Prof. Roberto Renò
ESSEC Business School
ESSEC Business School
VITA
Roberto Renò is Professor at the IDS Department (Information Systems, Decision Sciences and Statistics) at ESSEC Business School.
Formerly, he was Visiting Professor at the Carey Business School at the Johns Hopkins University of Baltimore; Senior Fellow at Collegio Carlo Alberto, Turin; Fernand Braudel Fellow at the European University Institute in Florence; Full Professor at the University of Verona; Associate and Assistant Professor of Quantitative Finance at the University of Siena.Visiting Professor at LUISS, Rome and IMT, Lucca.
He holds a PhD in Financial Mathematics at Scuola Normale Superiore in Pisa, and a Degree in Physics at the University of Pisa.
His research focuses on various aspects of econometrics and finance, with specific contributions in asset pricing, high frequency financial econometrics, nonparametric statistics.
He published research papers on leading finance, economics, econometrics, mathematics and physics journals.
NEWS
March 18, 2024. Seminar at SKEMA, Paris, "0DTE Option Pricing"
February 8, 2024: ESSEC Research day
December 12-13, 2023
Invited speaker at the OMI Machine Learning in Financial Econometrics, The Oxford Man Institute, UK
Talk: "How to detect trend in high frequency data"
Conference picturesDecember 7, 2023
Seminar at Econometric Institute, Erasmus University Rotterdam, "0DTE Option Pricing"November 30, 2023
Seminar at Capital Fund Management, Paris, "Detecting Trends"November 29, 2023
Seminar at LUISS, Rome, "0DTE Option Pricing"November 8, 2023
Seminar at the University of Lancaster, "0DTE Option Pricing"October 17, 2023
Conference at ESSEC, Cergy Campus
ESSEC-CYU-Warwick Econometrics WorkshopSeptember 27, 2023
Seminar at the University of Urbino: "0DTE Option Pricing"September 22, 2023
Presentation at XLVII Amases Conference in Milano Bicocca: "Taking advantage of biased proxies for volatility forecasting"January 2, 2023
New job started at ESSEC Business School!