No Free Lunch Seminars
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Tommaso Colozza, “Supply of public debt and demand for risk premia: a Minskian approach to credit risk”, April 1, 2015
Wednesday April 1 2015 13.00 Scuola Normale Superiore Aula Mancini Tommaso Colozza Dipartimento di Statistica e Matematica Applicata all'Economia - Università di Pisa Abstract Financial stability of EMU countries is managed by policy makers…
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Roberto Renò, “Multi-jumps”, March 20, 2015
Friday March 20 2015 13.00 Scuola Normale Superiore Aula Bianchi Roberto Renò Dipartimento di Economia Politica e Statistica - Università di Siena Abstract The simultaneous occurrence of jumps in several stocks (multi-jumps) can be…
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Roberto Baviera, “A thermometer for financial instability in the euro area economy and the role of carry trade”, February 19, 2015
Thursday February 19 2015 13.00 Scuola Normale Superiore Aula Bianchi Roberto Baviera Financial Engineering, Dipartimento di Matematica -Politecnico di Milano Abstract This study suggests a simple financial instability indicator for the euro area economy.…
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Fabio Caccioli, “Instabilities in portfolio optimization and regularization”, November 4, 2014
Tuesday November 4 2014 13.00 Scuola Normale Superiore Aula Bianchi Fabio Caccioli University College London Abstract We consider the problem of portfolio selection in presence of market impact, and we show that including a…
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Xuezhong He, “Optimality of momentum and reversal”, September 10, 2014
Wednesday September 10 2014 13.00 Scuola Normale Superiore Aula Bianchi Xuezhong He University of Technology - Sydney (Australia) Abstract We develop a continuous-time asset price model to capture short-run momentum and long-run reversal. By…
Conferences and Workshops
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Frontiers in High-Frequency Financial Econometrics 2018, March 23, 2018
https://www.hffe2018sns.com/
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XVII Workshop on Quantitative Finance, June 22, 2015
The quantitative finance group of the Scuola Normale Superiore will host the XVII Workshop on Quantitative Finance. The workshop will take place on January, 28-29, 2016 in Pisa at Scuola…
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Symposium on return predictability in stock and real estate markets, June 6, 2014
Program:
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Quantitative Approaches to Risk Assessment and Investment Transparency, December 12, 2011
Monday December 12 2011 10.45 - 17.00 Sala Stemmi Scuola Normale Superiore - Pisa 10:45 Registration 11:00 Opening address Book Presentation: A Quantitative Framework to Assess the Risk- Reward Profile of…
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L’instabilità dei mercati finanziari: il flash crash un anno dopo., May 11, 2011
Wednesday May 11 2011 13:00 Scuola Normale Superiore Aula Bianchi Stefano Marmi Scuola Normale Superiore, Pisa 6 maggio 2010: l'effetto farfalla si abbatte sul ping pong del trading ad alta…
Mini Courses
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Jean-Philippe Bouchaud, “An introduction to Statistical Phy-nance”, April 13, 2011
Wednesday April 13 2011, 14.00 - 16.00 Aula Dini Thursday April 14 2011, 14.00 - 16.00 Aula Dini Friday April 15 2011, 11.00 - 13.00 Aula Fermi Scuola Normale Superiore Jean-Philippe Bouchaud Science…
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Sylvain Arlot, “Advanced Course on Statistics”, February 14, 2011
Monday February 14 2011, 14.00 - 16.00 Aula Bianchi Tuesday February 15 2011, 9.00 - 11.00 Aula Fermi Thursday February 17 2011, 14.00 - 16.00 Aula Fermi Tuesday February 22 2011, 14.00 - 16.00…
PhD/Master Theses
No scheduled events.