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Luca Riccetti

Personal Details

First Name:Luca
Middle Name:
Last Name:Riccetti
Suffix:
RePEc Short-ID:pri191
[This author has chosen not to make the email address public]
http://docenti.unimc.it/luca.riccetti
Terminal Degree:2010 Dipartimento di Scienze Economiche e Sociali; Facoltà di Economia "Giorgio Fuà"; Università Politecnica delle Marche (from RePEc Genealogy)

Affiliation

(99%) Facoltà di Economia e Diritto
Università degli Studi di Macerata

Macerata, Italy
http://www.economia.unimc.it/
RePEc:edi:fsmacit (more details at EDIRC)

(1%) Facoltà di Economia "Giorgio Fuà"
Università Politecnica delle Marche

Ancona, Italy
http://www.econ.univpm.it/
RePEc:edi:feancit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Roy Cerqueti & M. Biasin E. Giacomini & N. Marinelli & A.G. Quaranta & L. Riccetti, 2022. "A note on the role of social impact investments in minimum variance portfolios," Post-Print hal-03789104, HAL.
  2. Riccardo Lucchetti & Mihaela Nicolau & Giulio Palomba & Luca Riccetti, 2022. "Reconciling TEV and VaR in Active Portfolio Management: A New Frontier," Working Papers 461, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  3. Roy Cerqueti & M. Biasin E. Giacomini & N. Marinelli & A.G. Quaranta & L. Riccetti, 2022. "Clusters of social impact firms. A complex network approach," Post-Print hal-03789184, HAL.
  4. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  5. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Firm-bank credit network, business cycle and macroprudential policy," Working Papers 2020/16, Economics Department, Universitat Jaume I, Castellón (Spain).
  6. Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2016. "Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model," Working Papers - Economics wp2016_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  7. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model," MPRA Paper 70371, University Library of Munich, Germany.
  8. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2015. "Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy," MPRA Paper 63622, University Library of Munich, Germany.
  9. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial factors in an agent-based macroeconomic model," Economics Discussion Papers 2013-9, Kiel Institute for the World Economy (IfW Kiel).
  10. Russo, Alberto & Riccetti, Luca & Gallegati, Mauro, 2013. "Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model," MPRA Paper 51528, University Library of Munich, Germany.
  11. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.
  12. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Financialisation and Crisis in an Agent Based Macroeconomomic Model," MPRA Paper 51074, University Library of Munich, Germany.
  13. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
  14. Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011. "Leveraged Network-Based Financial Accelerator," Working Papers 371, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  15. Luca RICCETTI, 2011. "A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis," Working Papers 355, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  16. Giulio PALOMBA & Luca RICCETTI, 2011. "Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk," Working Papers 358, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  17. Luca RICCETTI, 2010. "Minimum Tracking Error Volatility," Working Papers 340, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  18. Luca RICCETTI, 2010. "From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation," Working Papers 351, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

