I joined the University of Milan in March 2020. Before that I had a position at the University of Oxford and at ETH Zurich.
Among other things, I am interested in Mean Field Games, Knightian Uncertainty, stochastic calculus and risk measures.
Welcome
You reached the homepage of Matteo Burzoni.
Short CV
I joined the University of Milan in March 2020 as "Ricercatore RTD-B". Previously, I had a position as "Hooke Research Fellow" at the University of Oxford and as postdoctoral researcher at ETH Zurich.
Research
I am currently very interested in Mean Field Games and large populations control problems. Among other things I am also interested in modeling Knightian Uncertainty in finance and economics and in the theory of risk measures.
Homepage of Matteo Burzoni at the University of Milan
Recent Publications
Viability and arbitrage under Knightian Uncertainty