Views on Non-Normal Markets: the Copula-Opinion Pooling Approach
- Bocconi University, Institute of Quantitative Methods, Milan, December 2006
- University of Venice, Department of Applied Mathematics, Venice, December 2006
- University of Perugia, Department of Economics, Finance and Statistics, Perugia, December 2006
- Ente Einaudi, Rome, June 2006
- CASS Business School, London, June 2006
- 7City, Certificate in Quantitative Finance, London, June 2006
- Columbia University, Master's in Financial Engineering, New York, April 2006
- University of Pavia, School of Economics, Pavia, March 2006
- Goldman Sachs Asset Management, New York, March 2006
- NYU, CIMS Mathematical Finance Seminar, New York, February 2006
- Bloomberg L.P., New York, July 2005
Modeling and Estimation Techniques for Portfolio Management
- IncisiveMedia, New York, April 2007
- Politecnico Milano, Department of Mathematics, Milan, December 2006
- University of Venice, Department of Applied Mathematics, Venice, December 2006
- University of Perugia, Department of Economics, Finance and Statistics, Perugia, December 2006
- University Insubria, School of Mathematics, Physics and Natural Sciences, Como-Italy, December 2006
- Government Investment Corporation, Singapore, August 2006
- Assogestioni and Associazione Bancaria Italiana, Milan, June 2006
- Banca d'Italia, Rome, June 2006
Handling Estimation Risk in Portfolio Optimization
- Stamford CFA Society at Greenwich Library, Greenwich, May 2006
- ETH - Mathematical Finance Seminar, Zurich, November 2005
- USI - Institute of Finance, Lugano, November 2005
- University of Milano, School of Physics, Milan, November 2005
- University of Torino, School of Economics, Turin, November 2005
- University of Piemonte Orientale - Mathematical Finance Seminar, Novara, November 2005
- Politecnico Milano - Workshop “Trends in Asset Allocation”, Milan, November 2005
Robust Bayesian Allocation
- University of Coimbra - Workshop on Optimization in Finance, July 2005
- NYU, CIMS Mathematical Finance Seminar, New York, January 2005
Valuation of Discrete Asian Options under Levy Processes (with G. Fusai)
- University "La Sapienza", Rome - Workshop on Risk Measurement and Control, June 2005
Bayesian Diagnostics for Portfolio Allocation (with F. Corielli)
- Bocconi University - Center "P.Baffi" Seminar, October 2002
Pitfalls in Linear Models for Style Analysis (with F. Corielli)
- Italian Statistical Society, June 2002
Convex and Concave Dynamic Asset Allocation
- University of Genova, March 2002
The Black-Litterman Approach to Tactical Asset Allocation
- University of Piemonte Orientale - Mathematical Finance Seminar, May 2001
 | |  | |  | |  |
 | |  | |  | |  | |  | |  | |  |
- Society of Quantitative Analysts, New York, February 2007
- Columbia University, Seventh Conference in Quantitative Finance, New York, April 2007
- MathFinance, Frankfurt, March 2007
- QWAFAFEW, Boston, August 2007
- Assogestioni, Milan, January 2007 and January 2008
Fully Flexible Views, Stress-testing and Scenario Analysis: Theory and Practice
- IMPA, Rio de Janeiro, May 2008
- Quant Congress USA, New York, July 2008
- Risk Congress USA, New York, October 2008
- Wellingon Mangemet, Boston, November 2008
- Loomis Sayles & Co., Boston, November 2008
- Fidelity Investments, Boston, November 2008
- Putnam Investments, Boston, November 2008
- Bloomberg L.P., Boston, November 2008
- Columbia University, 15th Workshop on Derivatives & Risk Management, New York, December 2008
- Goldman Sachs Asset Management, New York, December 2008
Black-Litterman and Beyond, with Bob Litterman
- Bocconi University, Milan, June 2009
Managing Diversification
- Baruch College, New York, March 2009
- Banca d'Italia, Rome, June 2009
- University of Zurich, June 2009
- Bloomberg L.P., Frankfurt, May 2009
- Bloomberg L.P. European Headquarters, London, May 2009
- Essec Business School, Paris, May 2009
- Bloomberg L.P. Global Headquarters, New York, February 2009
- Quant USA, New York, July 2009
- Quant Europe, London, November 2009
- Pyramis Global Advisor and Fidelity Investments Quant Summit, Boston, September 2009
- Mathworks, Computational Finance Virtual Conference, October 2009
- Bloomberg L.P. Global Headquarters, New York, October 2009
- Bloomberg L.P. European Headquarters, London, November 2009
- Thalesians, London, March 2010
- 7City CQF, London, March 2010
- Mathfinance, Frankfurt, March 2010
- ETH, Zurich, March 2010
- Swiss Finance Institute, Zurich, March 2010
- Swiss Finance Institute/Universita' Svizzera Italiana, Lugano, March 2010
- Collegio Carlo Alberto, Torino, March 2010
- Bloomberg L.P., Copenhagen, March 2010
- Bloomberg L.P., Paris, March 2010
- Bloomberg L.P., Frankfurt, March 2010
- Bloomberg L.P., Amsterdam, March 2010
- Bloomberg L.P., Zurich, March 2010
Factors on Demand: Building a Risk Platform for Portfolio Managers, Risk Managers and Traders
- Bloomberg L.P., Milan, March 2010