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Predictability and 'Good Deals' in Currency Markets

Event information
Date 19 November 2008
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

He graduated in Banking and Finance from Bocconi University in Milan, studied as a Visiting Research Scholar in New York University Stern School of Business, where he conducted research on international finance and the profitability of currency strategies under the mentoring of Professor Richard Levich, and gained a Ph.D. in Finance from Trinity College Dublin. His research interests include asset pricing, performance attribution, market efficiency, international finance, behavioural finance, financial econometrics. His papers have been published or are forthcoming in international peer reviewed journals, such as European Financial Management, and he has contributed to practitioner-oriented books on portfolio and risk management. His consulting experience includes advising banks on capital management and performance attribution. In the past, he taught International Finance at Queen's University Belfast, worked as an equity option market maker on the Milan derivatives exchange and was the head of the Financial Engineering desk of the Dublin subsidiary of Banca Monte dei Paschi di Siena.