Research Grant Holder
041 234 9243
Website (personal record)
Department of Economics
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), Ca' Foscari University of Venice


Work Experience

- 2018-: Professor of Finance (EU Horizon 2020 Programme), Ca' Foscari University of Venice

- 2014-2017: 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


Relevant Publications

- “Dissecting the yield curve: the international evidence” (with A. Plazzi), Journal of Banking and Finance, 2022, vol. 134, 106286 (

- “Saving for retirement in Europe: the long-term risk-return tradeoff” (with C. Tebaldi), Journal of Pension Economics and Finance, 2022, Accepted for publication (

- “Mind the (convergence) gap: bond predictability strikes back!” (with M. Markovich, A. Plazzi and A. Tamoni), Management Science, 2021, vol. 67, 7888-7911 (

- “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Unpublished Research Papers

- “Bond risk premia: The information in really long maturity forward rates” (with R. Brown and S. Schaefer), working paper, London Business School (

- “Term premia and short-rate expectations in the euro area”, working paper (

- “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 (