Prof. Dr. Loriano Mancini - Supervised thesesAssistant Professor of Finance
|Publications Supervised theses|
The Weighted Nadaraya-Watson Estimator: Strong Consistency Results, Rates of Convergence, and a Local Bootstrap Procedure to Select the Bandwidth
Supervisor(s): Felix Kübler, Michael Wolf, Loriano Mancini
University of Zurich, 2014.
Essays on the Pricing and Modeling of Derivatives and Risk-taking Incentives
Supervisor(s): Marc Chesney, Loriano Mancini
University of Zurich, 2013.
Ambiguity, illiquidity, and hedge funds: An analysis of recent developments and current research topics in post-crisis financial markets
Supervisor(s): Loriano Mancini, Markus Leippold, Fabio Trojani
University of Zurich, 2011.
Bachelor Theses (1)
Estimating Heston's Volatility Model Using VIX
Supervisor(s): Loriano Mancini
University of Zurich, 2009.