Honours & Awards
- Swiss Finance Institute Senior Chair, 2014–
- Reale Mutua Foundation Chair in the Applications of AI to Economics and Finance, Collegio Carlo Alberto & University of Turin, 2026–
- AXA Chair in Socio-Economic Risks of Financial Markets, University of Turin, 2021–2025
- JFE Editor’s Choice Award, 2023
- Fellow, Society of Financial Econometrics, 2022–
- Fellow, International Association of Applied Econometrics, 2022–
- Best Paper Award on Derivatives, Northern Finance Association, 2019
- NYSE–Euronext Best Paper Award, 2012
- Inquire Europe Best Paper Award, 2010
- Inquire Europe Best Paper Award, 2007
Academic Leadership
- Director, Swiss Finance Institute PhD Program, University of Geneva, 2016–
- Member, Scientific Committee, Master in Statistics, University of Geneva, 2021–
- Advisory Board Member, Doctoral Colloquium on Risk Analytics, University of Venice, 2024–2025
- Society for Financial Econometrics, Council Member, 2019–2025
- Director, PhD Program in Quantitative Methods, USI, 2010–2015
- Chairman, PhD Program Committee, University of St. Gallen, 2006–2008
Selected Research Grants
Selected competitive research funding.
| Period | Project | Funding | Amount |
|---|---|---|---|
| 2020–2025 | New Methods for Asset Pricing with Frictions | SNSF | CHF 858,124 |
| 2021–2023 | Make-RESOLOS-easy | swissuniversities | CHF 120,000 |
| 2013–2017 | Higher Order Robust Resampling and Multiple Testing Methods | SNSF | CHF 598,950 |
| 2013–2016 | Term Structures and Cross-Sections of Asset Risk Premia | SFI | CHF 640,000 |
| 2009–2013 | New Methods in Theoretical and Empirical Asset Pricing | NCCR FINRISK | CHF 1,200,000 |
| 2005–2009 | New Methods in Theoretical and Empirical Asset Pricing | NCCR FINRISK | CHF 900,000 |
Complete funding record available in CV →
Invited Doctoral Lecture Series
Organization of invited doctoral courses at the University of Geneva featuring internationally recognized researchers in asset pricing, econometrics, artificial intelligence, and machine learning.
- 2026 — Simon Scheidegger (HEC Lausanne), AI and Machine Learning for Economics and Finance
- 2025 — Simon Scheidegger (HEC Lausanne), Deep Learning for Economics and Finance
- 2023 — Semyon Malamud (EPFL), Random Matrix Theory for Finance
- 2021 — Ken Singleton (Stanford University), Empirical Asset Pricing
- 2020 — Dacheng Xiu (Chicago Booth), Machine Learning for Finance
Conference Organization
- Financial Econometrics Meets Machine Learning Conference (2023–)
- Summer School and Conference on Machine Learning for Economics and Finance (2025–)
Editorial Activity
- Managing Editor, Journal of Financial Econometrics, 2019–2025
- Co-Editor, Journal of Financial Econometrics, 2015–2019
- Associate Editor, Journal of Financial Econometrics, 2012–2015
Entrepreneurial Projects
Co-founder of Alphacruncher AG and associated with the knowledge-creation cloud Nuvolos.