| Topic | People | Description |
|---|---|---|
| JEL G11 - Portfolio Choice; Investment Decisions |
Bruno Giacomello
Roberto Renò |
This reseach field studies optimal investment and consumption using financial assets and insurance policies. Both methodological (modelling and calibration) and practical (impact on short and long term behavior) aspects are investigated. |
| JEL G12 - Asset Pricing; Trading volume; Bond Interest Rates |
Bruno Giacomello
Roberto Renò |
Research on asset pricing focuses on two main topics: modelling interest rates, with the aim of pricing bonds and derivatives, and modelling stocks, to study the main factors which determine their price variation. |
| JEL G13 - Contingent Pricing; Futures Pricing |
Alessandro Gnoatto
Roberto Renò |
Evaluation models in the financial field, with applications to the pricing of derivative products (plain-vanilla and exotic), to their coverage, and to the analysis of the associated risks. |
© 2024 | Verona University
******** CSS e script comuni siti DOL - frase 9957 ********p>
