University of Copenhagen
Department of Mathematical Sciences
Universitetsparken 5, 2100 Copenhagen Ø
Office: 772-04-3-06
Phone: +45 71536564
Email: ldga@math.ku.dk
Current position
Postdoctoral Fellow, 09/2022 - present
University of Copenhagen, Copenhagen, Denmark - Department of Mathematical Sciences
From 08/2024, I will join Reykjavik University, Iceland, as an Assistant Professor at the Department of Engineering.
Research interests
Portfolio optimization; decision theory; asset pricing; time-inconsistency
Education
Grenoble Ecole de Management, Grenoble, France - Department of Accounting, Law and Finance
Advisor: Prof. Carole Bernard
Thesis: Robust decision making, model uncertainty and computational optimal transport
Grenoble Ecole de Management, Grenoble, France - Department of Accounting, Law and Finance
Loughborough University, Loughborough, United Kingdom - Department of Mathematical Sciences
Advisor: Prof. József Lörinczi
Thesis: Long-time behaviour of Feller processes (awarded as best thesis of AY 2016/2017 in Mathematical Sciences)
University of Rome “La Sapienza”, Rome, Italy - Department of Methods and Models for Economics, Territory and Finance
Advisor: Prof. Maria Chiarolla
University of Rome “La Sapienza”, Rome, Italy - Department of Methods and Models for Economics, Territory and Finance
Academic positions
Southern University of Science and Technology, Shenzhen, China - Department of Information Systems and Management Engineering
Advisor: Prof. Moris Simon Strub
Grenoble Ecole de Management, Grenoble, France - Department of Accounting, Law and Finance
Work in progress
Publications
Longer visitings
Talks and presentations
Teaching
- [TA] Continuous-time Finance 2, MSc in Mathematics-Economics, 02/2024 - 04/2024
- [TA] Operations Research 1, BSc in Mathematics-Economics, 11/2023 - 01/2024
- Consumption-Investment Problems under Lifetime Uncertainty, MSc in Actuarial Mathematics, 09/2022 - 10/2022
- Fundamentals of Excel and Statistics, MSc Finance - Paris, 09/2020
- International Financial Risk Management, Master in International Business - Paris, 04/2020
- Advanced Quantitative Methods for Finance, ESC 2A Programme Grande Ecole - Grenoble, 01/2020 - 03/2020
- International Financial Risk Management, Master in International Business - Grenoble, 11/2019 - 12/2019
- Fundamentals of Excel and Statistics, MSc Finance - Singapore, 10/2019
- Fundamentals of Excel and Statistics, MSc Finance - Grenoble, 09/2019
- Corporate Governance, ESC 3A Programme Grande Ecole - Grenoble, 01/2019 - 02/2019
Miscellaneous
Italian (native), English (fluent), French (intermediate, but rusty)
I am a committed fine diner and food traveler. I like Tom Waits, German Rieslings and apple pie. I play table tennis.