Logo Bocconi

ANDREA BELTRATTI

ANDREA BELTRATTI
Full Professor
Department of Finance

Personal page


Courses a.y. 2017/2018

11308 REAL ESTATE INVESTMENT - VALUATION & FEASIBILITY ANALYSIS
11309 BUSINESS STRATEGY IN ASSET MANAGEMENT
11314 PRIVATE DEBT
11501 FACTOR INVESTING
11511 BUSINESS SIMULATION ASSET/WEALTH MANAGEMENT
11522 ANALISI DI PORTAFOGLI FINANZIARI
30055 FINANCIAL ECONOMICS
30180 EQUITY PORTFOLIO MANAGEMENT

Courses previous a.y.


Biographical note

Born in Turin, February 9th, 1959. Undergraduate degree in Economics, University of Turin, 1982. Ph.D. in Economics, Yale University, 1989.


Academic CV

Full Professor of Finance. Director of Undergraduate School, Bocconi University, 2004-2008. Director of Degree in Economics and Social Science, Bocconi University, 2000-2004. He has been Visiting Professor at Stanford and Università della Svizzera Italiana and Visiting Scholar at London School of Economics and the University of Melbourne.


Research areas

Financial risk, volatility, corporate governante, banks.

 


Selected publications

“Is M&A different during a financial crisis? Evidence from the European banking sector”,  Journal of Banking and Finance, 2013, forthcoming (with G. Paladino).

“The credit crisis around the globe: Why did some banks perform better?”, Journal of Financial Economics, 2012, 105, 1-17 (with R. Stulz)

“International house prices and macroeconomic fluctuations”, Journal of Banking and Finance, 2010, 34, 533-545 (with C. Morana)

"A Portfolio based evaluation of affine term structure models", Annals of Operations Research, 2007, Annals of Operation Research, 151, 193-222 (with P. Colla)

"Breaks and persistency: macroeconomic causes of stock market volatilità", in Journal of Econometrics, 2006, 131, 151-177 (with C. Morana);

"Statistical benefits of value-at-risk with long memory", in Journal of Risk, 2005, 7, 47-73 (with C. Morana);

"Structural change and long run dependence in volatility of exchange rates: either, neither or both?", in Journal of Empirical Finance, 2004 8 (with Claudio Morana), 11, 629-658;

"Scenario modeling for selective hedging strategies", in Journal of Economic Dynamics and Control, 2004 (with A. Laurent e S. Zenios, 28, 955-974);

"Actual and warranted relations between asset prices", in Oxford Economic Papers, vol.45,1993,387-402 (with Robert Shiller);

"Stock prices and bond yields: can their comovements be explained in terms of present value models?", in Journal of Monetary Economics, vol. 30,1992, 25-46(with Robert Shiller).