General Financial Markets

Bruno Giacomello
Associate Professor
Alessandro Gnoatto
Associate Professor
Marco Patacca
Temporary Assistant Professor
Roberto Renò
Full Professor
Luca Taschini
Associate Professor
Research interests
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
Marco Patacca
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
Luca Taschini
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.