Diego Ronchetti

Diego Ronchetti is an Assistant Professor in the Department of Finance at the University of Groningen. He specializes in quantitative finance, econometrics, and financial asset pricing, with a focus on developing robust econometric techniques to model financial dynamics and relationships. His work spans asset pricing, portfolio choice, and derivatives valuation, emphasizing methods that avoid restrictive assumptions.

• PhD in Economics, University of Lugano (2011)
• Master of Science, University of Modena and Reggio Emilia (2005)
• Bachelor of Science, University of Modena and Reggio Emilia (2003)

Research Interests: Ronchetti’s research centers on econometric methods in finance, including quantitative equity pricing, American-style derivative valuation, and model validation. His interdisciplinary approach bridges finance, economics, and mathematical modeling.

Scientific Awards: He has received prestigious accolades, including Swiss National Science Foundation fellowships (2011, 2012), a 2017 Fellowship for Innovation of Teaching, and scholarships from the European Commission and Radboud University.

Academic Leadership: Since 2024, he serves as Head of the MSc in Financial Markets & Sustainable Investments at Audencia Business School. He has also collaborated with the Institute of Economics, Geography and Demography at Spain’s Spanish National Research Council (2023–2023).