Luca Riccetti
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Luca |
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Riccetti |
Identifer
Contact
Affiliations
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Università degli Studi di Macerata
/ Facoltà di Economia e Diritto (weight: 99%)
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Università Politecnica delle Marche
/ Facoltà di Economia "Giorgio Fuà" (weight: 1%)
Research profile
author of:
- Minimum Tracking Error Volatility (RePEc:anc:wpaper:340)
by Luca RICCETTI - From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation (RePEc:anc:wpaper:351)
by Luca RICCETTI - A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis (RePEc:anc:wpaper:355)
by Luca RICCETTI - Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk (RePEc:anc:wpaper:358)
by Giulio PALOMBA & Luca RICCETTI - Leveraged Network-Based Financial Accelerator (RePEc:anc:wpaper:371)
by Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI - Reconciling TEV and VaR in Active Portfolio Management: A New Frontier (RePEc:anc:wpaper:461)
by Riccardo Lucchetti & Mihaela Nicolau & Giulio Palomba & Luca Riccetti - Systemic risk analysis and SIFI detection: Mechanisms and measurement (RePEc:aza:rmfi00:y:2022:v:15:i:3:p:245-259)
by Riccetti, Luca - Financial Regulation And Endogenous Macroeconomic Crises (RePEc:cup:macdyn:v:22:y:2018:i:04:p:896-930_00)
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - Risk aversion, prudence and temperance: It is a matter of gap between moments (RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301522)
by Colasante, Annarita & Riccetti, Luca - Financial and non-financial risk attitudes: What does it matter? (RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000381)
by Colasante, Annarita & Riccetti, Luca - Leveraged network-based financial accelerator (RePEc:eee:dyncon:v:37:y:2013:i:8:p:1626-1640)
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - Financialisation and crisis in an agent based macroeconomic model (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:162-172)
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - On the consistency of the individual behavior when facing higher-order risk attitudes (RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004597)
by Colasante, Annarita & García-Segarra, Jaume & Riccetti, Luca & Russo, Alberto - Clusters of social impact firms: A complex network approach (RePEc:eee:glofin:v:52:y:2022:i:c:s1044028321000958)
by Biasin, Massimo & Cerqueti, Roy & Giacomini, Emanuela & Marinelli, Nicoletta & Quaranta, Anna Grazia & Riccetti, Luca - Portfolio frontiers with restrictions to tracking error volatility and value at risk (RePEc:eee:jbfina:v:36:y:2012:i:9:p:2604-2615)
by Palomba, Giulio & Riccetti, Luca - Monetary policy and large crises in a financial accelerator agent-based model (RePEc:eee:jeborg:v:157:y:2019:i:c:p:42-58)
by Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - Network analysis and calibration of the “leveraged network-based financial accelerator” (RePEc:eee:jeborg:v:99:y:2014:i:c:p:109-125)
by Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto - Stock market dynamics, leveraged network-based financial accelerator and monetary policy (RePEc:eee:reveco:v:43:y:2016:i:c:p:509-524)
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - Asset management with TEV and VaR constraints: the constrained efficient frontiers (RePEc:eme:sefpps:sef-09-2017-0255)
by Giulio Palomba & Luca Riccetti - Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model (RePEc:frz:wpaper:wp2016_01.rdf)
by Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati - Macro Asset Allocation with Social Impact Investments (RePEc:gam:jsusta:v:11:y:2019:i:11:p:3140-:d:237010)
by Massimo Biasin & Roy Cerqueti & Emanuela Giacomini & Nicoletta Marinelli & Anna Grazia Quaranta & Luca Riccetti - A note on the role of social impact investments in minimum variance portfolios (RePEc:hal:journl:hal-03789104)
by Roy Cerqueti & M. Biasin E. Giacomini & N. Marinelli & A.G. Quaranta & L. Riccetti - Clusters of social impact firms. A complex network approach (RePEc:hal:journl:hal-03789184)
