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

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

Research fields

Actuarial science, stochastic control, pension finance, life-cycle finance, sustainable investment

Current paper

Optimal Sustainable Pension Investing: Continuous-Time Defined-Contribution Portfolio Choice with ESG Preferences

Supervisors

Professor Steven Haberman
Dr Iqbal Owadally
Bayes Business School

Contact

davide.rolfi@bayes.city.ac.uk