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Massimo Guidolin holds a Ph.D. from University of California, San Diego (year 2000). His curriculum lists periods of employment with the University of Virginia as an assistant professor in financial economics, the Federal Reserve Bank of St. Louis at first as a senior economist and then as an Assistant Vice-President (Financial Markets), and the Accounting and Finance department of Manchester Business School as a chair full professor in Finance.

He has also taught courses or held short-term positions at variety of instiutions around the world, such as Collegio Carlo Alberto (University of Turin), Olin Business School (Washington University in St. Louis), the Center for Research on Pensions and Welfare (CERP, University of Turin), the University of Insubria (Varese), and Universite' de Montreal in Canada. His teaching has spanned corporate finance, asset pricing theory, empirical finance, derivative pricing, and of course, econometrics both the undergraduate and graduate (MSc. and doctoral) levels.

Massimo has published in top economics, econometrics, and finance outlets such as the American Economic Review, the Journal of Financial Economics, the Journal of Econometrics, the Review of Financial Studies, the Journal of Financial and Quantiative Analysis, and the Economic Journal. He serves on the editorial board of a number of journals, among them the Journal of Financial Econometrics (Oxford University Press), the Journal of Economic Dynamics and Control (Elsevier Press), the International Journal of Forecasting (Elsevier), and the International Review of Economics and Finance (Elsevier)..

Massimo's research spans a number of topics, going from non-linear time series models (such models with regimes, thresholds, and structural breaks) in finance and macroeconomics, methods and models in forecasting, applied dynamic portfolio choice in the presence of predictable asset returns, empirical option pricing, and asset pricing models with learning and belief dynamics. He has given several practioners-oriented talks on smart beta and its application in long-term portfolio construction.

Since 2017, Prof. Guidolin has been directing the Asset Risk Management Unit of the Baffi CAREFIN Centre with Bocconi University ( Within that framework, Massimo has currenfly set up a research programme concerning the application of novel machine larning and network-theoretic analysis of alternative asset classes, such as commodities, cryptocurrencies, and volatility-related exchange traded products.

Last change 09/05/2020