Corps professoral & enseignant


Professeur ordinaire
Geneva Finance Research Institute

Ph.D., Université de Zurich

Uni Pignon - 402
+41 22 379 80 08

Recherche & 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).

Corps professoral

   AACSB-logo-accredited_Foot.png        AMBA_Logo_Black_New.png          EFMD-NewLogo2013-HR_colours.png