Articles

  1. Nicola Visonà & Luca Riccetti, 2024. "Simulating the industrial revolution: a history-friendly model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 831-862, October.
  2. Shuffield Seyram Asafo & Luca Riccetti, 2024. "New transmission channels of ECB's unconventional monetary policies," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 14(3), pages 284-305.
  3. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2023. "The financial network channel of monetary policy transmission: an agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 533-571, July.
  4. Luca Riccetti, 2022. "Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments," International Journal of Microsimulation, International Microsimulation Association, vol. 15(2), pages 44-61.
  5. Riccetti, Luca, 2022. "Systemic risk analysis and SIFI detection: Mechanisms and measurement," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 15(3), pages 245-259, June.
  6. Biasin, Massimo & Cerqueti, Roy & Giacomini, Emanuela & Marinelli, Nicoletta & Quaranta, Anna Grazia & Riccetti, Luca, 2022. "Clusters of social impact firms: A complex network approach," Global Finance Journal, Elsevier, vol. 52(C).
  7. Valerio Leone Sciabolazza & Luca Riccetti, 2022. "Diffusion delay centrality: decelerating diffusion processes across networks," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 31(4), pages 980-1003.
  8. Colasante, Annarita & García-Segarra, Jaume & Riccetti, Luca & Russo, Alberto, 2022. "On the consistency of the individual behavior when facing higher-order risk attitudes," Finance Research Letters, Elsevier, vol. 50(C).
  9. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
  10. Marina Brogi & Valentina Lagasio & Luca Riccetti, 2021. "Systemic risk measurement: bucketing global systemically important banks," Annals of Finance, Springer, vol. 17(3), pages 319-351, September.
  11. Colasante, Annarita & Riccetti, Luca, 2021. "Financial and non-financial risk attitudes: What does it matter?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  12. Paola Leone & Pasqualina Porretta & Luca Riccetti, 2021. "European Significant Bank Stock Market Volatility: Is there a Bail-In Effect?," International Journal of Business and Management, Canadian Center of Science and Education, vol. 14(5), pages 1-32, July.
  13. Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
  14. Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Network calibration and metamodeling of a financial accelerator agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 413-440, April.
  15. Massimo Biasin & Roy Cerqueti & Emanuela Giacomini & Nicoletta Marinelli & Anna Grazia Quaranta & Luca Riccetti, 2019. "Macro Asset Allocation with Social Impact Investments," Sustainability, MDPI, vol. 11(11), pages 1-19, June.
  16. Giulio Palomba & Luca Riccetti, 2019. "Asset management with TEV and VaR constraints: the constrained efficient frontiers," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(4), pages 492-516, September.
  17. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2019. "Monetary policy and large crises in a financial accelerator agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 42-58.
  18. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2018. "Financial Regulation And Endogenous Macroeconomic Crises," Macroeconomic Dynamics, Cambridge University Press, vol. 22(4), pages 896-930, June.
  19. Alberto Russo & Luca Riccetti & Mauro Gallegati, 2016. "Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 25-47, March.
  20. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Financialisation and crisis in an agent based macroeconomic model," Economic Modelling, Elsevier, vol. 52(PA), pages 162-172.
  21. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Stock market dynamics, leveraged network-based financial accelerator and monetary policy," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 509-524.
  22. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2015. "An agent based decentralized matching macroeconomic model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 305-332, October.
  23. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
  24. Luca Riccetti, 2013. "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, vol. 44(3), pages 1315-1336, June.
  25. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Leveraged network-based financial accelerator," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1626-1640.
  26. Palomba, Giulio & Riccetti, Luca, 2012. "Portfolio frontiers with restrictions to tracking error volatility and value at risk," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2604-2615.
  27. Luca Riccetti, 2012. "Using tracking error volatility to check active management and fee level of investment funds," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 14(3), pages 139-158.

Chapters

  1. Franco Tutino & Giorgio Carlo Brugnoni & Concetta Colasimone & Luca Riccetti, 2017. "The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012," Eurasian Studies in Business and Economics, in: Mehmet Huseyin Bilgin & Hakan Danis & Ender Demir & Ugur Can (ed.), Empirical Studies on Economics of Innovation, Public Economics and Management, pages 57-102, Springer.
  2. Franco Tutino & Concetta Colasimone & Giorgio Carlo Brugnoni & Luca Riccetti, 2014. "Intermediation Model, Bank Size and Lending to Customers: Is There a Significant Relationship? Evidence from Italy: 2008–2011," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Ted Lindblom & Stefan Sjögren & Magnus Willesson (ed.), Governance, Regulation and Bank Stability, chapter 10, pages 201-241, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Betweenness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (15) 2012-01-18 2012-11-03 2013-02-16 2013-11-02 2013-11-02 2013-11-22 2015-04-19 2016-03-23 2016-04-09 2016-04-16 2016-11-27 2020-03-30 2020-04-13 2022-02-07 2022-02-21. Author is listed
  2. NEP-MAC: Macroeconomics (13) 2012-11-03 2013-02-16 2013-11-02 2013-11-02 2013-11-22 2015-04-19 2016-04-09 2016-04-16 2016-11-27 2020-03-30 2020-04-13 2022-02-07 2022-02-21. Author is listed
  3. NEP-CBA: Central Banking (9) 2012-01-18 2013-11-02 2013-11-02 2016-04-09 2016-04-16 2016-11-27 2020-03-30 2022-02-07 2022-02-21. Author is listed
  4. NEP-HME: Heterodox Microeconomics (6) 2015-04-19 2016-03-23 2016-04-09 2016-04-16 2022-02-07 2022-02-21. Author is listed
  5. NEP-MON: Monetary Economics (5) 2016-04-09 2016-04-16 2016-11-27 2022-02-07 2022-02-21. Author is listed
  6. NEP-NET: Network Economics (4) 2012-01-18 2020-03-30 2022-02-07 2022-02-21
  7. NEP-BAN: Banking (3) 2020-04-13 2022-02-07 2022-02-21
  8. NEP-ORE: Operations Research (3) 2020-03-30 2022-02-07 2022-02-21
  9. NEP-BEC: Business Economics (2) 2020-03-30 2020-04-13
  10. NEP-RMG: Risk Management (2) 2010-05-08 2022-01-24
  11. NEP-CWA: Central and Western Asia (1) 2022-02-07
  12. NEP-ECM: Econometrics (1) 2011-01-30
  13. NEP-FDG: Financial Development and Growth (1) 2022-02-07
  14. NEP-FMK: Financial Markets (1) 2011-01-30

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