Gianluca Fusai

Bayes Business School, City, University of London

Gianluca Fusai is a Full Professor of Financial Mathematics in the Faculty of Finance at Bayes Business School (formerly Cass) in City, University of London, UK and at the Università del Piemonte Orientale in Novara, Italy. His research interests focus on Portfolio Selection, Financial Engineering, and Numerical Methods for Finance. He has published extensively on these topics in top-tier international journals and co-authored the sold out textbook Implementing Models in Quantitative Finance (Springer Finance). In addition to his academic work, Gianluca has served as a consultant in both the public and private sectors.

Articles by Gianluca Fusai

Original research

Converting a covariance matrix from local currencies to a common currency

The authors put forward a simple means to translate a covariance matrix estimated in local currencies into a covariance matrix expressed in a common currency.

30 Sep 2024

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