Fabio Trojani joins Bocconi as a new Adjunct Professor

TROJANI IS A PROFESSOR OF STATISTICS AT UNIVERSITY OF LUGANO

Starting in September 2014 Fabio Trojani is joining the Department of Finance of Bocconi University as a new Adjunct Professor.

After graduating in Economics in Zurich, Trojani obtained his PhD in Econometrics and Finance at Universität Zürich with the dissertation “From Uncovered Interest Rate Parity Towards the Identification of the Dynamics of Exchange Rates Risk Premia” (1997). Until 2004 he was an Assistant Professor of Statistics, Econometrics and Finance at the University of Lugano (USI). During the next five years he headed the Chair in Empirical Finance at the University of St. Gallen and from 2009 he has been Professor of Statistics at USI and senior chair of the Swiss Finance Institute.

His research interests cover the fields of robust statistics, theory and computation of asymptotic expansions, asset pricing and portfolio theory, term structure modelling, option pricing, credit risk, time series econometrics and financial econometrics.

During his career, Trojani earned several grants from the Swiss National Science Foundation to carry out his research. In 2006, furthermore, he was ranked 62nd in the Handelsblatt Ranking of the top 100 researchers in Economics since 2002 including all German speaking universities.

He has published in several top tier journals among which: Journal of Econometrics, Journal of the American Statistical Association, Journal of Finance, Review of Financial Studies e Journal of Financial Econometrics (he's been Associate Editor of this journal since 2012).

by Laura Fumagalli