Loriano Mancini
Associate Professor
Department of Finance
Swiss Finance Institute
Switzerland
Biography
Loriano Mancini is SFI Associate Professor of Finance and holds an SFI Junior Chair at the Università della Svizzera italiana. From 2012 to July 2017, he held an SFI Junior Chair at the Ecole Polytechnique Fédérale de Lausanne. He joined SFI in 2008 following his postdoctoral studies at Princeton University. Prof. Mancini has published papers in the top academic journals in finance and is a regular speaker at leading conferences and workshops worldwide.
Research Interest
Volatility modeling, Asset pricing.
Publications
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Mancini L, Ranaldo A, Wrampelmeyer J The Euro Interbank Repo Market. Review of Financial Studies (forthcoming0.
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Frittelli M, Mancini L, Peri I Scientific Research Measures. Journal of the Association for Information Science and Technology (forthcoming).
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Filipovic D, Gourier E, Mancini L (2016) Quadratic Variance Swap Models. Journal of Financial Economics 119: 44-68.
