Education
2019 - Ph.D. in Finance, Bayes Business School (formerly Cass Business School) – City University London
Committee: L. Sarno (internal examiner), J. Zechner (external examiner), G. Fusai and E. Schroth (supervisors)
2017 - Visiting Research Fellow – ESOMAS, University of Torino (on leave from Ph.D. program)
(Funded by “Observatoire de l’Espargne Europeenne, OEE” – Research Grant)
2016 - Visiting Ph.D. scholar - Risk Management Institute - Business School, National University of Singapore
2012 - M.Sc. in Finance, Collegio Carlo Alberto & University of Torino
2011 - M.Sc. in Economics, University of Tor Vergata (Roma), Summa Cum Laude
2008 - B.A. in Economics, University of Tor Vergata (Roma)
Publications & Working Papers
Published Papers
“Default Risk Premium and Asset Prices” (with G. Fusai)
Journal of Financial Stability, 2022, Vol. 60
"Dynamic Ownership and Private Benefits" (with M. Breugem)
Journal of Corporate Finance, 2021, Vol. 67
"The Relative Pricing of Sovereign Credit Risk After the Eurozone Crisis" (with F. Ruggiero)
Journal of International Money and Finance, 2021, Vol. 112
Working Papers
“Hedging Permanent Income Shocks” (with F. Bagliano, C: Fugazza, and G. Nicodano)
https://www.netspar.nl/en/publication/hedging-permanent-income-shocks/
"Control Motivations and Firm Growth" (with A. Ellul and A. Piccolo)
Updated draft coming soon!
"Market Leverage and Financial Soundness" (with F. Maglione and B. Palazzo)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4639065
"The Education Premium in Returns to Wealth" (with E. Castagno and F. Ruggiero)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4498635
"Skills, Education and Wealth Inequality" (with F. Ruggiero)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4539267
“Pandemic Tail Risk” (with M. Breugem, R. Marfé, and L. Schoenleber)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3741292
"Indebted Bidder Merges with Indebted Target" (with T. Dimopulos and S. Sacchetto)
Updated draft coming soon!
Teaching
“Econometrics and Programming”
· 2019 - present -- Master in Finance, Collegio Carlo Alberto
“Asset Pricing and Portfolio Theory”
· 2021 - 2023 -- M.Sc. in Quantitative Finance, ESOMAS University of Torino
“Finance Lab: Asset Allocation”
· 2022 - present -- Economics (Undergraduate), ESOMAS University of Torino
“Portfolio Theory and Investment Valuation”
· 2017 -- Undergraduate, Cass Business School
“Asset Pricing and Portfolio Theory”
· 2014-2017 -- Master in Finance, Collegio Carlo Alberto
“Statistics and Application to Business”
· 2014-2018 -- Undergraduate, Vives University
Awards and Grants
OEE (Observatoire de l'Espargne Européenne) - Research Grant 2022 -- “Investment Skills and Wealth Inequality” (with F. Ruggiero)
Principal Investigator - 25,000 Euro
INQUIRE Research Europe - Research Grant 2021 -- “Pandemic Tail Risk” (with M. Breugem, R. Marfè, and L. Schoenleber)
10,000 Euro
INQUIRE Research Europe - Research Grant2019 -- “Hedging Income Risk Over the Life-Cycle” (with F. Bagliano, C. Fugazza, and G. Nicodano)
Principal Investigator - 10,000 Euro
Best PhD Paper, 2014 Research Day, Cass Business School
1,000 UK Pounds