Diego Ronchetti

RESEARCH INTERESTS

• Finance: empirical finance, asset pricing, systemic risk
• Econometrics: nonlinear time series analysis, semi-parametric and nonparametric methods

Education

• Ph.D. University of Lugano (2007 — 2011)
• Pre-Doctoral Position University of Konstanz (2006 — 2006)
• Master of Science in Physics University of Modena and Reggio Emilia and Radboud University Nijmegen (2003 — 2005)
• Bachelor of Science University of Modena and Reggio Emilia (2000 — 2003)

AWARDS

• 2012 Most promising young European researchers award (Econometric Society)
• 1999 Certamen Horatianum 3rd prize (Presidency of Italy)

Companies

• Assistant Professor University of Groningen (2013)
• Postdoctoral Researcher Columbia Business School (2011 — 2013)
• Teaching Assistant USI Università della Svizzera italiana (2006 — 2011)

TEACHING DOMAINS

• Asset Pricing
• Portfolio Choice
• Economics - Mathematical Methods
• Econometrics

RESEARCH DOMAINS

• Asset Pricing
• Portfolio Choice
• Econometrics