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]
Courses previous a.y.
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.
The Role of Prepayment Penalties in Mortgage Loans
Journal of Banking and Finance. CEPR Discussion Paper no. 10504, 2015
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
Breaks and persistency: macroeconomic causes of stock market volatility
Journal of Econometrics
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
BDCs – The most important commercial lenders you’ve never heard about
Journal of Alternative Investments
Why is contagion asymmetric during the European sovereign crisis
Journal of International Money and Finance
The green golden rule
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)
Models of Economic Growth with Environmental Assets
Kluwer Academic Publisher, The Netherlands, 1996. Translated and published in Japan by Dobunkan Publisher, 2001
Artificial neural networks for Economic and Financial Modeling
International Thompson Publisher, London
Actual and warranted relations between asset prices
Oxford Economic Papers 45, 387-402, 1993 and NBER Working Paper No. 3640