معرفی
Erindi Allaj is an Associate Professor at the Department of Economics and Business Sciences of the University of Parma. She teaches General Mathematics and Quantitative Methods for Financial Markets in the Economics and Management bachelor's program.
- Office hours: Thursdays and Fridays 10:00-12:00 (in-person by appointment)
- Research focuses on: mathematical finance, volatility modeling, financial instability prediction, ESG integration in portfolio optimization
Research Interests:
Her work addresses key challenges in quantitative finance, including no-arbitrage valuation frameworks, stochastic volatility modeling, and financial instability prediction. Recent publications explore ESG integration in portfolio optimization, while earlier works examine transaction cost modeling and the Black–Litterman asset allocation framework.
Key Publications Trends:
Her research spans 2013-2025 with recent focus on ESG factors (2025), high-frequency data applications (2021, 2024), and financial crisis prediction systems (2022-2023). Academic collaborations include Maria Elvira Mancino and Simona Sanfelici.
Contact Information:
Email: erindi.allaj@unipr.it
Office Location: Department of Economics and Business Sciences – Mathematics Section "E. Levi"
Address: Via J.F. Kennedy, 6, 43125 Parma, Italy
