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Fabio Trojani

Professor of Finance and Statistics, University of Geneva

AXA chair in Socioeconomic Risks in Financial Markets, University of Turin

Senior Chair, Swiss Finance Institute

About Me  fabio.trojani@unige.ch

Highlights
Model-Free International Stochastic Discount Factors

Model-Free International Stochastic Discount Factors

Publications

Model-free SDFs in international financial markets characterize exchange rate puzzles under different assumptions on financial market segmentation

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The Global Factor Structure of Exchange Rates

The Global Factor Structure of Exchange Rates

Working papers

Model-free framework to study the global factor structure of exchange rates

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On the Nature of Jump Risk Premia

On the Nature of Jump Risk Premia

Publications

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Smart Stochastic Discount Factors

Smart Stochastic Discount Factors

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Data science and convex optimization methods for empirical finance

Data science and convex optimization methods for empirical finance

Master and PhD course

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