by Roy Cerqueti & M. Biasin E. Giacomini & N. Marinelli & A.G. Quaranta & L. Riccetti - European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? (RePEc:ibn:ijbmjn:v:14:y:2021:i:5:p:32)
by Paola Leone & Pasqualina Porretta & Luca Riccetti - Using tracking error volatility to check active management and fee level of investment funds (RePEc:ids:gbusec:v:14:y:2012:i:3:p:139-158)
by Luca Riccetti - New transmission channels of ECB's unconventional monetary policies (RePEc:ids:ijcome:v:14:y:2024:i:3:p:284-305)
by Shuffield Seyram Asafo & Luca Riccetti - Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments (RePEc:ijm:journl:v:15:y:2022:i:2:p:44-61)
by Luca Riccetti - Firm-bank credit network, business cycle and macroprudential policy (RePEc:jau:wpaper:2020/16)
by Luca Riccetti & Alberto Russo & Mauro Gallegati - The financial network channel of monetary policy transmission: An agent-based model (RePEc:jau:wpaper:2022/01)
by Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo - Systemic risk measurement: bucketing global systemically important banks (RePEc:kap:annfin:v:17:y:2021:i:3:d:10.1007_s10436-021-00391-7)
by Marina Brogi & Valentina Lagasio & Luca Riccetti - Diffusion delay centrality: decelerating diffusion processes across networks (RePEc:oup:indcch:v:31:y:2022:i:4:p:980-1003.)
by Valerio Leone Sciabolazza & Luca Riccetti - Intermediation Model, Bank Size and Lending to Customers: Is There a Significant Relationship? Evidence from Italy: 2008–2011 (RePEc:pal:pmschp:978-1-137-41354-3_10)
by Franco Tutino & Concetta Colasimone & Giorgio Carlo Brugnoni & Luca Riccetti - An Agent Based Decentralized Matching Macroeconomic Model (RePEc:pra:mprapa:42211)
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - Financial Regulation in an Agent Based Macroeconomic Model (RePEc:pra:mprapa:51013)
by Riccetti, Luca & Russo, Alberto & Mauro, Gallegati - Financialisation and Crisis in an Agent Based Macroeconomomic Model (RePEc:pra:mprapa:51074)
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model (RePEc:pra:mprapa:51528)
by Russo, Alberto & Riccetti, Luca & Gallegati, Mauro - Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy (RePEc:pra:mprapa:63622)
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model (RePEc:pra:mprapa:70371)
by Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - Firm-bank credit networks, business cycle and macroprudential policy (RePEc:pra:mprapa:98928)
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model (RePEc:spa:wpaper:2022wpecon1)
by Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo - A copula–GARCH model for macro asset allocation of a portfolio with commodities (RePEc:spr:empeco:v:44:y:2013:i:3:p:1315-1336)
by Luca Riccetti - The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 (RePEc:spr:eurchp:978-3-319-50164-2_4)
by Franco Tutino & Giorgio Carlo Brugnoni & Concetta Colasimone & Luca Riccetti - An agent based decentralized matching macroeconomic model (RePEc:spr:jeicoo:v:10:y:2015:i:2:p:305-332)
by Luca Riccetti & Alberto Russo & Mauro Gallegati - Network calibration and metamodeling of a financial accelerator agent based model (RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0217-8)
by Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati - Firm–bank credit network, business cycle and macroprudential policy (RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00317-6)
by Luca Riccetti & Alberto Russo & Mauro Gallegati - The financial network channel of monetary policy transmission: an agent-based model (RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w)
by Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo - Simulating the industrial revolution: a history-friendly model (RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-024-00421-3)
by Nicola Visonà & Luca Riccetti - Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model (RePEc:spr:joevec:v:26:y:2016:i:1:p:25-47)
by Alberto Russo & Luca Riccetti & Mauro Gallegati - Monetary policy and large crises in a financial accelerator agent-based model (RePEc:zbw:fmpwps:65)
by Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro - Unemployment benefits and financial factors in an agent-based macroeconomic model (RePEc:zbw:ifwedp:20139)
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro