Position Adjunct Professor
Website (personal record)
Office Department of Economics
Sito web struttura:
Research Institute Research Institute for Complexity


- Ph.D. in Finance, London Business School

- Ph.D. in Applied Mathematics, University of Brescia

- B.A. in Economics (summa cum laude), University of Venice


Work Experience

- 2018-: Research Grant Holder, EU Horizon 2020 MSCA, University of Venice

- 2018-: Adjunct Professor of Finance, University of Venice

- 2017-: Senior Advisor, Financial Firms and Finance Research Centers

- 2014-2016: Chief Financial Officer, IPO candidate biopharma company, Switzerland

- 2002-2014: Full Professor of Quantitative Finance (Professore Ordinario SECS-S/06), University of Verona

- 1998-2002: Associate Professor of Quantitative Finance, University of Verona

- 1997-1998: Research Fellow, London Business School

- 1995-1997: Research Grant Holder, EU TMR Marie Curie, London Business School

- 1992-1995: Economist, Research Department, Banca Commerciale Italiana

Relevant Publications

- “Inflation risk premia, yield volatility and macro factors” (with A. Plazzi), Journal of Financial Econometrics, 2019, vol. 17, 397-431 (

- “Term structure, inflation and real activity”, Journal of Financial and Quantitative Analysis, 2009, vol. 44, 987-1011 (

- “Term structure forecasts of long term consumption growth” (with W. Torous), Journal of Financial and Quantitative Analysis, 2005, vol. 40, 241-258 (

- “Predicting default probabilities and implementing trading strategies for emerging markets bond portfolios” (with S. Ciraolo and M. Trova), Emerging Markets Review, 2004, vol. 5, 447-469 (


Unpublished Papers

- “Mind the (convergence) gap: bond predictability strikes back!” (with M. Markovich, A. Plazzi and A. Tamoni), Submitted for publication (

- “Dissecting the yield curve: the international evidence” (with A. Plazzi), Submitted for publication (

- “Saving for retirement in Europe: long-term risk-return tradeoff in a “low-for-long” environment” (with C. Tebaldi and F. Trojani), Submitted for publication

- “Why stochastic volatility matters for the behaviour of long-term interest rates” (with S. Schaefer)

- “Consumer protection and the design of the default option of a pan-european pension product” (with C. Tebaldi and F. Trojani), Swiss Finance Institute Research Paper No. 19-19 (