RICCETTI, LUCA Statistiche
RICCETTI, LUCA
Dipartimento di Economia e diritto
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
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
Asset management with TEV and VaR constraints. The constrained efficient frontiers
2019-01-01 Palomba, Giulio; Riccetti, Luca
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
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 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
Firm–bank credit network, business cycle and macroprudential policy
2022-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation
2012-01-01 Riccetti, Luca
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
2017-01-01 Riccetti, Luca
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model
2016-01-01 Russo, Alberto; Riccetti, Luca; Gallegati, Mauro
Leveraged network-based financial accelerator
2013-01-01 Riccetti, Luca; Alberto, Russo; Mauro, Gallegati
Macro Asset Allocation with Social Impact Investments
2019-01-01 Biasin, Massimo; Cerqueti, Roy; Giacomini, Emanuela; Marinelli, Nicoletta; Quaranta, Anna Grazia; Riccetti, Luca
Monetary policy and large crises in a financial accelerator agent-based model
2019-01-01 Giri, Federico; Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Network analysis and calibration of the "leveraged network-based financial accelerator"
2014-01-01 Bargigli, L; Gallegati, M.; Riccetti, Luca; Russo, A.
Network calibration and metamodeling of a financial accelerator agent based model
2020-01-01 Bargigli, Leonardo; Riccetti, Luca; Russo, Alberto; Gallegati, Mauro