Puccetti Giovanni

Full professor
SSD
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Competition sector
13/D4 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES

Contacts

Workplace

Via Conservatorio, 7
20122 MILANO (MI)

Office phone number
02503 21509
Additional phone numbers
0250321509
University email address
Web site

Teaching

Research

Publications
  • On the computation of Wasserstein barycenters / G. Puccetti, L. Ruschendorf, S. Vanduffel. - In: JOURNAL OF MULTIVARIATE ANALYSIS. - ISSN 0047-259X. - 176(2020 Mar).
  • Centers of probability measures without the mean / G. Puccetti, P. Rigo, B. Wang, R. Wang. - In: JOURNAL OF THEORETICAL PROBABILITY. - ISSN 0894-9840. - 32:3(2019 Sep 01), pp. 1482-1501.
  • Heavy Tails and Copulas : Topics in Dependence Modelling in Economics and Finance [Recensione] / G. Puccetti. - In: QUANTITATIVE FINANCE LETTERS. - ISSN 2164-9502. - 19:1(2019), pp. 13-14.
  • A Journey Beyond The Gaussian World : An interview with Harry Joe / C. Genest, G. Puccetti, H. Joe. - In: DEPENDENCE MODELING. - ISSN 2300-2298. - 6:1(2018 Feb), pp. 288-297.
  • A clustering approach and a rule of thumb for risk aggregation / M. Di Lascio, D. Giammusso, G. Puccetti. - In: JOURNAL OF BANKING & FINANCE. - ISSN 0378-4266. - 96(2018), pp. 236-248.