Courses a.y. 2022/2023
11645 FACTOR AND LONG-RUN INVESTING
11975 ARTIFICIAL INTELLINGENCE & RISK ANALYSIS FOR REAL ESTATE INVESTMENT
12195 CORPORATE BANKING & FINANCIAL INVESTMENTS - MODULE 2
12198 MANAGEMENT IN FINANCE - MODULE 5
30180 EQUITY PORTFOLIO MANAGEMENT
30589 INVESTIMENTI FINANZIARI [FINANCIAL INVESTMENTS]
Born in Turin, February 9th, 1959. Undergraduate degree in Economics, University of Turin, 1982. Ph.D. in Economics, Yale University, 1989.
Full Professor of Finance. Director of Undergraduate School, Bocconi University, 2004-2008. Director of Degree in Economics and Social Science, Bocconi University, 2000-2004. He has been Visiting Professor at Stanford and Università della Svizzera Italiana and Visiting Scholar at London School of Economics and the University of Melbourne.
Financial risk, volatility, corporate governante, banks.
“Is M&A different during a financial crisis? Evidence from the European banking sector”, Journal of Banking and Finance, 2013, forthcoming (with G. Paladino).
“The credit crisis around the globe: Why did some banks perform better?”, Journal of Financial Economics, 2012, 105, 1-17 (with R. Stulz)
“International house prices and macroeconomic fluctuations”, Journal of Banking and Finance, 2010, 34, 533-545 (with C. Morana)
"A Portfolio based evaluation of affine term structure models", Annals of Operations Research, 2007, Annals of Operation Research, 151, 193-222 (with P. Colla)
"Breaks and persistency: macroeconomic causes of stock market volatilità", in Journal of Econometrics, 2006, 131, 151-177 (with C. Morana);
"Statistical benefits of value-at-risk with long memory", in Journal of Risk, 2005, 7, 47-73 (with C. Morana);
"Structural change and long run dependence in volatility of exchange rates: either, neither or both?", in Journal of Empirical Finance, 2004 8 (with Claudio Morana), 11, 629-658;
"Scenario modeling for selective hedging strategies", in Journal of Economic Dynamics and Control, 2004 (with A. Laurent e S. Zenios, 28, 955-974);
"Actual and warranted relations between asset prices", in Oxford Economic Papers, vol.45,1993,387-402 (with Robert Shiller);
"Stock prices and bond yields: can their comovements be explained in terms of present value models?", in Journal of Monetary Economics, vol. 30,1992, 25-46(with Robert Shiller).