Roberto Renò is Associate Professor of Mathematical Finance at the Department of Economics and Statistics at the University of Siena.
He has been visiting scholar at the Carey Business School at the Johns Hopkins University of Baltimore, Fernand Braudel Fellow at the European University Institute in Florence, and Visiting Professor at IMT, Lucca.
He holds a PhD in Financial Mathematics at Scuola Normale Superiore in Pisa, Italy, and a Degree in Physics at the University of Pisa.
His research focuses on financial mathematics, financial econometrics and finance, and specifically on asset pricing, volatility modeling and forecasting, nonparametric statistics. He published more than 40 research papers on finance, economics, econometrics, mathematics and physics journals.