PhD Candidate · Actuarial Science

Davide Rolfi

Stochastic control, pensions, life-cycle finance, and sustainable investment

Bayes Business School · City St George’s, University of London (formerly Cass Business School)

Expected PhD completion: September 2027

I use continuous-time stochastic control to study long-term financial decisions in actuarial science, pension finance, and sustainable investment. My research focuses on how individuals, pension funds, and firms respond to financial, longevity, and sustainability-related risks.

Davide Rolfi

Revise and resubmit · Quantitative Finance

The Sustainability Trade-Off: A Dynamic Constrained Portfolio Optimization Model with ESG Preferences

Award

Best Presentation Award
European Actuarial Journal Conference
Istanbul · September 2026

Supervisors

Professor Steven Haberman
Dr Iqbal Owadally
Bayes Business School

Contact

davide.rolfi@bayes.city.ac.uk