Consulting
Academia
Crypto Library
Search
Login
Machine Learning and Financial Economics
Research & Teaching
My work lies on the intersection of Asset Pricing and Machine Learning.
Currently, I am based at Saïd Business School at the University of Oxford.
Research
Empirical Asset Pricing
Risk Premia on Foreign Bonds.
Using surveys to understand the dynamics of risk premia in Fixed Income and Foreign Exchange.
Jointly with Ilaria Piatti and Paul Whelan
Read the paper on SSRN
Theoretical Asset Pricing
Understanding prices through games.
Shedding light on the impact of formation mechanisms on price volatility and welfare.
Jointly with Dimitrios Tsomocos
Last presented at SAET-EWET 2024
Empirical Asset Pricing
Dissecting the Long Carry Trade.
Altering the standard carry trade, we implement a strategy that uses long-term foreign bonds and leverage surveys to understand its risk premia.
Jointly with Ilaria Piatti and Paul Whelan
Teaching
Master in Management
Since 2021
ESCP Business School
- Machine Learning & Artificial Intelligence
- Big Data & Business Intelligence
Executive Master in Digital Innovation and Entrepreneurial Leadership
Since 2021
ESCP Business School
- Machine Learning & Artificial Intelligence
Master of Science in Financial Economics
From 2019 to 2023
Saïd Business School
- Theoretical Asset Pricing
- Fixed Income & Derivatives
Master of Business Administration
From 2019 to 2022
Saïd Business School
- Financial Crises and Risk Management
- Machine Learning for Business
Philosophy, Politics and Economics (PPE)
From 2019 to 2020
University of Oxford
- Microeconomics (1st and 2nd year) at Magdalen College
