Loriana Pelizzon
Economics & Business Administration
Frankfurt University
Germany
Biography
Prof. Loriana Pelizzon,currently working as a Professor in the Department of Economics & Business Administration, Frankfurt University, Germany.
Research Interest
Systemic risk. Risk Management and Capital Requirements. Credit Derivatives. Credit risk. Financial crisis and contagion. Asset allocation and portfolio selection. Household portfolios. Mutual fund performance. Hedge funds. Corporate Governance.
Publications
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Systemic Risk Tomography: Signals, Measurements, and Transmission Channels (eds Billio M, Pelizzon L., Savona R.), Quant Finance Series ISTE/Wiley forthcoming 2015
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Billio M. and L. Pelizzon (1997), “Pricing Options with Switching Volatilityâ€, Money, Finance, Banking and Insurance, C. Hipp (a cura di), Verlang, VVW 1997, ISBN 3-88487-649-X and in “Nota di Lavoroâ€, University of Venice, n. 97.07
