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Faculty
Faculty
Harjoat S. Bhamra
Title: Associate Professor of Finance
Fields: Theoretical Asset Pricing
Interests: Heterogeneous agents
Damiano Brigo
Title: Professor of Mathematical Finance
Fields: Stochastic Analysis, Theoretical Asset Pricing
Interests: Filtering
Walter Distaso
Title: Professor of Financial Econometrics
Fields: Empirical Asset Pricing
Interests: Forecasting
Alessandra Luati
Title: Chair in Statistics
Fields: Time Series, Econometrics
Interests: Non-linear Models, Asymptotic Theory
Savitar Sundaresan
Title: Assistant Professor of Finance
Fields: Theoretical Asset Pricing
Interests: Information theory
Paolo Zaffaroni
Title: Professor of Financial Econometrics
Fields: Theoretical and Empirical Asset Pricing
Interests: Cross-sectional asset pricing
Research Associates
Research Associates
Nicolo Ceneda
Title: PhD Candidate in Finance
Fields: Theoretical Asset Pricing, Machine Learning
Interests: Macro-finance, Fixed income derivatives
Massimo Dello Preite
Title: PhD Candidate in Finance
Fields: Theoretical and Empirical Asset Pricing
Interests: Asymptotic theory with large cross-section
Filippo Pellegrino
Title: Research Fellow in Sustainable Finance
Fields: Asset pricing, Macroeconomics, Time Series Econometrics
Interests: Climate risk, inflation
Mingyang Liu
Title: PhD Candidate
Fields: Asset pricing, Financial Econometrics
Interests: Cross-sectional asset pricing, High dimensional factor models
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