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I hold a PhD in Economics & Statistics from the University of Milano—Bicocca in Nov 2023. From Dec 2023 to May 2026 I was a researcher at the University of Trento. Back in 2022, I was a visiting scholar/researcher at Georgia State University, Department of Finance.

My research interests are hedge funds, financial crises, and economic
extremes. Currently I work on hedge funds' behavior at times of crises, with extensive use of time series and statistical methods. I am also working on the statistical properties of wars.

My research works have appeared in Journal of the Royal Statistical Society (Series A), Judgment and Decision Making, International Review of Financial Analysis, and the International Review of Economics and Finance.

Click here for a short introduction clip.

"Asylum-seekers at the extreme", with Marco Bee will appear in the Journal of the Royal Statistical Society, Series A