Teaching

Graduate, doctoral, executive, and visiting teaching activities in finance, econometrics, and quantitative methods.

University of Geneva

  • Selected Topics in Asset Pricing, PhD level, 2022–
  • Models and Empirical Methods for Asset Pricing, Master level, 2012–
  • Data Analysis and Advanced Financial Modelling, Executive PhD level, 2017–
  • Risk Management in Private Banking, Executive PhD level, 2018–
  • Dynamic Asset Pricing, SFI PhD level, 2017–2020

Visiting and External Teaching

  • University of Luxembourg, Selected Topics in Asset Pricing, 2026 (PhD)
  • University of Pavia, Selected Research Directions in Theoretical and Empirical Asset Pricing, 2025 (PhD)
  • Luiss University, Selected Research Directions in Theoretical and Empirical Asset Pricing, 2024 (PhD)
  • SoFiE Summer School, Brussels, Methods for Empirical Asset Pricing with Large Data Sets, 2022 (PhD)
  • Collegio Carlo Alberto, Turin, data science, machine learning, and optimization (Master)
  • Università della Svizzera Italiana (USI), quantitative methods, econometrics, and finance (all levels)
  • University of St. Gallen, PhD and Master courses in asset pricing, econometrics, and finance
  • Bocconi University, Continuous Time Finance and Volatility Modelling (PhD and Master)

Teaching Areas

Asset Pricing Portfolio Choice Financial Econometrics Risk Management Machine Learning in Finance Data Science Optimization Quantitative Methods