Ph.D. - Finance
University of California, Los Angeles - 2006
Professional Preparation
Ph.D. - Mathematical Finance
University of Brescia - 2002
University of Brescia - 2002
M.A. - International Economics
Catholic University of Milan - 1999
Catholic University of Milan - 1999
Research Areas
Research Interest
Empirical Asset Pricing, Capital Structure, Credit Risk, Structured Finance
Publications
“Why Did Auction Rate Bond Auctions Fail during 2007-2008?” with Baixiao Liu and John McConnell, 2010, Journal of Fixed Income, 20, 5-18. 2010 - Publication
“Auction Failures and the Pricing of Auction Rate Securities” with John McConnell, 2010, Journal
of Financial Economics, 97, 451-469. 2010 - Publication
“Cross-Section of Option Returns and Volatility” with Amit Goyal, 2009, Journal of Financial
Economics, 94, 310-326. 2009 - Publication
Option Strategies: Good Deals and Margin Calls with Pedro Santa-Clara, 2009, Journal of
Financial Markets, 12, 391-417. 2009 - Publication
Appointments
Assistant Professor
University of Texas at Dallas [2012–Present]
School of Management
University of Texas at Dallas [2012–Present]
School of Management
Visiting Assistant Professor
University of Texas at Austin [2010–2012]
McCombs School of Business
University of Texas at Austin [2010–2012]
McCombs School of Business
Assistant Professor
Purdue University [2006–2010]
Krannert School of Management
Purdue University [2006–2010]
Krannert School of Management
Visiting Instructor
Purdue University [2005–2006]
Krannert School of Management
Purdue University [2005–2006]
Krannert School of Management
Additional Information
Awards and Honors
- BSI Gamma Foundation Research Grant (2008)
- CIBER Purdue International Research and Curriculum Development Award (2006)
- UCLA Regents Fellowship (2001-2004)University of Verona Post-Doctoral Research Fellowship (2002)
- University of Brescia Fellowship (1998-2001)
- Research Grant in the Field of Finance (Banca Popolare di Verona, 1999-2000)
Teaching Experience
Purdue Mgmt 411: Investments (upper level undergraduate).- Purdue Mgmt 641: Options and Futures (2nd year MBA elective).
- Purdue Mgmt 671: Asset Pricing Theory (PhD Seminar).
- Purdue Mgmt 691: Asset Pricing Empirical (PhD Seminar).
- Purdue Mgmt 571: Student Managed Investment Fund (MBA Seminar).
- UT Fin 367: Investment Management (upper level undergraduate).
- UT Fin 397-1: Investment Theory and Practice (2nd year MBA)
- UT Fin 397-4: Energy Risk Management (2nd year MBA)
- Matt Cain (2007 Notre Dame)
- Rachel Diana (2009 Penn State)
- Nestor Rodriguez (2010 Purdue, Agricultural Economics)