Currently I hold the position of Associate Professor, with tenure, in the Department of Economics at the University of Alberta (Canada). I hold the Italian and Canadian citizenship. I have two kids.
My research expertise and training are those of a Financial Economist. I joined the University of Alberta in 2005, right after completing my Ph.D. in Economics (with a concentration in Financial Economics) at the Krannert School of Business (Purdue University). I obtained my Master's in Economics at the same institution in 2003. Previously, I earned an Italian Doctoral degree in Mathematical Finance (2002) from the University of Brescia (Italy).
My early research contributions, stemming from my doctoral work, are in the field of General Equilibrium in asset markets for infinite-dimensional spaces (Lp spaces). Currently, my main focus of research is information diffusion in the corporate bond market, value investing, and securities taxation.
Since 2015, I maintain an outreach research agenda jointly with ATB Financial (a local financial institution) on credit risk management.
Difference and differential equations, linear inequalities, convexity, programming; assorted theorems of special use in modern economic analysis. Prerequisites: ECON 109 and ECON 386.
Winter Term 2022The course surveys Asset Pricing Theory with an emphasis on the utility-based discount-factor approach. The discount factor provides a unifying framework for the evaluation of most classes of assets including stocks, bonds, and derivatives. In particular, the course reviews mean- variance analysis, factor pricing, discrete time models, and classical results in continuous time, such as the Black and Scholes option Pricing Formula. These theoretical models are also illustrated by empirical applications.
Winter Term 2022Equivalent to *6 for registration status for Graduate Students in course-based programs in the Faculty of Arts undertaking internships outside of the GSIP. A maximum of three registrations is permitted, for Economics students, in Arts Graduate Work Experience courses.
Fall Term 2021Equivalent to *9 for registration status for Graduate Students in course-based programs in the Faculty of Arts undertaking internships outside of the GSIP. A maximum of three registrations is permitted, for Economics students, in Arts Graduate Work Experience courses.
Fall Term 2021 Winter Term 2022Research projects partnered with business partners in the financial sector. Graduate student internships constitute a crucial part of each phase of these projects.