Massimiliano Caporin

Professor of Economic Statistics

Department of Statistical Sciences

University of Padova


Research interests

Financial time series analysis, risk management, market risk, systemic risk, univariate and multivariate volatility models, quantitative portfolio allocation strategies, managed portfolios performance measurement, high frequency data analysis and trading strategies, dynamic models for energy and weather applications

Useful links

Department of Statistical Sciences

Personal page on SSRN

Personal page on EconPapers

Mathematics and Computers in Simulations


Journal of Risk and Financial Management