.pdf
Diffusion delay centrality: decelerating diffusion processes across networks 1-gen-2022 Leone Sciabolazza, Valerio; Riccetti, Luca paperLRVLS.pdfdtab078.pdf
European Significant Bank Stock Market Volatility. Is there a Bail-In Effect? 1-gen-2019 Leone, Paola; Porretta, Pasqualina; Riccetti, Luca Leone_European-Significant-Bank_2019.pdf
Financial and non-financial risk attitudes: What does it matter? 1-gen-2021 Colasante, Annarita; Riccetti, Luca Paper_pre-print.pdfColasante_Risk attitudes_2021.pdf
FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES 1-gen-2018 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro modelloneREGnewMD_ACCETTATO.pdfRiccetti_FinancialRegulation_2018.pdf
Financialisation and crisis in an agent based macroeconomic model 1-gen-2016 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro FinancialisationCrisisABMacroModel-ModelloneDIV.pdfRiccetti_Financialisation-crisis-agent_2016.pdf
Firm–bank credit network, business cycle and macroprudential policy 1-gen-2022 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro SSRN-id3543994.pdfRiccetti_Firm-bank credit_2022.pdf
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation 1-gen-2012 Riccetti, Luca IRAFIE.pdf
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management 1-gen-2017 Riccetti, Luca constrained-efficient portfolio frontier PLUS3_blind_noNOTA2.pdfRiccetti_HowRiskManagers_2017.pdf
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model 1-gen-2016 Russo, Alberto; Riccetti, Luca; Gallegati, Mauro modelloneCCrev2ENG.pdfRusso_IncreasingInequality_2016.pdf
Leveraged network-based financial accelerator 1-gen-2013 Riccetti, Luca; Alberto, Russo; Mauro, Gallegati Riccetti_Leveraged-Network-Based_2013.pdf
Macro Asset Allocation with Social Impact Investments 1-gen-2019 Biasin, Massimo; Cerqueti, Roy; Giacomini, Emanuela; Marinelli, Nicoletta; Quaranta, Anna Grazia; Riccetti, Luca Biasin_Macro-asset-allocation_2019.pdf
Monetary policy and large crises in a financial accelerator agent-based model 1-gen-2019 Giri, Federico; Riccetti, Luca; Russo, Alberto; Gallegati, Mauro 2017_11_28_BGG_ABM.pdfGiri_Monetary-policy-crises_2019.pdf
Network analysis and calibration of the "leveraged network-based financial accelerator" 1-gen-2014 Bargigli, L; Gallegati, M.; Riccetti, Luca; Russo, A. Bargigli_Network-analysis-calibration_2014.pdf
Network calibration and metamodeling of a financial accelerator agent based model 1-gen-2020 Bargigli, Leonardo; Riccetti, Luca; Russo, Alberto; Gallegati, Mauro JEIC 2018 Leo.pdfBargigli_NetworkCalibrationMetamodeling_2020.pdf