Michele LA ROCCA | Progetti

The research aims to implement and study novel resampling techniques for spatio-temporal models, considering both spatial and temporal heterogeneity. The novel procedures should scale well for increasing spatial and temporal dimensions. All the developed algorithms will be implemented in open-source languages such as R or Python.

The research project aims to investigate the effect of ESG scores on stock returns and risk measures. That also constitutes the starting point for portfolio management and performance.