I am a Tenure-track Assistant professor at the Department of Economics and Management of the University of Pavia (Italy) since August 2024.
From November 2019 to July 2024, I was a post-doctoral researcher at the Department of Quantitative Finance of the University of Freiburg (Germany), chaired by Prof. Dr. Eva Lutkebohmert. I hold a PhD in Statistics and Mathematical Finance from the University of Milan-Bicocca. My doctoral dissertation was conducted in consultation with Prof. Dr. Gianluca Fusai (Università del Piemonte Orientale and Bayes Business School) and Dr. Ioannis Kyriakou (Bayes Business School).
My primary research interests are financial engineering, computational econometrics, and portfolio management.
Email: riccardo.brignone_at_unipv.it
Links: Uni-Freiburg website, Google Scholar profile, Scopus, SSRN, LinkedIn