معرفی
Marc Paolella is a Full Professor of Empirical Finance at the University of Zurich's Department of Finance. His academic journey includes roles as Associate Professor (2003–2006) and Assistant Professor (1999–2003) at Kiel University and visiting positions at the University of Geneva. He holds a Dr. sc. pol. (1998) and Habilitation (2002) from Kiel University, alongside degrees from SUNY Stony Brook and Colorado State University.
His research focuses on financial econometrics, emphasizing portfolio optimization, risk prediction, and saddlepoint approximation theory. He has authored four textbooks, including works on probability theory, statistical inference, and GARCH models. Over 50 journal articles span leading venues like the Journal of Econometrics and Journal of Financial Econometrics.
Paolella's contributions include developing methods like CHICAGO for portfolio risk calculation and the COMFORT model for non-Gaussian returns. He serves as Editor-in-Chief of the journal Econometrics and holds editorial roles at multiple journals. Awards include the Elected Fellowship at the IETI and recognition for impactful research.
His teaching spans advanced courses in financial econometrics, probability theory, and mathematical finance. He has supervised numerous theses and leads the Quantitative Finance program at the Science ETH UZH. Research grants include Swiss National Science Foundation funding for portfolio optimization under non-elliptical distributions.
