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Marc Paolella is a full professor of empirical finance in the Department of Banking and Finance at the University of Zurich. He teaches master's and PhD courses in probability theory, mathematical analysis, modern computational statistical inference, financial econometrics, advanced portfolio optimization, quantitative risk management, and financial time series analysis.
He has single-authored four textbooks on the above topics (and one on martial arts). Marc is also a visiting professor at the University of Geneva, and has taught numerous master's and PhD courses in both Geneva and Lugano. As part of the steering committee of the specialized master's degree programme of Science ETH UZH in Quantitative Finance, he is instrumental in shaping this successful and highly competitive program.
Marc's personal web page https://www.marc-paolella.com/ contains a readable overview of his research agenda and output, books, and hobbies.
Continuous and Discrete Mixture Modeling; Distributional Testing; Financial Econometrics; Non-Elliptic Portfolio Optimization under Transaction Costs; Saddlepoint Approximation Theory; Time Series Analysis.
