Marc Paolella
Professor
Finance
University of Zurich
Switzerland
Biography
Marc Paolella is Professor of Empirical Finance at the University of Zurich and has been an SFI Faculty Member since 2006. Prof. Paolella is the author of several books on graduate level probability theory. His research papers have been published in the top academic journals in his areas of expertise.
Research Interest
development of statistical methods for finance.
Publications
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COMFORT: A Common Market Factor Non-Gaussian Returns Model, M. S. Paolella and P. Polak, Journal of Econometrics, vol. 187 (2), pp 593-605, 2015.
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Multivariate Asset Return Prediction with Mixture Models, M. S. Paolella, European Journal of Finance, vol. 21 (13-14), pp 214-1252, 2015.
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N°15-17: Portfolio Selection with Active Risk Monitoring, M. S. Paolella and P. Polak, 2015.
