Invited Seminars

1. Volatility measurement in presence of high-frequency data, Institute of Applied Statistics, Linz, 25 October 2018

2. The Black-Litterman Model and Views from a Reverse Optimization Procedure: An Out-of-Sample Performance Evaluation, Department of Mathematics, Polytechnic University of Milan, 10 April 2018

3. The Black-Litterman Model and Views from a Reverse Optimization Procedure: An Out-of-Sample Performance Evaluation, Department of Economics and Management (DISEI), Florence, 24 October 2017