Research

WORKING PAPERS

• Decentralized and Centralized Options Trading: A Risk Premia Perspective 

with S. Naik and L. Schönleber

Presentations: Canadian Derivatives Institute (CDI) Conference (scheduled, Montreal), 2nd Knut Wicksell Conference on Crypto and Fintech (Lund), Annual Conference of the Asia-Pacific Association of Derivatives* (online), ToDeFi 2025* (Rome), Tech 4 Finance #2: AI and Blockchain* (Paris),1st Bocconi PRIN Workshop in Crypto and Quantitative Finance (Milan), International Fintech Research Conference (Perugia), IFMB 2025 (online), AFA Annual Meeting* (San Francisco), AFA Annual Meeting – Poster Session (San Francisco), AlgoDefi24 Workshop* (Milan), IRMC, FMA European Conference, Università Cattolica Del Sacro Cuore (Milan), 2nd Structured Retail Products and Derivatives Conference, Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Financial Technology (Warwick).

• From Words to Weights: Breaking Down Institutional Beliefs (Coming soon) 

with F. Bastianello

AWARDS AND GRANTS

• 2025 - Best Paper Award, International Fintech Research Conference

• 2024 - AFA Doctoral Student Travel Grant 

• 2024 - Fintech Chair Grant sponsored by the Université Paris Dauphine for "Decentralized and Centralized Options Trading: A Risk Premia Perspective" (with L. Schönleber and S. Naik) 

EXPERIENCE

• Research assistant, Debt Structure and Inflation, assisting Prof. Florian Nagler

• Research assistant, Machine learning classifiers for Mafia Infiltrations, assisting Prof. Alberto Manconi

• Collaborator, Algorand Fintech Lab, Bocconi, Italy