I received a BS (2010) and MS (2012) in Mathematics from Università degli Studi di Milano. In 2018 I obtained a Ph.D. in Economics and Finance from Università Bocconi (Department of Finance) and I have been a Postdoctoral Assistant at USI Lugano (Faculty of Economics, IFIN). I am presently an Associate Professor at Université Laval (FSA, Department of Finance, Insurance and Real Estate). I am also a collaborating researcher of the IID (Institute Intelligence and Data), a researcher of the CIRANO and a researcher of the LABIFUL (Financial Engineering Laboratory of Université Laval).

My research interests cover asset pricing, financial economics, financial econometrics and machine learning for finance. In particular, I focus on the analysis of persistence in financial time series, the identification of martingale components in continuous-time asset prices, the long-term properties of stochastic discount factors, portfolio optimization techniques and applications of statistical learning methods to financial data.

My teaching experience includes machine learning for business, financial economic theory, portfolio management, corporate finance, discrete and continuous-time asset pricing and mathematics for economics and social sciences.

You can download my CV here.