- Start Date
- Duration
- Format
- Language
- 20 Oct 2025
- 3 days
- Class
- Italian
L’utilizzo di piattaforme digitali di ultima generazione per la gestione dei servizi finanziari e assicurativi.
Claudio Tebaldi
Finance
Biography
Claudio Tebaldi is an Associate Professor at Università Bocconi since 2011. He holds the National Qualification to Full Professorship in Quantitative Methods for Economics, Finance, and Insurance since 2015.
His research interests are interdisciplinary. In the area of financial economics, they are mainly focused on assets, derivative pricing, and risk management. In the area of mathematical and physical sciences, his research is focused on complexity theory and collective phenomena. The goal of his research is twofold: first, showing that properly framed, simple economic principles produce a credible description of these collective outcomes. Second, identifying robust and efficient decision rules and regulation approaches relying on advanced statistical methods (e.g., machine learning or big data analysis) to help individuals facing this risky environment. He has received international prizes for his research as Best Paper in Derivatives for the NFA 2019 and the Best Paper of the Swiss Econometrics and Finance Society meeting 2007. He serves as Managing Editor the journal Quantitative Finance. He has been invited by and visited on a regular basis many private and public research and policy institutions including UCLA, NYU, NORDITA, the University of Copenhagen, the Federal Reserve Board, ECB Deutsche Bundesbank, EC Directorate for Financial Affairs, and Bloomberg.
He got a Ph.D. in Statistical Mechanics from SISSA Scuola Internazionale Superiore di Studi Avanzati and a Master in Economics and Finance from Venice International University.
Latest publications
Financial Contagion in Network Economies and Asset Prices
Management Science, 2024, vol.70, no. 1, pp.485-506
Multivariate Wold decompositions: a Hilbert A-module approach
Decisions in Economics and Finance, 2023, vol.46, no. 1, pp.45-96
Star-Shaped Risk Measures
Operations Research, 2022, vol.70, no. 5, pp.2637-2654
Financial Interpretation of Feller’s Factorization
Journal of Derivatives, 2022, vol.30, no. 2, pp.49-63
Optimal order execution under price impact: a hybrid model
Annals of Operations Research, 2022
The Price of the Smile and Variance Risk Premia
Management Science, 2021, vol.67, no. 7, pp.4056-4074
Grants & Honors
Excellence in Research Award - Università Commerciale Luigi Bocconi
, 2023
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