Arbitrage Pricing under Uncertainty and the Measurement of Ambiguity from Financial Asset Prices
On 31 January 2020, we have Francesco Rocciolo of Henley Business School, University of Reading (UK) visiting us. He is going to give a QSMS seminar titled “Arbitrage Pricing under Uncertainty and the Measurement of Ambiguity from Financial Asset Prices” at 12:15-13:30 in room A406 in Building Q.
Francesco Rocciolo holds a B.S. in Economics and Business and a M.Sc. in Economics and Finance from Roma Tre University. Francesco is pursuing Ph.D. in Financial Economics, his research interests span Household Finance, Asset Pricing and Decision Analysis.