Prof. Dr. Loriano Mancini - Supervised theses

Assistant Professor of Finance

Publications Supervised theses

Dissertations (3)

The Weighted Nadaraya-Watson Estimator: Strong Consistency Results, Rates of Convergence, and a Local Bootstrap Procedure to Select the Bandwidth
Kristoph Steikert
Supervisor(s): Felix Kübler, Michael Wolf, Loriano Mancini
University of Zurich, 2014.

Essays on the Pricing and Modeling of Derivatives and Risk-taking Incentives
Jacob Stromberg
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
Jan Wrampelmeyer
Supervisor(s): Loriano Mancini, Markus Leippold, Fabio Trojani
University of Zurich, 2011.

Bachelor Theses (1)

Estimating Heston's Volatility Model Using VIX
Andreas Vogel
Supervisor(s): Loriano Mancini
University of Zurich, 2009.