Andrea Buraschi
Chair in Finance at Imperial College London
Schools
- Imperial College London
Links
Biography
Imperial College London
Summary
Personal web page
Professor Buraschi’s research interests are in the fields of Financial Economics, Asset Pricing and Derivatives, and Financial Econometrics.
Professor Buraschi has previously held at The University of Chicago Booth School of Business as a Visiting Professor of Finance (2011 - 2013), where he taught in the MBA and Executive MBA Porgram. Earlier he has been at London Business School and Columbia University.
He earned his PhD from The University of Chicago specializing in Financial Economics and Econometrics. His research interests encompass five key areas:
1. Economic Uncertainty and Differences in Beliefs
2. Term Structure, Monetary Policy and Derivative Markets
3. Hedge Fund Performance and Shadow Banking
4. General Equilibrium, Networks, and Asset Pricing
5. Portfolio Management
His work has been published in the following journals The Journal of Finance, The Journal of Financial Economics, Review of Financial Studies, Journal of Derivatives, European Financial Management and The Journal of Banking and Finance.
Professor Buraschi is the recipient of the following awards:
- 2013 GARP Award for: "Monetary Policy and Treasury Risk Premia", with A. Carnelli and P. Whelan. (Best paper award in Financial Risk Management)
- 2012 NYSE Euronext Award for: "Dynamic Networks and Asset Prices", with P. Porchia. (Best paper award in Asset Pricing)
- 2010 Inquire Europe Award for: "No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns", with Kosowski and Trojani.
- 2010 Q-Group Award for: "Macroeconomic Uncertainty, Difference in Beliefs and Bond RiskPremia", with P. Whelan.
- 2006 Inquire Europe Award for: "Correlation Risk and Optimal Portfolio Choice" with P. Porchia and F. Trojani.
- 1999 WFA Award (Best Paper in Investments) for: Inflation Risk Premia and the Expectations Hypothesis: Taylor Monetary Policy Rules in Equilibrium Models.
- Teacher of the Year Award (Innovation in Teaching) at London Business School and Imperial College London.
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