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个人简介
Paolo is Professor in Financial Econometrics at Imperial College Business School. He has a summa cum laude degree in economic statistics from Roma and holds a PhD in Econometrics from the London School of Economics. He is also teaching at the University of Rome La Sapienza and has previously taught at the London School of Economics and at the University of Cambridge.
Paolo's main research interests are empirical asset pricing, portfolio choice, financial econometrics and econometric theory. His publications include The Annals of Statistics, The Journal of Econometrics, The Journal of Time Series Analysis, The Journal of Empirical Finance, The Journal of Monetary Economics, The Review of Financial Studies and Econometric Theory. His work includes:
asset pricing and portolio choice with misspecified models
cross-sectional methods for empirical asset pricing
estimation of generalized dynamic factor models
estimation and testing of risk premia
term structure
multivariate volatility models
aggregation
risk management
Paolo acts as quantitative consultant in asset and risk management and as instructor of executive courses for various financial institutions.
Paolo's main research interests are empirical asset pricing, portfolio choice, financial econometrics and econometric theory. His publications include The Annals of Statistics, The Journal of Econometrics, The Journal of Time Series Analysis, The Journal of Empirical Finance, The Journal of Monetary Economics, The Review of Financial Studies and Econometric Theory. His work includes:
asset pricing and portolio choice with misspecified models
cross-sectional methods for empirical asset pricing
estimation of generalized dynamic factor models
estimation and testing of risk premia
term structure
multivariate volatility models
aggregation
risk management
Paolo acts as quantitative consultant in asset and risk management and as instructor of executive courses for various financial institutions.
研究兴趣
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SSRN Electronic Journal (2024)
JOURNAL OF ECONOMETRICSno. 2 (2024): 105422-105422
Social Science Research Network (2023)
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SSRN Electronic Journal (2022)
SSRN Electronic Journal (2022)
Journal of Financial Econometricsno. 2 (2022): 303-305
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Social Science Research Network (2021)
Social Science Research Network (2021)
WORLD SCIENTIFIC eBooks (2020)
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