If you are a student enrolled to my course, I warmly suggest to Follow @LuissFinance
Current Position (last update 08/04/2014)
Professor of Financial Markets and Institutions at University of Salerno and
Equity Markets and Alternative Investments for the Master of Science in Finance at LUISS University
Recent working papers
CAPM with Sentiment: The Efficient Market Hypothesis Spiced Up with Sentiment
Listed on SSRN’s Top Ten download list throughout January-February 2015.
Education and Previous positions
Graduated University of Cassino 110/110 cum laude (1996)
Ph.D. in Financial Mathematics , University of Rome “La Sapienza” (2002)
Assistant Professor of Financial Markets and Institutions University of Salerno (2003-2007 )
Adjunct Professor of Investments and Financial Markets University of Salerno (2007-2011 )
Contract Professor of Investments and Financial Markets Luiss University (2007-2011)
Associate Professor of Financial Markets and Institutions University of Salerno (2012)
Professor for Master of Science in Finance Luiss University (2012)
Passed Italian Public Competition as a Full Professor (2014)
He has served as a consultant for many public and private institutions supporting risk management functions and corporate finance management.
Focus on asset pricing, risk management and behavioural finance
His paper ““News, Prices, Volumes: The Behaviour of Small Cap Investors on Italian Stock Exchange” was presented during the celebrations of 30th Anniversary of the Journal of Banking and Finance at the Peking University Guanghua School of Management in China.
He is interested in reproducible research in finance via open source tools and on its impact as a teaching device
He is an occasional or past user of different languages, including Matlab, Java, C++, Python, SQL, Lua, , MooTools, Ext JS. He is a fan of AutoHotkey (try it!).
Not yet married, in his free time he adores travelling the world to meet new people. He dislikes TV, but loves to bike in the city streets or swimming near the cliffs, and also enjoys to skate and skiing.