Lorenzo BASTIANELLO

Position
Associate Professor
Telephone
041 234 9136
E-mail
lorenzo.bastianello@unive.it
Academic discipline
Mathematical Methods for Economy, Finance and Actuarial Sciences [STAT-04/A]
Website
https://www.unive.it/people/lorenzo.bastianello (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe

Office hours

Venice - San Giobbe - Office C2.116 
Tuesday 15:00 - 17:00, by appointment (email at least 24h in advance).

Teaching activity current year

Teaching activity previous years

Activities and research skills

Publication highlights

Bastianello, Lorenzo; Vergopoulos, Vassili Discounted Subjective Expected Utility in continuous time in JOURNAL OF MATHEMATICAL ECONOMICS, vol. na (ISSN 0304-4068)
DOI 2026, Journal Article - ARCA card: 10278/5117912


Andrade, Marcel; Bastianello, Lorenzo; Orrillo, Jaime Future-blindness and the product topology in SOCIAL CHOICE AND WELFARE, vol. na (ISSN 0176-1714)
DOI 2026, Journal Article - ARCA card: 10278/5126487


Bastianello, Lorenzo; Chateauneuf, Alain; Cornet, Bernard Gain–loss hedging and cumulative prospect theory in MATHEMATICAL SOCIAL SCIENCES, vol. 131, pp. 40-47 (ISSN 0165-4896)
DOI 2024, Journal Article - ARCA card: 10278/5065781


Bastianello, Lorenzo; Chateauneuf, Alain; Cornet, Bernard Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules in MATHEMATICAL FINANCE, vol. NA (ISSN 0960-1627)
DOI 2024, Journal Article - ARCA card: 10278/5055300


Bastianello, Lorenzo; Vergopoulos, Vassili About Subjective Probability in REVUE ÉCONOMIQUE, vol. Vol. 74-612 (ISSN 0035-2764)
DOI 2023, Journal Article - ARCA card: 10278/5045700


List of publications

Curriculum vitae

Employment

2022 - Assistant professor, Università Ca' Foscari, Venezia

 

Past Employment

2017 - 2022 Assistant professor, Université Paris 2 Panthéon-Assas

2016-2017 Post-doctoral researcher at IMPA, Rio de Janeiro


 
Education

2012-2016

PhD in Applied Mathematics

Université Paris 1 Panthéon-Sorbonne and Università Ca' Foscari, Venezia
 
2010-2012

MSc in Models and Methods of Quantitative Economics (QEM)

Université Paris 1 Panthéon-Sorbonne an Universitat Autònoma de Barcelona.
 
2007-2010

BA in Statistics

Università Ca' Foscari, Venezia

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