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 and financial econometrics. In particular, I focused on the analysis of persistence in financial time series, the identification of martingale components in continuous-time asset prices and the study of long-term properties of stochastic discount factors.
My teaching experience includes machine learning for business, portfolio management, corporate finance, machine learning for business, discrete and continuous-time asset pricing and mathematics for economics and social sciences.