Lucio Sarno

Lucio Sarno is a Professor of Finance at Cambridge Judge Business School, University of Cambridge, with prior roles at institutions including the University of London, University of Warwick, University of Oxford, and Columbia University. He also served as Director of Currency Research at AXA Investment Managers.

• Research Fellow, Centre for Economic Policy Research (CEPR)

His research spans exchange rates, international finance, asset pricing, and monetary policy, with over 90 refereed articles and books such as The Economics of Exchange Rates (2003) and The Handbook of Exchange Rates (2012).

Recent work explores skewness risk in currency returns, trade imbalances, and bear market risks. His policy advisory roles include institutions like the International Monetary Fund, European Central Bank, and World Bank.