Agenda

Programme

10.15 Opening addresses
Monica Billio - Head of the Department of Economics, Ca' Foscari University of Venice
Diana Barro - Department of Economics, Ca’ Foscari University of Venice

10.30 - 11.00 Goal-based long-term individual asset liability management: wealth management at a crossroads
Massimo di Tria - Chief Investment Officer, Cattolica Assicurazioni

11.00 - 11.30 Goal-based long-term individual asset liability management: between stochastic optimization and modern wealth management solutions
Giorgio Consigli – University of Bergamo

coffee break

12.00 - 12.30 Comparing Reinforcement Learning approaches in financial trading systems
Marco Corazza - Department of Economics, Ca’ Foscari University of Venice

12.30 - 13.00 Household finance and insurance: managing Long Term Care risks
Agar Brugiavini - Department of Economics, Ca’ Foscari University of Venice

light lunch

14.30 – 15.00 Tactical Asset Allocation based on Markov Switching Volatility Models
Andrea Trovato  – Head Quant Division, Eurizon Asset Management S.g.r.

15.00 – 15.30 Green portfolio construction
Antonella Basso - Department of Economics, Ca’ Foscari University of Venice

The attendance is free, but registration is required for organizational purposes and space reasons. To attend write to: d.barro@unive.it