ESG Mania and Institutional Trading

via Zoom

Speaker: Prof. Riza Demirer, Dept. Economics & Finance, School of Business, Southern Illinois University, Edwardsville, IL Abstract: Recent years have seen that institutional investors simultaneously crowd in (buy) the ESG […]

Risk-aware Trading Portfolio Optimization

via Zoom

Speakers: Dr. Marco Bianchetti, Head of Market and Counterparty Risk IMA Methodologies, Intesa Sanpaolo, Milan, Italy Dr Fabio Vitale, Senior Researcher, CENTAI Institute, Turin, Italy Abstract: We investigate portfolio optimization […]

Option Pricing with a Compound CARMA(p,q)-Hawkes

via Zoom

Speaker: Prof. Lorenzo Mercuri, Dept of Economics, Management and Quantitative Methods, Univ. of Milan Abstract: A self-exciting point process with a continuous-time autoregressive moving average intensity process, named CARMA(p,q)-Hawkes model, […]