RROJI EDIT

Role

Associate professor

Academic disciplines

Mathematical Methods for Economy, Finance and Actuarial Sciences (STAT-04/A)

Scientific-Disciplinary Group:

MATHEMATICAL METHODS FOR ECONOMY, FINANCE AND ACTUARIAL SCIENCES (13/STAT-04)

Works in

Office phone

Room:

Publications

Cornaro, A., Rroji, E., Stefani, I. (2026). A network analysis of systemic risk in the European banking sector. DECISIONS IN ECONOMICS AND FINANCE [10.1007/s10203-026-00600-w]. Detail
Mercuri, L., Rroji, E., Stefani, I. (2026). Analyzing the greenium term structure of twin government bonds. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH [10.1016/j.ejor.2026.03.008]. Detail
Fiori, A., Pederzoli, C., Rroji, E. (2026). The greenium dynamics in the financial sector. FINANCE RESEARCH LETTERS, 108(October 2026) [10.1016/j.frl.2026.110413]. Detail
Mercuri, L., Perchiazzo, A., Rroji, E. (2025). Modelling jumps with CARMA(p,q)-Hawkes: An application to corporate bond markets. FINANCE RESEARCH LETTERS, 73(March 2025) [10.1016/j.frl.2024.106563]. Detail
Mercuri, L., Perchiazzo, A., Rroji, E. (2025). Option pricing with a compound CARMA(p, q)-Hawkes. QUANTITATIVE FINANCE, 1-26 [10.1080/14697688.2025.2519841]. Detail

PNRR per la Missione 4, componente 2 Investimento 1.1- Avviso 104/2022 | The effects of climate change in the evaluation of financial instruments

Year: 2022

Call: Bando PRIN 2022

Grantors: MINISTERO DELL'UNIVERSITA' E DELLA RICERCA (MUR)

Infinitely divisible distributions for portfolio allocation

Year: 2018

Call: GNAMPA 2018

Grantors: I.N.D.A.M. "FRANCESCO SEVERI" - ISTITUTO NAZIONALE DI ALTA MATEMATICA

Premio Giovani Talenti 2018, Università Milano Bicocca con il patrocinio dell'Accademia Nazionale dei Lincei, 2018