Roberto Marfe'
Associate Professor
- SSD: SECS-S/06 - mathematical methods of economy, finance and actuarial sciences
- ORCID: orcid.org/0000-0001-9685-9538
Contacts
At
- Department of Economics, Social Studies, Applied Mathematics and Statistics
- Dipartimento di Scienze economico-sociali e matematico-statistiche
- Quantitative Finance and Insurance
Curriculum vitae
Research products
All my research productsSelected research products
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
Courses
- ADVANCED ASSET PRICING (SEM0089)
Quantitative Finance and Insurance - DERIVATIVES (ECO0207)
Quantitative Finance and Insurance
Research groups
- Finanza / Finance
- Matematica Applicata e Probabilità per l'Economia, la Finanza e le Assicurazioni / Applied Mathematics and Probability for Economics, Finance and Insurance
Research projects
Activities in agenda
Academic bodies
Office hours
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