Person
MERCURI LORENZO

MERCURI LORENZO

PROFESSORE ASSOCIATO
Dipartimento di Economia, Management e Metodi Quantitativi

Fields (6)

Research overview (4)

Discrete time models for volatility index (2012 - )
Independent Component Analysis for risk-parity portfolio allocation (2014 - )
Inference of continuous processes: Theory and Numerical Implementation (2013 - )
Option pricing and stochastic processses (2006 - )
No Results Found

Funded research

The effects of climate change in the evaluation of financial instruments 
PRIN2022 - PRIN bando 2022
Project
Scientific Manager
2023
29 months
No Results Found

Publications (37)

Teaching and research activities with third-party institutions (2)

Position carried out at: Università degli Studi di MILANO (01/06/2017 - 01/06/2020)
Position carried out at: Università degli Studi di MILANO (20/12/2013 - 19/12/2016)
No Results Found