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ANDREA BELTRATTI

ANDREA BELTRATTI
Full Professor
Department of Finance

Courses a.y. 2023/2024

11309 BUSINESS STRATEGY IN ASSET MANAGEMENT
11523 TRANSACTION BANKING
11645 FACTOR AND LONG-RUN INVESTING
11976 FINANCIAL MARKETS & INVESTMENTS
12313 DIVERSITY & INCLUSION LAB
12314 AI FOR FINANCE
12315 FINTECH LAB
12318 HR SERIES
12319 CFO SERIES
12320 LEADER SERIES
30180 EQUITY PORTFOLIO MANAGEMENT
30589 INVESTIMENTI FINANZIARI [FINANCIAL INVESTMENTS]

Courses previous a.y.

Biographical note

I was born in Turin, on February 9, 1959. I earned my undergraduate degree in Economics from the University of Turin in 1982. I earned a Ph.D. in Economics from Yale University in 1989, where I wrote a dissertation on stock and bond volatility under the supervision of Dr. Robert Shiller.


Working papers

Beltratti, Andrea; Gavazza, Alessandro; Benetton Matteo
The Role of Prepayment Penalties in Mortgage Loans
Journal of Banking and Finance. CEPR Discussion Paper no. 10504, 2015

Beltratti, Andrea; Shiller, Robert J.
Stock prices and bond yields: can their comovements be explained in terms of present value models?
Journal of Monetary Economics. Mentioned during Nobel Prize Award Cerimony, 2013

Beltratti, Andrea; Morana, Claudio
Breaks and persistency: macroeconomic causes of stock market volatility
Journal of Econometrics

Beltratti, Andrea; Stulz, René M.
The credit crisis around the globe: Why did some banks perform better?
Journal of Financial Economics, 2012, 105, 1-17, Lead article (with René M. Stulz, also NBER working paper n. 15180, and also reprinted in Regulation and governance of financial institutions, edited by J.R. Barth and R. Levine, Edward Elgar Publishing Res

Beltratti, Andrea; Bock, Jonathan
BDCs – The most important commercial lenders you’ve never heard about
Journal of Alternative Investments

Beltratti, Andrea; Stulz, René M.
Why is contagion asymmetric during the European sovereign crisis
Journal of International Money and Finance

Beltratti, Andrea; Chichilnisky, Graciela; Heal, Geoffrey
The green golden rule
Economics Letters

Beltratti, Andrea; Kurz, Mordecai
The Equity Premium is no Puzzle
Endogenous Economic Fluctuations, edited by M. Kurz, Springer, 1997 (also published as Temi di Discussione, Banca d’Italia, No. 282)

Beltratti, Andrea
Models of Economic Growth with Environmental Assets
Kluwer Academic Publisher, The Netherlands, 1996. Translated and published in Japan by Dobunkan Publisher, 2001

Beltratti, Andrea; Margarita, Sergio; Terna, Pietro
Artificial neural networks for Economic and Financial Modeling
International Thompson Publisher, London

Beltratti, Andrea; Shiller, Robert J.
Actual and warranted relations between asset prices
Oxford Economic Papers 45, 387-402, 1993 and NBER Working Paper No. 3640