Loriano Mancin
Associate Professor
Finance
University of Lugano
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 and asset pricing.
Publications
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Quadratic Variance Swap Models, D. Filipovic and E. Gourier, and L. Mancini, Journal of Financial Economics, vol. 119 (1), pp 44-68, 2016.
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The Euro Interbank Repo Market, L. Mancini, A. Ranaldo, and J. Wrampelmeyer, Review of Financial Studies, forthcoming.
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SFI Practitioner Roundups Magazine Summer 2016
