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Giovanni Vecchio

Giovanni

PhD Student

Email: g.g.vecchio@qmul.ac.uk
Telephone: +44 20 7882 8843
Room Number: GC526
Website: https://sites.google.com/site/ggvecchio/

Profile

Research keywords: Financial Econometrics, Time Series Analysis, Statistics, Asset Pricing, Quantitative Finance

Gabriele’s current research deals with portfolio dynamic optimization in the presence of power law or scaling behaviour in asset returns. He is also broadly interested in fixed income (rates, credit, inflation) arbitrage, volatility modeling and general time series analysis / forecasting.

 

Gabriele holds a BSc in Economics and Finance and an MSc in Finance, both from Bocconi University, Milan.

Research

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