I am an Assistant Professor in the Finance Group at the Warwick Business School, University of Warwick (that I joined in the Fall of 2014). I was awarded a Ph.D. by the Department of Finance at Bocconi University in Spring 2014. I have been visiting scholar at the McCombs School of Business at UT Austin in Texas, at University "Ca' Foscari" of Venice in Italy, and at the Nova School of Business and Economics in Lisbon. My research interests span Bayesian methods, empirical asset pricing, financial econometrics, and machine learning. I am also Research Director at SelfieWealth Robo-Advisor Ltd and advisor for Aaro Capital Ltd.
My research has been presented at conferences organized by the American Economic Association (AEA), the National Bureau of Economic Research (NBER), the Econometric Society, the European Finance Association (EFA), the Royal Economic Society (RES), the European Economic Association (EEA), the Society for Economic Dynamics (SED), the Society for Financial Econometrics (SoFiE), and the Society for Financial Studies (SFS). My publications include the Journal of Econometrics, the Journal of Business and Economic Statistics, and the Journal of Financial Econometrics.
PhD in Finance, 2014
M.Sc in Finance and Economics, 2008 (cum laude)
Empirical asset pricing, Financial econometrics, Machine learning, Bayesian methods