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Vittorio Ruffo

Frankfurt School of Finance & Management

Graduate Student

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Factor Dispersions

Number of pages: 60 Posted: 01 Jul 2024
Daniil Gerchik, Vittorio Ruffo, Lorenzo Schönleber and Grigory Vilkov
Frankfurt School of Finance & Management, Frankfurt School of Finance & Management, University of Turin - Collegio Carlo Alberto and Frankfurt School of Finance & Management
Downloads 1,035 (54,070)

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dispersion, implied correlation, diversification, alpha, systematic strategy, timing

2.

Market Efficiency in Prediction Markets - A Comparison with Derivatives 

Number of pages: 92 Posted: 20 Apr 2026 Last Revised: 26 May 2026
Michele Fabi, Lorenzo Schönleber, Vittorio Ruffo and Roberto Marfè
CREST-ENSAE, University of Turin - Collegio Carlo Alberto, Frankfurt School of Finance & Management and University of Turin - Collegio Carlo Alberto
Downloads 286 (291,839)

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Prediction Markets, Market Efficiency, Risk-Neutral Pricing, Crypto Derivatives, Behavioral Biases, Decentralized Finance JEL Classification Codes: G14