RICCETTI, LUCA
RICCETTI, LUCA
DIPARTIMENTO DI MANAGEMENT
A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
2011 Riccetti, Luca
A copula–GARCH model for macro asset allocation of a portfolio with commodities
2013 Riccetti, Luca
An agent based decentralized matching macroeconomic model
2014 Riccetti, Luca; Alberto, Russo; Mauro, Gallegati
An Agent-Based Decentralized Matching Macroeconomic Model
2012 Riccetti, Luca; A., Russo; M., Gallegati
Asset Management with TEV and VaR Constraints: the Constrained Efficient Frontiers
2013 Giulio, Palomba; Riccetti, Luca
Financial regulation in an agent-based macroeconomomic model
2013 Riccetti, Luca; A., Russo; M., Gallegati
Financialisation and crisis in an agent based macroeconomic model
2016 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Financialisation and Crisis in an Agent Based Macroeconomomic Model
2013 Riccetti, Luca; A., Russo; M., Gallegati
From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation
2012 Riccetti, Luca
From Moments, Co-Moments and Mean-Variance Weights to Copula Portfolio Allocation
2010 Riccetti, Luca
Growing inequality, financial fragility, and macroeconomic dynamics: An agent based model
2014 Alberto, Russo; Riccetti, Luca; Mauro, Gallegati
How Risk Managers Should Fix TEV and VaR Constraints in Asset Management
2014 Riccetti, Luca
Increasing Inequality and Financial Fragility in an Agent Based Macroeconomic Model
2013 Alberto, Russo; Riccetti, Luca; Mauro, Gallegati
Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model
2015 Russo, Alberto; Riccetti, Luca; Gallegati, Mauro
Intermediation model, bank size and lending to customers: is there a significant relationship? Evidence from Italy between 2008 and 2011
2014 Tutino, Franco Luciano; Concetta, Colasimone; Brugnoni, GIORGIO CARLO; Riccetti, Luca
Leveraged Network-Based Financial Accelerator
2011 Riccetti, Luca; A., Russo; M., Gallegati
Leveraged network-based financial accelerator
2013 Riccetti, Luca; Alberto, Russo; Mauro, Gallegati
Macroeconomia
2010 Paolo, Pettenati; Giuseppe, Cannullo; Alessandro, Gambini; Riccetti, Luca
Minimum Tracking Error Volatility
2010 Riccetti, Luca
Network analysis and calibration of the "leveraged network-based financial accelerator
2014 Leonardo, Bargigli; Mauro, Gallegati; Riccetti, Luca; Alberto, Russo