Dipartimento di Scienze economico-sociali e matematico-statistiche

Prodotti della ricerca

Prodotti della ricerca selezionati

Marfe', R, Penasse, J (2024)
Measuring Macroeconomic Tail Risk.
https://iris.unito.it/handle/2318/1958031

Breugem M, Corvino R, Marfe' R, Schoenleber L (2024)
Pandemic Tail Risk.
https://iris.unito.it/handle/2318/1957192

Breugem M, Marfe', R (2020)
Long-run versus short-run news and the term structure of equity.
https://iris.unito.it/handle/2318/1767959

Hasler M, Khapko M, Marfe' R (2019)
Should Investors Learn about the Timing of Equity Risk?
https://iris.unito.it/handle/2318/1767944

Marfe' R (2017)
Income Insurance and the Equilibrium Term Structure of Equity.
https://iris.unito.it/handle/2318/1767946

Marfe' R (2016)
Corporate Fraction and the Equilibrium Term Structure of Equity Risk.
https://iris.unito.it/handle/2318/1767951

Hasler M, Marfe' R (2016)
Disaster Recovery and the Term Structure of Dividend Strips.
https://iris.unito.it/handle/2318/1767955

Marfe' R (2014)
Multivariate Lévy processes with dependent jump intensity
https://iris.unito.it/handle/2318/1858903

Marfe' R (2012)
A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE
https://iris.unito.it/handle/2318/1883480

Marfe' R (2012)
A generalized variance gamma process for financial applications.
https://iris.unito.it/handle/2318/1858909

Insegnamenti

• ADVANCED ASSET PRICING (SEM0089)
  Quantitative Finance and Insurance
• DERIVATIVES (ECO0207)
  Quantitative Finance and Insurance

Gruppi di ricerca

• Macroeconomia e Finanza / Macro and Finance
• Matematica Applicata e Probabilità per l'Economia, la Finanza e le Assicurazioni / Applied Mathematics and Probability for Economics, Finance and Insurance

Progetti di ricerca

• MacroFinance
• Pandemic Risks across Markets and Crisis Stages - PRIN 2022
• Firm Decisions and Horizon Risks
• Horizon Risks and Corporate Policies
• On the timing of equity and credit risk

Attività in agenda

Consulta la mia agenda

Organi

• Consiglio - Dipartimento di Scienze economico-sociali e matematico-statistiche

• Program Committee - Quantitative Finance and Insurance
• Training Offer Committee

Ricevimento studenti