Education
Phd in Financial Economics, Swiss Finance Institute and University of Lausanne 2013
Other positions
Professor of Finance, University of Turin
Director, Master in Finance, Insurance and Risk Management, CCA & University of Turin
Research Interests
Financial Economics, Asset Pricing, Macro-Finance, Mathematical Finance
Teaching
Asset Pricing, Derivatives, Econometrics
Selected Works
- Should investors learn about the timing of equity risk?, with Michael Hasler and Mariana Khapko, Journal of Financial Economics, 132(3).
- Income insurance and the equilibrium term-structure of equity, Journal of Finance, 72(5).
- Measuring macroeconomic tail risk, with Julien Pénasse, Journal of Financial Economics, 156.
