Piero Mazzarisi
Scholar

Piero Mazzarisi

Google Scholar ID: 4x23A5AAAAAJ
Associate Professor, University of Siena
quantitative financesystemic risknetworkstime series
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Citations & Impact
All-time
Citations
387
 
H-index
11
 
i10-index
13
 
Publications
20
 
Co-authors
21
list available
Contact
Emailpiero.mazzarisi@unisi.itTwitterOpen ↗LinkedInOpen ↗
Publications
4 items
Hedging market risk and uncertainty via a robust portfolio approach
2026
Cited
0
A high-frequency approach to Realized Risk Measures
2025
Cited
0
Tackling estimation risk in Kelly investing using options
2025
Cited
0
Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters
Communications in nonlinear science & numerical simulation · 2024
Cited
3
Resume (English only)
Co-authors
21 total
Fabrizio Lillo
Fabrizio Lillo
Università di Bologna and Scuola Normale Superiore, Pisa
Co-author 2
Co-author 2
Daniele Tantari
Daniele Tantari
Università di Bologna
Co-author 4
Co-author 4
Co-author 5
Co-author 5
Co-author 6
Co-author 6
Co-author 7
Co-author 7
Stefano Marmi
Stefano Marmi
Professor of Dynamical Systems, Scuola Normale Superiore, Pisa