Fabio Trojani
Professor
Statistics
University of Lugano
Switzerland
Biography
Fabio Trojani is Professor of Statistics at the Università della Svizzera italiana and has held an SFI Senior Chair since 2014. He graduated with a PhD in Economics and Finance from the University of Zurich. Prof. Trojani is a regular speaker at leading academic conferences in finance and econometrics.
Research Interest
His research interests are in asset pricing, and in the application of econometric and data science methods to finance.
Publications
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N°15-36: The Price of the Smile and Variance Risk Premia, P. H. Gruber, C. Tebaldi, and F. Trojani, 2015.
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N°15-60: Divergence and the Price of Uncertainty, P. Schneider and F. Trojani, 2015.
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N°16-41: Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy, L. Camponovo, O. Scaillet, and F. Trojani, 2016.
