Geneva Finance Research Institute
Ph.D., University of Zurich
Uni Pignon - 402
+41 22 379 80 08
Research & publications
Dividend Growth Predictability and the Price-Dividend Ratio, Management Science, forthcoming.(with I. Piatti).
Robust Inference with GMM Estimators, Journal of Econometrics, 101, 37-69 (with E. Ronchetti).
Short-Term Volatility Timing Reduces Downside Risk, International Journal of Finance, 13, Nr. 2, 1794-1825 (with G. Barone Adesi and P. Gagliardini).
A Note on Robustness in Merton’s Model of Intertemporal Consumption and Portfolio Choice, Journal of Economic Dynamics and Control, 26, 423-435 (with P. Vanini).
Robust GMM Analysis of Models for the Short Rate Process, Journal of Empirical Finance, 10, 373-397 (with R. Dell’Aquila and E. Ronchetti).