Dr. Loriano Mancini

Biography

Loriano Mancini received his PhD from Università della Svizzera italiana in the Faculty of Economics in 2004, with his thesis focused on financial econometrics. He worked as a research fellow in Operations Research and Financial Engineering at Princeton University from 2004 to 2005. Following this, he served as a senior researcher and assistant professor at the Institute of Finance at the University of Zurich from 2005 to 2009. In 2009, he joined the Swiss Finance Institute at EPFL as an assistant professor, and in 2017, he became an associate professor at Università della Svizzera italiana, where he advanced to full professor in 2022. His research interests include financial econometrics, with recent focus areas encompassing volatility and liquidity risks, stability in interbank markets, the financial aspects of insurance companies, and statistical analyses of corporate cash flows. His scholarly work has been published in prominent international journals such as the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of the American Statistical Association, and Journal of Econometrics. He is also an associate editor for the Journal of Financial Econometrics and teaches finance and statistics courses at both the Bachelor and Master levels. His expertise covers Financial Derivatives, Financial Markets, Portfolio Selection, and Risk Management.

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