30 August 2022

Luca De Gennaro Aquino, postdoc

Newly employed

Luca De Gennaro Aquino is employed as a postdoc in the Insurance and Economics section from 1 September 2022. He will be working in the research group of Mogens Steffensen.

Luca De Gennaro Aquino

Born and raised in Italy, Luca obtained a BSc and an MSc in Finance and Insurance at the University of Rome "La Sapienza". He then moved to the United Kingdom to pursue an MSc at Loughborough University.

He completed his PhD in Mathematical Finance at the Grenoble Ecole de Management, France, in 2020 under the supervision of Prof. Carole Bernard.

Before coming to Denmark, Luca held a postdoctoral position at the Southern University of Science and Technology in Shenzhen, China, under the supervision of Prof. Moris Simon Strub.

Luca's research interests include portfolio optimization, asset pricing, decision theory, and applications of machine learning to finance and insurance.

You can find Luca in office 04.2.09