via Crescimbeni
Macerata
Italy
http://docenti.unimc.it/luca.riccetti
Università degli Studi di Macerata
SSRN RANKINGS
in Total Papers Citations
agent-based macroeconomics, business cycle, crisis, unemployment, leverage
Efficient Portfolio Frontiers, Risk Management, Tracking Error Volatility (TEV), Value-at-Risk (VaR)
Systemic risk, Systemically Important Financial Institution, Financial Crisis, Financial regulation, Capital requirements
Active Portfolio Management, Risk Management, Benchmarking, Tracking Error, Value-at-Risk, Mean-Variance Dominance.
behavioural finance, experiment, choice under uncertainty, moments of return distribution, utility function
financial systemic risk, Systemically Important Financial Institutions (SIFIs), multi-layered network, fire sales, simulations
agent-based model, business cycle, inequality, crisis
Financial network, monetary policy shocks, agent-based modeling
expected punishment, illegal behavior, utility function
agent-based models, macroeconomic forecasting, micro data
Agent-based modeling, credit network, business cycle, financial regulation, macroprudential policy.
Agent-Based Models, History-Friendly Models, Industrial Revolution, Macroeconomics
network, contagion, betweenness centrality, eigenvector centrality
Consumer surplus, demand curve, heterogeneity, maximum price, rationing
incomplete information, local interaction, heterogeneity, scale, complexity
BRRD, bail-in, stock market volatility
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risk management, active portfolio management, benchmarking, tracking error, value-at-risk (VaR), mean–variance dominance
Monetary Policy, Large Crises, Agent Based Model, Financial Accelerator, Zero Lower Bound
agent based models, credit networks, financial fragility, metamodel, calibration
Agent-based modeling, stock market, leverage, network, volatility, financial accelerator, monetary policy
agent-based macroeconomics, business cycle, leverage, payout policy, financialisation, crisis
financial regulation, agent-based macroeconomics, business cycle, crisis, unemployment, leverage
network, bankruptcy cascades, calibration, leverage
