Prof. Fabio Trojani
SFI Senior Chair, Professor of Statistics, Université de Genève
Fabio Trojani is Professor of Statistics and Finance at the University of Geneva. Previously, Professor Trojani taught at the University of St.Gallen, the Università della Svizzera italiana and Bocconi University. He is a regular speaker at leading academic conferences on finance and econometrics.
Expertise
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 to asset pricing. Another part investigates optimal portfolio problems, market equilibria with multiple traded assets, frictions, and multivariate state dynamics, using machine learning model solution techniques. By their nature such technologies offer powerful tools to facilitate a better understanding of asset prices and trading behavior.
Expertise Fields
- 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
- Machine Learning and Applications of AI