Search Results: arpm

LTI offers the possibility to attend the Advanced Risk and Portfolio Management (ARPM) Bootcamp. In 6 intense days, the Advanced Risk and Portfolio Management (ARPM) Bootcamp Consolidates portfolio managers’ and risk managers’ expertise into a structured and rigorous quantitative framework Empowers avid learners with background in data science, engineering, computer science, physics and mathematics to gain the deep technical knowledge…

Call for Fellowships Long-Term Investors@UniTo (LTI@UniTO) is pleased to announce the availability of 9 Research Fellowships for the year 2019 FELLOW PERIOD OF STAY RESEARCH PROJECT Sohnke Bartram Warwick Business School, UK September 18 – November 1, 2019 November 25 – December 20, 2019 TBC Inefficiencies in Global Capital Markets Andrea BERARDI Università Cà Foscari,…

Dr. Attilio Meucci (founder of ARPM) at ESOMAS – Università di Torino

Call – CoPFiR – EU Conference on Modelling for Policy support: Experiences, challenges and the way ahead. Deadline: June 30, 2019 Call for Papers on “Big Data and Economic Forecasting”, a two-day workshop that will be held at the JRC in Ispra on May 16-17, 2019 Ph.D. course on volatility modeling given by Tim Bollerslev: January…

Matteo Bordone Molini, Education Matthijs Breugem, Advisor Augusto Buscaglia, Events Roberto Marfè, Advisor Luca Regis,  Data and Research Alessandra Calosso, Administration and General Issues lti_applications@carloalberto.org Tel +39 011 670 5010 Fax +39 011 670 5088 Follow us:    @LTIUniTO #LTIUniTO Home Long-Term Investments LTI@UniTO – Mission Key Initiatives Committees Executive Program in Long-Term Investing Events Fellows Working…

Long-Term Investors@UniTo (LTI@UniTO) is a think tank established as a joint initiative of some of the major Italian market players in long term financing and Università di Torino. LTIs include foundations, endowments, asset managers, insurance companies, family offices, private-public partnerships, as well as pension funds and sovereign wealth funds. LTI@UniTO aims to foster long-term investing in the real…

Financing long-term investments, growth and stability is a key objective of economic policy around the globe (G20, EU, OCSE). Current and future availability of resources for long-term investments is in doubt, for a number of reasons, including sovereign indebtedness. An effort to foster long-term financing is even more important than in the past. THE IMPORTANCE…

LTI@UniTO aims to: promote financial research, identify and discuss policy actions; provide life-long education to long-term investors. WHAT IS MISSING TODAY Existing databases about LTIs’ behavior are not developed enough to empirically test theoretical models or to look for new empirical regularities. New databases are crucial to improve knowledge of LTIs. In order to give…

RESEARCH & POLICY INDICATIONS The goal is to foster and disseminate research, mainly based on new and extensive data, thanks to the cooperation of the sponsors. Policy recommendations will be discussed with central banks, EU and national policy and regulatory bodies. EDUCATION We offer an executive program for senior staff of LTIs, addressing asset allocation and risk management…

Home Long-Term Investments LTI@UniTO – Mission Key Initiatives Sponsors’ Committee Sponsors Scientific Committee Executive Program in Long-Term Investing Events Call for Fellowships Fellows Working Papers CoPFiR News JRC-CoPFiR ARPM Contact Us

SPONSORS’ COMMITTEE Gianmaria Ajani, Università di Torino Carla Patrizia Ferrari, Equiter Nicola Fioravanti, Divisione Vita IntesaSanPaolo Guido Giubergia, Ersel Massimo Luviè, Banca Reale Francesco Profumo, Compagnia di San Paolo Davide Tinelli, Fondaco SCIENTIFIC COMMITTEE Fabio Bagliano, Professor, Unito Francesca Cornelli, Professor, London Business School; Director, Coller Institute of Private Equity Bernard Dumas, Professor, INSEAD, Axa Chair,…

Fabio Bagliano, Professor, Unito Francesca Cornelli, Professor, London Business School; Director, Coller Institute of Private Equity Bernard Dumas, Professor, INSEAD, Axa Chair, Unito Pietro Garibaldi, Professor, Unito, CEPR Giuseppe Grande, Senior Director, DG for Economics, Statistics and Research, Banca d’Italia Jonathan Macey, S. Harris Professor of Corporate Law, Finance and Securities, Yale School of Law Jean…

In order to spread long-term investment values and competences among professionals, LTI@Unito organizes an executive education program. Objective: discuss tools, methods and techniques of LTI. Target audience: executive mid and senior staff of LTI. Duration: 6 independent modules, one module per month, three days per module. Single modules can be attended too. Starting date: January, 2020…

October 8, 2019 @ 09:00 “Second Asset Pricing Conference by LTI” June 6, 2019 @ 09:30 – 13:00 “Long Term Investment e Fondi ELTIF” December 7, 2018 “Evolving landscapes of bank and non-bank finance” October 22, 2018 “Finance for a more sustainable growth: what role for LTIs?” October 9, 2018 1st Asset Pricing Conference September 25, 2018…

LTI 3/2018 Benign Neglect of Covenant Violations: Blissful Banking or Ignorant Monitoring? Stefano Colonnello, Michael Koetter and Moritz Stieglitz LTI 2/2018 Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage James Dow, Jungsuk Han and Francesco Sangiorgi LTI 1/2018 Learning and Term Structures Michael Hasler, Mariana Khapko, Roberto Marfè Home Long-Term Investments…