Luca Riccetti
Luca Riccetti
Università degli Studi di Macerata
Підтверджена електронна адреса в uniroma1.it - Домашня сторінка
Назва
Посилання
Посилання
Рік
An agent based decentralized matching macroeconomic model
L Riccetti, A Russo, M Gallegati
Journal of Economic Interaction and Coordination 10 (2), 305-332, 2015
1312015
Leveraged network-based financial accelerator
L Riccetti, A Russo, M Gallegati
Journal of Economic Dynamics and Control 37 (8), 1626-1640, 2013
1182013
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model
A Russo, L Riccetti, M Gallegati
Journal of Evolutionary Economics 26 (1), 25-47, 2016
872016
Financialisation and crisis in an agent based macroeconomic model
L Riccetti, A Russo, M Gallegati
Economic Modelling 52, 162-172, 2016
452016
Unemployment benefits and financial leverage in an agent based macroeconomic model
L Ricetti, A Russo, M Gallegati
Economics: The Open-Access, Open-Assessment E-Journal 7 (2013-42), 1-44, 2013
37*2013
Network calibration and metamodeling of a financial accelerator agent based model
L Bargigli, L Riccetti, A Russo, M Gallegati
Journal of Economic Interaction and Coordination 15 (2), 413-440, 2020
342020
Financial regulation and endogenous macroeconomic crises
L Riccetti, A Russo, M Gallegati
Macroeconomic Dynamics 22 (4), 896-930, 2018
28*2018
Network analysis and calibration of the “leveraged network-based financial accelerator”
L Bargigli, M Gallegati, L Riccetti, A Russo
Journal of Economic Behavior & Organization 99, 109-125, 2014
282014
A copula–GARCH model for macro asset allocation of a portfolio with commodities
L Riccetti
Empirical Economics 44 (3), 1315-1336, 2013
232013
Stock market dynamics, leveraged network-based financial accelerator and monetary policy
L Riccetti, A Russo, M Gallegati
International Review of Economics & Finance 43, 509-524, 2016
222016
Monetary policy and large crises in a financial accelerator agent-based model
F Giri, L Riccetti, A Russo, M Gallegati
Journal of Economic Behavior & Organization 157, 42-58, 2019
172019
Portfolio frontiers with restrictions to tracking error volatility and value at risk
G Palomba, L Riccetti
Journal of Banking & Finance 36 (9), 2604-2615, 2012
142012
Using tracking error volatility to check active management and fee level of investment funds
R Luca
Global Business and Economics Review 14 (3), 139-158, 2012
10*2012
Growing inequality, financial fragility, and macroeconomic dynamics: an agent based model
A Russo, L Riccetti, M Gallegati
Advances in social simulation, 167-176, 2014
8*2014
Macro asset allocation with social impact investments
M Biasin, R Cerqueti, E Giacomini, N Marinelli, AG Quaranta, L Riccetti
Sustainability 11 (11), 3140, 2019
52019
The use of copulas in asset allocation: when and how a copula model can be useful
L Riccetti
LAP LAMBERT Academic Publishing, 2010
52010
Innovation, demand, and finance in an agent based-stock flow consistent model
A Caiani, E Caverzas, A Godin, L Riccetti, A Russo, M Gallegati, ...
Social Simulation Conference, 2014
42014
Asset management with TEV and VAR constraints: the constrained efficient frontiers
G Palomba, L Riccetti
Available at SSRN 2322678, 2013
42013
Risk aversion, prudence and temperance: It is a matter of gap between moments
A Colasante, L Riccetti
Journal of Behavioral and Experimental Finance 25, 100262, 2020
22020
European Significant Bank Stock Market Volatility: Is there a Bail-In Effect?
P Leone, P Porretta, L Riccetti
International Journal of Business and Management 14 (5), 2019
2*2019
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