Research

Chapters of the Dissertation:

• Optimal Monetary Policy and Stock Prices (with H. Bhamra)

• The Econometrics of Portfolio Sorts (with V. Corradi and W. Distaso)

Other Research:

• Forecasting the Recovery Price of NPLs Using Machine Learning (with D. Brigo, W. Distaso and F. Pellegrino)

• Forecasting the Volatility of Treasury Futures Using Machine Learning (with the support of Deutsche Bank)