Roberto RENO

Professor
department: Information Systems, Decision Sciences and Statistics
Campus de Cergy
Econometrics – Financial Markets & Institutions – Mathematics – Statistical Data Analysis
Biography

Roberto Renò holds a PhD in Financial Mathematics at Scuola Normale Superiore in Pisa, Italy, and a Degree in Physics at the University of Pisa.

He has been Visiting Professor at the Carey Business School at the Johns Hopkins University of Baltimore; Senior Fellow at Collegio Carlo Alberto, Turin; Fernand Braudel Fellow at the European University Institute in Florence; Visiting Professor at LUISS, Rome and IMT, Lucca; Professor at the University of Verona; Associate and Assistant Professor of Quantitative Finance at the University of Siena.

His professional activity includes consultancy in the fields of interest rate modelling, time series forecasting, portfolio allocation and hedge fund strategies.

His research focuses on various aspects of finance, with specific contributions in asset pricing, volatility modeling and forecasting, nonparametric statistics. He published more than 40 research papers on leading finance, economics, econometrics, mathematics and physics journals.

Diplomas

  • 2005: Doctor of Philosophy, Other, Finance (Scuola Normale Superiore Italy)
Career
Other Academic Appointments
    • 2023 – 2024 : Academic co-director of ESSEC-CentraleSupélec Master in Data Sciences & Business Analytics (ESSEC Business School France)
Full-time academic appointments
    • 2023 – Now : Professor (ESSEC Business School France)

Journal articles

Presentations at an Academic or Professional conference

Research activities
  • Editorial Board Membership
    • 2023 – Now: Associate Editor – Mathematical Finance
    • 2023 – Now: Associate Editor – Journal of Financial Econometrics