I am Professor of Finance at Universita' della Svizzera italiana (Lugano) and a Faculty member of the Swiss Finance Institute.
I hold a PhD in Finance from the UCLA Anderson School of Management, advisor Prof. Walter Torous. My academic research is on Empirical Asset Pricing, Hedge Funds, Real Estate, and Financial Econometrics.
At USI, I teach Risk Management and Financial Intermediation (Master), Quantitative Methods for Finance and Empirical Asset Pricing (PhD). I am also the Scientific Director of the Master in Finance.
Since 2016, I am associate editor of the Journal of Empirical Finance (editorial board).
Visit my personal page at: SSRN | USI | SFI | Google Scholar
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What's new
Dec 2022: The paper Birds of a Feather - Do Hedge Fund Managers Flock Together? with M. Gerritzen and J. Jackwerth is now forthcoming Management Science
June 2022: The wp "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in Covid Times", with R. Jappelli and L. Pelizzon, was presented at the WFA and SoFiE meetings
Aug 2021: The wp "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in Covid Times", with R. Jappelli and L. Pelizzon, was presented at the EFA 2021 meeting; EFA slides
Aug 2021: The paper "Dissecting the yield curve: The international evidence", with A. Berardi is forthcoming the Journal of Banking and Finance
Apr 2021: New wp "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in Covid Times", with R. Jappelli and L. Pelizzon
Mar 2021: New wp "Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency", with M. Garzoli and R. Valkanov
Short Bio
Current academic position
Since 2020, Full Professor, Universita della Svizzera italiana (USI Lugano), Institute of Finance
Education
Ph.D., Finance, UCLA Anderson School of Management, 2010
Ph.D., Economics and Finance, University of Bergamo (Italy), 2005
M.Sc., Finance, CORIPE-Piemonte, University of Turin (Italy), 2002
Editorial positions
Since 2016, Associate Editor, Journal of Empirical Finance
Referee activity
Economic Inquiry, Economics Notes, Financial Analysts Journal, Finance Research Letters, International Journal of Forecasting, Journal of Banking and Finance, Journal of Business Economic and Statistics, Journal of Econometrics, Journal of Empirical Finance, Journal of Financial Econometrics, Journal of Finance, Journal of Financial Markets, Journal of International Money and Finance, Journal of Real Estate Finance and Economics, Management Science, Quantitative Finance, Real Estate Economics, Review of Financial Studies, Review of Finance