Fulvio Ortu

Fulvio Ortu is a Full Professor of Finance at Bocconi University, Italy. He holds a BA in Economics from the University of Trieste and a Ph.D. in Economics from the University of Chicago. Prior to Bocconi, he taught at Columbia University and the University of Southern California. His roles at Bocconi include founding Dean of the Ph.D. School (2004–2008), Dean for International Affairs (2008–2012), and Head of the Department of Finance (2019–2022).

• Education:
  • Bachelor of Arts in Economics, University of Trieste
  • Doctor of Philosophy (Ph.D.) in Economics, University of Chicago

His research focuses on Quantitative Finance, Asset Pricing, and Time Series Analysis. Notable contributions include work on Wold-type decompositions, persistence-based capital allocation, and long-run risk models. His publications span journals like Quantitative Economics, Review of Financial Studies, and Journal of Mathematical Economics.

Ortu is a research fellow at IGIER (Innocenzo Gasparini Institute for Economic Research) and BAFFI CAREFIN (Center for Applied Research on Financial Markets and Institutions). His teaching includes courses on Investments, Derivatives Pricing, and Quantitative Finance.

His academic leadership roles and extensive publication record reflect expertise in financial econometrics, asset pricing theory, and market completeness. Current research trends emphasize methodological advancements in time-series decomposition and applications to persistent economic shocks.