Fabio Trojani

Fabio Trojani is Professor of Statistics and Finance at the University of Geneva. Previously, Professor Trojani taught at the University of St.Gallen and the Università della Svizzera italiana. He is a regular speaker at leading academic conferences on finance and econometrics.

Professor Trojani works on various new methods for the improved modeling and empirical analysis of arbitrage-free asset markets in the presence of frictions or other sources of asset mispricing. Part of his research considers model-free approaches for testing asset pricing models and extracting global international asset pricing factors. Another part of his work investigates optimal portfolio problems, market equilibria with multiple traded assets, and multivariate state dynamics. By their nature such technologies offer powerful tools to facilitate a better understanding not only of asset prices but also of volume and trading behavior.

• Financial Markets
  • Financial Forecasting
• Portfolio Management and Asset Classes
  • Asset Pricing
  • Equities
  • Fixed Income
  • Foreign Exchange
  • Options and Other Derivatives
  • Portfolio Management
• Corporate Finance and Governance
  • Financial Risk and Risk Management
• Frontier Topics
  • Big Data and Fintech