Sfoglia per Autore
visiting presso la Moscow School of Economics - Moscow State University
2009 Riccetti, Luca
The Use of Copulas in Asset Allocation: When and How a Copula Model can be Useful?
2010 Riccetti, Luca
Macroeconomia
2010 Paolo, Pettenati; Giuseppe, Cannullo; Alessandro, Gambini; Riccetti, Luca
Use of Copulas and Active Portfolio Management
2010 Riccetti, Luca
Minimum Tracking Error Volatility
2010 Riccetti, Luca
From Moments, Co-Moments and Mean-Variance Weights to Copula Portfolio Allocation
2010 Riccetti, Luca
Leveraged Network-Based Financial Accelerator
2011 Riccetti, Luca; A., Russo; M., Gallegati
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk
2011 Palomba, G.; Riccetti, Luca
A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
2011 Riccetti, Luca
Portfolio frontiers with restrictions to tracking error volatility and value at risk
2012 Giulio, Palomba; Riccetti, Luca
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation
2012 Riccetti, Luca
An Agent-Based Decentralized Matching Macroeconomic Model
2012 Riccetti, Luca; A., Russo; M., Gallegati
Using tracking error volatility to check active management and fee level of investment funds
2012 Riccetti, Luca
Network Analysis and Calibration of the "Leveraged Network-Based Financial Accelerator"
2012 L., Bargigli; M., Gallegati; Riccetti, Luca; A., Russo
Increasing Inequality and Financial Fragility in an Agent Based Macroeconomic Model
2013 Alberto, Russo; Riccetti, Luca; Mauro, Gallegati
A copula–GARCH model for macro asset allocation of a portfolio with commodities
2013 Riccetti, Luca
Unemployment Benefits and Financial Leverage in an Agent Based Macroeconomic Model
2013 Riccetti, Luca; Alberto, Russo; Mauro, Gallegati
Leveraged network-based financial accelerator
2013 Riccetti, Luca; Alberto, Russo; Mauro, Gallegati
Financial regulation in an agent-based macroeconomomic model
2013 Riccetti, Luca; A., Russo; M., Gallegati
Financialisation and Crisis in an Agent Based Macroeconomomic Model
2013 Riccetti, Luca; A., Russo; M., Gallegati
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