Gianluca De Nard, PhD
Researcher | Lecturer | Asset Manager
Projects and Working Papers
 | Concentration Risk with Lasse H. Pedersen |
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Improved Volatility Prediction for Equity Markets and Indices
with Robert F. Engle, Olivier Ledoit and Michael Wolf
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Asset Allocation through Reinforcement Learning
with Simon Broda and Patrick Walker
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 | Low Risk, High Variability: Practical Guidance for Portfolio-Construction Choices
with Anontello Cirulli, Joshua Traut and Patrick Walker
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AI Shrinkage
with Damjan Kostovic
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Heterogeneous Predictability in Asset Pricing
with Simon Hediger, Bryan Kelly and Markus Leippold
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