Roberto Savona is Associate Professor of Finance at the Department of Economics and Management, University of Brescia, Italy.
After receiving his Ph.D. in Financial Intermediation from University of Udine – Italy (2002), he was visiting at the Haas School of Business at the University of California, Carroll School of Management at the Boston College, Department of Statistics at the University of California, and European Central Bank.
He served as a member of the Board of Directors of the European Financial Management Association (EFMA) 2010-2013, and as a Member of the Steering Committee of Macro‐prudential Research Network (MaRs) – European Central Bank 2012-2014. He was Primary Coordinator of European Project “SYRTO ‐ SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions” funded under FP7-SSH/2007-2013 program (www.syrtoproject.eu).
His works have been published in Applied Financial Economics, Economic Notes, European Journal of Finance, European Journal of Operational Research, Intelligent Systems in Accounting Finance and Management, International Journal of Finance & Economics, Journal of Alternative Investments, Journal of Financial Econometrics, Oxford Bulletin of Economics and Statistics, PLoS ONE, Quantitative Finance and international book edited by Chapman Hall-CRC/Taylor Francis Group, Elsevier, Oxford University Press,Palgrave MacMillan, Risk Books.
- Asset pricing models
- Risk management
- Hedge funds and mutual funds
- Performance measurement
- Credit Risk
- Systemic Risk and Early Warning System