I am a Professor of Finance and Statistics at the University of Geneva, the AXA Chair in Socioeconomic Risks at the University of Turin and a senior chair of the Swiss Finance Institute (SFI).
My research interests are in asset pricing, financial econometrics and data analytic methods with applications to finance. After a PhD in Economics at the University of Zurich, I was from 2004 to 2009 a Professor of Finance at the University of St. Gallen and from 2009 to 2014 a Professor of Statistics at the Università della Svizzera Italiana in Lugano. I joined the University of Geneva in 2015 and I'm a managing editor of the Journal of Financial Econometrics since 2019.
My research contributed to academic journals in Finance, Econometrics and Statistics, such as the Journal of Finance, the Review of Financial Studies, Management Science, the Journal of the American Statistical Association and the Journal of Econometrics. It was awarded with best paper prices from the German Finance Association, the European Financial Management Association, the Northern Finance Association and Inquire Europe, as well as with research grants from the Swiss National Science Foundation, the Swiss Finance Institute, Inquire Europe and the Geneva Institute for Wealth Management.
In 2015, I launched together with some of my former PhD students Alphacruncher AG, a company specialised in advanced cloud-based solutions for digital research and education. Since then, Alphacruncher services have supported research published in the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies and Econometrica, among others, as well as PhD, Master and Bachelor courses held at HEC Lausanne, the Massachusetts Institute of Technology, University Bocconi and the Università della Svizzera Italiana, among others.
Before joining academia, I have been active as an athlete of the Swiss Fencing National Team, having the chance to participate in five World Championships and winning eight national championships in the individual and team competitions.