Andrea Roncoroni
ESSEC Business School, Paris - Singapore
My recent papers
- Hedging Size Risk: Theory and Application to the US Gas Market
- How Should Mutual Fund Behavior and Performance React to Fund Size? The Role of Liquidity Frictions
- Electricity Forward Curves with Thin Granularity
- Static Mitigation of Volumetric Risk
- Asian Options with Jumps
- Towards a General Theory of Arbitrage-Free Commodity Prices