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


Journal of Financial Stability, 2022, Vol. 60


        Journal of Corporate Finance, 2021, Vol. 67


Journal of International Money and Finance, 2021, Vol. 112


Working Papers


https://www.netspar.nl/en/publication/hedging-permanent-income-shocks/


Updated draft coming soon!


https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4639065


https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4498635


https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4539267


 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3741292


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

Principal Investigator - 25,000 Euro


10,000 Euro


Principal Investigator - 10,000 Euro


1,000 UK Pounds


Download my full CV