Person
CAPRIOTTI Alessio
PhD student
Communications
Attachment (CV)
Skills (6)
Research fields (3)
Climate finance and macro-finance: climate and transition risk, green investment, greenium, asset pricing, and financial stability.
Financial econometrics and risk measurement: volatility, model-free indicators, derivatives markets, and return predictability.
Sustainable finance and sustainability assessment: greenness measurement, ESG criteria, and environmental risk premia in financial markets.
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