RICCETTI, LUCA
RICCETTI, LUCA
Dipartimento Scienze Economiche e Sociali
A Simple Model of Business Fluctuations with Heterogeneous Interacting Agents and Credit Networks
2016-01-01 Bargigli, Leonardo; Caiani, Alessandro; Riccetti, Luca; Russo, Alberto
An Agent Based Decentralized Matching Macroeconomic Model
2012-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Asset management with TEV and VaR constraints: the constrained efficient frontiers
2013-01-01 Palomba, Giulio; Riccetti, Luca
Asset Management with TEV and VAR Constraints: The Constrained Efficient Frontiers
2019-01-01 Palomba, Giulio; Riccetti, Luca
Financial Regulation in an Agent-Based Macroeconomomic Model
2013-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Financialisation and Crisis in an Agent Based Macroeconomomic Model
2013-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Growing Inequality, Financial Fragility, and Macroeconomic Dynamics: An Agent Based Model
2013-01-01 Russo, Alberto; Riccetti, Luca; Gallegati, Mauro
Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model
2013-01-01 Russo, Alberto; Riccetti, Luca; Gallegati, Mauro
Leveraged network-based financial accelerator
2011-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Leveraged network-based financial accelerator
2013-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Network Analysis and Calibration of the 'Leveraged Network-Based Financial Accelerator'
2012-01-01 Bargigli, Leonardo; Gallegati, Mauro; Riccetti, Luca; Russo, Alberto
Network Analysis and Calibration of the “Leveraged network-based financial accelerator”
2014-01-01 Bargigli, Leonardo; Gallegati, Mauro; Riccetti, Luca; Russo, Alberto
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk
2011-01-01 Palomba, Giulio; Riccetti, Luca
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier
2024-01-01 Lucchetti, Riccardo; Nicolau, Mihaela; Palomba, Giulio; Riccetti, Luca
The financial network channel of monetary policy transmission: an agent-based model
2023-01-01 Alexandre, M; Lima, Gt; Riccetti, L; Russo, A
Unemployment Benefits and Financial Factors in an Agent-Based Macroeconomic Model
2013-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Unemployment Benefits and Financial Leverage in an Agent Based Macroeconomic Model
2013-01-01 Riccetti, Luca; Russo, Alberto; Gallegati, Mauro
Use of copulas and active portfolio management
2010-01-15 Riccetti, Luca