Institute of Finance (IFin)
Funded projects
Approved (1)
In progress (9)
- Franzoni F. (2025) What do Hedge Funds Think? Textual Analysis of Investor Letters
- Guidotti E. (2025) Financial Market Microstructure, Big Data, and AI
- Mazzari F. (2025) USI Doctoral Mobility - Francesco Mazzari
- Schneider P., Multerer M. (2024) Large-scale kernel methods in financial economics
- Mancini L. (2024) Climate risk: the unique role of insurers
- Plazzi A. (2022) The Determinants and Corporate Implications of Credit Derivatives: Evidence from the CDS Market
- Frésard L. (2022) Sustainable Investing, Information, and Real Effects
- Horenko I., Gagliardini P. (2022) MaxEnt-Fin - Computational maximum entropy approach to high-dimensional modeling and analysis in finance
- Mancini L. (2021) Corporate short-termism
Completed (44)
- Guidotti E. (2024) COVID-19 Data Hub
- Franzoni F. (2021) The Role of Financial Markets Institutions in Capital Allocation
- Schneider P. (2020) Scenarios
- Mancini L. (2019) Value Maximizing Insurance Companies: An Empirical Analysis of the Cost of Capital and Investment Policies
- Schneider P. (2019) DIGITALSKILLS - New teaching methods for digital skills in economics and management
- Plazzi A. (2018) Conditional Skewness in the Cross-Section of Stock Returns and its Macroeconomic Foundation
- Frésard L. (2018) The Term Structure of Stock Price Informativeness and its Real Effects
- Gagliardini P. (2018) Society for Financial Econometrics (SoFiE) Conference 2018
- Franzoni F. (2017) Information Diffusion and Price Formation in Equity Markets: Empirical Analysis of Trading Networks
- Mancini L. (2017) The Empirics of Financial Stability
- Gagliardini P. (2017) New Econometric Methods for Big Data
- Mele A. (2017) Uncertainty and volatility in capital markets
- Nowak E. (2017) Corporate and Personal Default Risk in the Long-Run: International Evidence
- Barone Adesi G. (2017) Market Predictability and its Rationale: new insights in the Theoretical and Empirical Analysis of the Pricing Kernel
- Schneider P. (2016) Model-Free Asset Pricing
- Plazzi A., Nowak E. (2016) Corporate Default Risk in the Long-Run: Evidence from Switzerland, 1883-2015
- Horenko I., Gagliardini P. (2015) Towards the HPC-inference of causality networks from multiscale economical data
- Barone Adesi G., Mira A. (2014) A Bayesian estimate of the pricing kernel
- Degeorge F. (2014) 41st Annual Meeting of the European Finance Association
- Mira A. (2014) Numb3d by numb3rs?
- Ossola E. (2014) An Econometric Analysis of Linear Factor Models using Large Dimensional Datasets of Individual Assets
- Trojani F., Camponovo L., Ronchetti E. (2014) Higher order robust resampling and multiple testing methods
- Schneider P., Trojani F. (2013) Trading Asset Pricing Models
- Trojani F. (2013) Term Structures and Cross-Sections of Asset Risk Premia
- Barone Adesi G. (2013) Sentiment and risk in financial markets
- Franzoni F., Plazzi A. (2013) Institutional Trading: Liquidity Provision, Managerial Incentives, and High-Frequency Trading
- Degeorge F., Franzoni F., Plazzi A. (2012) Institutional trades, corporate finance, and asset pricing anomalies
- Horenko I., Gagliardini P. (2012) Mathematical modeling of credit and equity risk beyond homogeneity and stationarity assumptions: statistical factor models and high-performance data mining
- Mira A. (2012) Zero-Variance Markov chain Monte Carlo
- Rigotti E., Barone Adesi G., Cottier B. (2010) BankAr-Cod - Argumentative practices adopted by Swiss banks for reconciling AML&CTF supervisory duties with the fiduciary obligations towards the client. An interdisciplinary approach combining the juridical, the economical and the argumentative dimensions.
- Nowak E. (2010) Benefits of Listing for Entrepreneurial Firms in China
- Mira A., Barone Adesi G. (2010) Adaptive Monte Carlo methods to estimate financial risk models
- Degeorge F. (2009) Financial Analysts: incentives, biases and information production
- Ronchetti E., Gagliardini P., Trojani F. (2006) New Methods in Moment Based Econometric Models
- Nowak E. (2006) Regional Comparative Advantage and Knowledge Based Entrepreneurship
- De Giorgi E. (2006) Developing a Behavioural Asset Pricing Model
- Trojani F., Barone Adesi G., Ronchetti E. (2004) Learning and Robustness in Time Series Models
- Degeorge F. (2004) The Market reaction to Earnings Thresholds
- Audrino F. (2004) Modelli basati sulla tecnica FGD multivariata per la stima di superfici di volatilità implicita e la previsione della curva dei tassi
- Degeorge F., Nowak E. (2003) NCCR-FINRISK (Sub-project: Corporate Finance, struttura del mercato e teoria dell'azienda)
- Barone Adesi G. (2001) NCCR FINRISK (sub-project: Interest rates and volatility risk)
- Trojani F., Barone Adesi G. (2001) Robust strategies for risk management. Asset pricing and option pricing
- Macaluso F. (2000) Profilo storico del partito liberale democratico ticinese.
- Barone Adesi G. (1999) Dynamic investment Policies Based on Changes in Asset Risk
