About
Rodrigo Hizmeri is a Lecturer (Assistant Professor) in Finance at the University of Liverpool Management School (ULMS). He holds a Master Grande Ecole from Rouen Business School, an M.Sc. in Quantitative Finance and a Ph.D. in Financial Econometrics funded by the ESRC, both from Lancaster University.
Rodrigo’s main research interests include high-frequency financial econometrics, empirical asset pricing, option pricing, and financial risk management. His current work has focused on the modelling and forecasting of realized (co)variances, estimation of tail-risk measures, and the use of option data to construct better measures of variance and jump. More recently, he has also explored the asset pricing implications of the zero days-to-expiration (0DTE) options. Some of his research has been published in the Journal of Empirical Finance and Quantitative Finance.
He has also presented his research at leading academic conferences, such as the meetings of the American Finance Association (AFA), European Finance Association (EFA), the Midwest Finance Association (MFA), Econometric Society (ES), the European Economic Association (EEA), the Society for Financial Econometrics (SoFiE), the International Association for Applied Econometrics (IAAE), among others.