Presentations
Presentations at Conferences and Invited Seminars (S) and Discussions (D)
2024
IRMC 2024, Milan (scheduled); FMA Europe 2024, Turin (scheduled); Université Paris Dauphine - PSL - 1st Chaire Fintech Conference (S) (scheduled), Paris; Oberseminar Finanz- und Versicherungsmathematik (S) (scheduled), Munich; 2nd Structured Retail Products and Derivatives Conference*, Hagen; 2024 Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Financial Technology*, Warwick; Market Microstructure and High-Frequency Data*, Chicago; ToDeFi 2024, Turin (S)
2023
2nd Bonn/Mannheim Workshop on Digital Finance, Mannheim; LTI@Unito and Fondazione Collegio Carlo Alberto, Turin; CFEM and UBS AI & Data Research Seminars* (online); 7th Shanghai-Edinburgh-UCL Fintech Conference* (online); 2nd International Cardiff Fintech Conference*, Cardiff; Operation Research Seminar at North Carolina State University*, Raleigh; Warwick Business School Gillmore Centre Conference on DeFi and Digital Currencies (D), London; Decentralised Finance Research Group Oxford-Man Institute (S), Oxford; Monetary Policy and Financial Intermediation: Learning from Heterogeneity and Microdata, Turin; DGF 2023, Hohenheim; P2P Financial Systems 2023*, Rome; Economics of Financial Technology Conference 2023*, Edinburgh; FMA 2023 European Conference, Aalborg; SIAM Conference on Financial Mathematics and Engineering*, Philadelphia; Financial Mathematics Seminar at North Carolina State University (S), Raleigh; ToDeFi 2023 (S), Turin; Internal Seminar at ESOMAS, Turin
2022
5th UWA Blockchain and Cryptocurrency Conference (online), 3rd LTI-Bank of Italy workshop (D), Rome; International Fintech Research Conference, Milan; CBOE RMC 2022 (S), Reykjavik; Fifth Asset Pricing Conference by LTI - Collegio Carlo Alberto (S), Turin; Algorand Bocconi Fintech Lab (S), Milan
2021
University of Verona (S), Verona; FMA Annual Meeting (online); CDI - Tenth Conference on Derivatives, Montreal; China International Risk Forum (CIRF2021) (online)*; The 17th Annual Conference of the Asia-Pacific Association of Derivatives (online); Internal Seminar at the Frankfurt School of Finance and Management (online)*; LTI@Unito and Fondazione Collegio Carlo Alberto (online); Behavioural Finance Working Group Conference (online)*; 37th International Conference of the French Finance Association (AFFI) (online); Southwestern Finance Association 2021 Annual Meeting (online)
2020
The Sixth Annual Volatility Institute Conference at NYU Shanghai (online), 5th SDU Finance Workshop (online); Q-Group spring seminar (canceled) - Jack Treynor Prize, Miami; City University of Hong Kong (S), Hong Kong; HEC Montreal (S), Montreal; Erasmus School of Economics (S), Rotterdam; Alliance Manchester Business School (S), Manchester; Nova School of Business and Economics (S), Lisbon; VU Amsterdam (S), Amsterdam; NEOMA Business School (S), Paris; Collegio Carlo Alberto (S), Turin
2019 and earlier
Paris Financial Management Conference, Paris; University of St.Gallen (S), St.Gallen; Barclays European Quantitative Conference (S), London; Brownbag Seminar, Frankfurt; Conference on Derivatives and Volatility, Chicago; Second Asset Pricing Conference by LTI - Collegio Carlo Alberto, Turin; NFA - Northern Finance Association, Vancouver; CDI - Eight Conference on Derivatives, Montreal; Z3 Capital SA (S), Genf; 2nd QMUL Economics and Finance Workshop for Ph.D. & Post-doctoral students, London; Le Wagon (S), Tel-Aviv; City University of Hong Kong International Finance Conference on Corporate Finance and Financial Markets*, Hong Kong; AFA Annual Meeting*, Atlanta, FMA Annual Meeting, San Diego; European Finance Association Conference, Warsaw; Bachelier Finance Society, Dublin; FMA - European Conference, Kristiansand; Frontiers of Factor Investing, Lancaster University; First Asset Pricing Conference by LTI - Collegio Carlo Alberto, Turin*; 21st Annual Conference of the Swiss Society for Financial Market Research Annual Meeting, Zurich; OppenheimerFunds (S), New York City; AFA Annual Meeting – Poster Session, Philadelphia, The 2nd Annual Eastern Conference on Mathematical Finance (ECMF), New York City; BofAML Quant and Risk Premia Conference, Frankfurt*, PanAgora Asset Management (S), Crowell Prize, Boston; FMA Annual Meeting, Boston; China International Conference in Finance, Hangzhou*; SFS Cavalcade - Society for Financial Studies, Nashville; Option Metrics Conference, New York City
*Presentation by co-author
Discussions
2023
Warwick Business School Gillmore Centre Conference on DeFi and Digital Currencies, London, Marius Zoican, Alfred Lehar, Christine A. Parlour - Liquidity fragmentation on decentralized exchanges
DGF 2023, Hohenheim, Christoph Bertsch - Stablecoins: adoption and fragility
FMA Europe 2023, Aalborg, Lin Will Cong, Campbell Harvey, Daniel Rabetti, Zong-Yu Wu - An Anatomy of Crypto-Enabled Cybercrimes,
2022
3rd LTI-Bank of Italy workshop (S), Rome
5th UWA Blockchain and Cryptocurrency Conference (online), Patrick Augustin, Roy Chen-Zhang, Donghwa Shin - Reaching for Yield in Decentralized Financial Markets
2021
VPDE 14th PhD Workshop in Economics, Turin, Giometti and Stefano Pietrosanti - Bank Specialization and the Design of Loan Contracts
37th International Conference of the French Finance Association (AFFI), Michel Dubois and Loic Marechal - The valuation effects of index investment in commodity futures
Southwestern Finance Association 2021 Annual Meeting, Neeru Chaudhry - Tax Aggressiveness and Idiosyncratic Volatility
2020 and earlier
18th Paris December Finance Meeting, Paris, David Ardia, Laurent Barras, Patrick Gagliardini, Olivier Scaillet - Hedge Fund Performance Under Misspecified Models
Paris Financial Management Conference, Paris, Ariel Gu, Christodoulos Louca - What Drives New Mutual Fund Clustering?
FMA - European Conference, Kristiansand, Valeriy Zakamulin, Xingyi Li - The Limits to Volatility Predictability: Quantifying Forecast Accuracy Across Horizons
21st Annual Conference of the Swiss Society for Financial Market Research Annual Meeting, Zurich, Tobias Sichert - Structural Breaks in the Variance Process and the Pricing Kernel Puzzle