| Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier R Lucchetti, M Nicolau, G Palomba, L Riccetti COMPUTATIONAL ECONOMICS (DORDRECHT., 2024 | | 2024 |
| New transmission channels of ECB's unconventional monetary policies SS Asafo, L Riccetti International Journal of Computational Economics and Econometrics 14 (3 …, 2024 | | 2024 |
| The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents J Di Domenico, L Riccetti Available at SSRN 4669871, 2023 | | 2023 |
| A large scale Data-Driven Agent Based Model for the Italian Economy J Di Domenico, M Catalano, L Riccetti Available at SSRN 4653025, 2023 | | 2023 |
| The financial network channel of monetary policy transmission: an agent-based model M Alexandre, GT Lima, L Riccetti, A Russo Journal of Economic Interaction and Coordination 18 (3), 533-571, 2023 | 3 | 2023 |
| The impact at stake: Risk and return in publicly listed social impact firms E Giacomini, N Marinelli, L Riccetti Business Ethics, the Environment & Responsibility 32 (2), 713-741, 2023 | | 2023 |
| Economia e Diritto F Bartolacci, L Riccetti Edizioni Università di Macerata (EUM), 2023 | | 2023 |
| Simulating the Industrial Revolution: A History-Friendly Model N Visonà, L Riccetti Available at SSRN 4418148, 2023 | | 2023 |
| The Debatable Concept of Consumer Surplus and the Rationing Mechanism S Perri, L Riccetti Available at SSRN 4323758, 2023 | | 2023 |
| On the consistency of the individual behavior when facing higher-order risk attitudes A Colasante, J García-Segarra, L Riccetti, A Russo Finance Research Letters 50, 103270, 2022 | 1 | 2022 |
| Diffusion delay centrality: decelerating diffusion processes across networks V Leone Sciabolazza, L Riccetti Industrial and Corporate Change 31 (4), 980-1003, 2022 | 2 | 2022 |
| Systemic risk analysis and SIFI detection: Mechanisms and measurement L Riccetti Journal of Risk Management in Financial Institutions 15 (3), 245-259, 2022 | 2 | 2022 |
| Clusters of social impact firms: A complex network approach M Biasin, R Cerqueti, E Giacomini, N Marinelli, AG Quaranta, L Riccetti Global Finance Journal 52, 100697, 2022 | | 2022 |
| Firm–bank credit network, business cycle and macroprudential policy L Riccetti, A Russo, M Gallegati Journal of Economic Interaction and Coordination 17 (2), 475-499, 2022 | 15 | 2022 |
| At the frontier of agent-based modelling: a new data driven framework for policy design toward sustainable and resilient economies L Riccetti, R Pretaroli, M Raberto, A Teglio, D Giachini, G Bottazzi, S Righi | | 2022 |
| A Note on the Role of Social Impact Investments in Minimum Variance Portfolios M Biasin, R Cerqueti, E Giacomini, N Marinelli, AG Quaranta, L Riccetti Highlights of Sustainability 1, 5-11, 2022 | 1 | 2022 |
| Agent-based multi-layer network simulations for financial systemic risk measurement: A proposal for future developments L Riccetti THE INTERNATIONAL JOURNAL OF MICROSIMULATION 15, 44-61, 2022 | 2 | 2022 |
| Reconciling tev and var in active portfolio management: A new frontier R Lucchetti, M Nicolau, G Palomba, L Riccetti Università Politecnica delle Marche, Dipartimento di Scienze Economiche e …, 2022 | 1 | 2022 |
| Systemic risk measurement: bucketing global systemically important banks M Brogi, V Lagasio, L Riccetti Annals of Finance 17 (3), 319-351, 2021 | 12 | 2021 |
| Financial and non-financial risk attitudes: what does it matter? A Colasante, L Riccetti Journal of Behavioral and Experimental Finance 30, 100494, 2021 | 7 | 2021 |
Alberto RussoFull Professor of Economics, Università Politecnica delle MarcheVerified email at univpm.it
