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A copula-GARCH model for macro asset allocation of a portfolio with commodities : an out-of-sample analysis
Riccetti, Luca - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1315-1336
Persistent link: https://www.econbiz.de/10009749481
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From moments, co-moments and mean-variance weights to copula portfolio allocation
Riccetti, Luca - 2010
Persistent link: https://www.econbiz.de/10011720044
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Portfolio frontiers with restrictions to tracking error volatility and value at risk
Palomba, Giulio; Riccetti, Luca - In: Journal of banking & finance 36 (2012) 9, pp. 2604-2615
Persistent link: https://www.econbiz.de/10009657621
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Portfolio frontiers with restrictions to tracking error volatility and value at risk
Palomba, Giulio; Riccetti, Luca - 2011
Persistent link: https://www.econbiz.de/10011719800
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Financial and non-financial risk attitudes : what does it matter?
Colasante, Annarita; Riccetti, Luca - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012814595
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Reconciling TEV and VaR in active portfolio management : a new frontier
Lucchetti, Riccardo; Nicolau, Mihaela; Palomba, Giulio; … - 2022
Persistent link: https://www.econbiz.de/10013330699
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The impact at stake : risk and return in publicly listed social impact firms
Giacomini, Emanuela; Marinelli, Nicoletta; Riccetti, Luca - In: Business ethics, the environment & responsibility 32 (2023) 2, pp. 713-741
Persistent link: https://www.econbiz.de/10014315137