Andrea BERARDI

Position
Research Grant Holder
Telephone
041 234 9243
E-mail
andrea.berardi@unive.it
Website
www.unive.it/persone/andrea.berardi (personal record)
 https://www.unive.it/euterpe
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Research Institute
Research Institute for Complexity

Education

- 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 (https://doi.org/10.1016/j.jbankfin.2021.106286)

- “Saving for retirement in Europe: the long-term risk-return tradeoff” (with C. Tebaldi), Journal of Pension Economics and Finance, 2022, Accepted for publication (http://dx.doi.org/10.2139/ssrn.4082959)

- “Mind the (convergence) gap: bond predictability strikes back!” (with M. Markovich, A. Plazzi and A. Tamoni), Management Science, 2021, vol. 67, 7888-7911 (https://doi.org/10.1287/mnsc.2020.3847)

- “Inflation risk premia, yield volatility and macro factors” (with A. Plazzi), Journal of Financial Econometrics, 2019, vol. 17, 397-431 (https://doi.org/10.1093/jjfinec/nby004)

- “Term structure, inflation and real activity”, Journal of Financial and Quantitative Analysis, 2009, vol. 44, 987-1011 (https://doi.org/10.1017/S0022109009990184)

- “Term structure forecasts of long term consumption growth” (with W. Torous), Journal of Financial and Quantitative Analysis, 2005, vol. 40, 241-258 (https://doi.org/10.1017/S0022109000002295)

- “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 (https://doi.org/10.1016/j.ememar.2004.05.004)

 

Unpublished Research Papers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 (http://dx.doi.org/10.2139/ssrn.3778178)

- “Term premia and short-rate expectations in the euro area”, working paper (http://dx.doi.org/10.2139/ssrn.4082952)

- “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 (http://dx.doi.org/10.2139/ssrn.3142243)