Francesco ROCCAZZELLA

Francesco ROCCAZZELLA
Assistant Professor
Ph.D., Management Sciences, Finance - Université catholique de Louvain
Track: Finance
LEM Member
Full resume f.roccazzella@ieseg.fr
Curriculum Vitae
Main Publications
Research fields
Teaching
Education
  • 2023 : Ph.D., Management Sciences, Finance, Université catholique de Louvain, Belgium
  • 2017 : MSc, Money and Finance, University of Ljubljana, Slovenia
  • 2017 : MSc, Finance, University of Siena, Italy
  • 2015 : BSc, Economics and Banking, University of Siena, Italy
Published Papers in Refereed Journals
  • ROCCAZZELLA Francesco, GAMBETTI Paolo, VRINS Frédéric, (2022). Optimal and robust combination of forecasts via constrained optimization and shrinkage, International Journal of Forecasting, 38 (1) 97-116.
  • ROCCAZZELLA F., VRINS F., GAMBETTI P., (2022). Meta-learning approaches for recovery rate prediction, Risks, 10 (124) 1-29.
  • Candelon B., LUISI A., ROCCAZZELLA F., (2022). Fragmentation in the European Monetary Union: Is it really over?, Journal of International Money and Finance, 122 (x) 102545.
Research fields
  • Empirical Asset Pricing
  • Macroeconomic and Financial Forecasting
Teaching
Grande Ecole (Bachelor cycle) :
  • Quantitative methods for economics and finance
  • Financial instruments and technology
Grande Ecole (Master cycle) :
  • Market risk management