معرفی
Daniele Massacci is an Associate Professor (Reader) in Data Analytics for Finance at King’s Business School, King’s College London since August 2019. He holds an MSc from the University of Warwick and a PhD from the University of Cambridge. His research focuses on Econometrics and Finance, with expertise in Empirical Asset Pricing, Financial Econometrics, and High Dimensional Statistics. Prior roles include academic positions at the University of Warwick, University of Surrey, Einaudi Institute for the Economics and Finance (EIEF), and as Senior Research Economist at the Bank of England. He is affiliated with the Qatar Centre for Global Banking & Finance, advancing central bank policy research. His work emphasizes quantitative methods to analyze financial markets and macroeconomic trends.
Education:
- MSc, University of Warwick
- PhD, University of Cambridge
Research Interests: Massacci’s work bridges econometric theory and financial applications, with emphasis on:
- Factor models in asset pricing
- Structural change analysis in financial markets
- Risk management under uncertainty
- Large-scale portfolio dynamics
Grants & Advising: Active in central bank policy research, collaborating with institutions like the Qatar Centre. No formal advisees listed but contributes to academic programs like the Financial Policy & Regulation MSc.
Lab/Affiliations: Qatar Centre for Global Banking & Finance, dedicated to central bank policy analysis across monetary policy and financial regulation.
