Nom
RONCHETTI
Prénom
Diego
Nom
RONCHETTI
Prénom
Diego
-
TitreAssistant Professor
- Head of Msc Financial Markets & Sustainable Investments
- Assistant Professor
photo_cv
Department
Département
Finance
Teaching areas
Domaine d’enseignement
Asset Pricing
Portfolio Choice
Economics - Mathematical Methods
Econometrics
Research areas
Domaine de recherche
Asset Pricing
Portfolio Choice
Econometrics
Skills
Quantitative finance
Econometrics
Financial assets
Portfolio choice
Derivatives
Finance
Economics
Biography
Biographie
Diego Ronchetti works in finance, developing and applying econometric techniques to price assets, validate quantitative models, and compare them. He has introduced general techniques that avoid strict and possibly misleading assumptions on the price dynamics and relationships between financial and economic variables. In articles that appeared in the Journal of Econometrics and the Journal of Financial Econometrics, he has characterized such techniques and shown their use in the context of quantitative equity and American-style derivative pricing.