Federico Baldi Lanfranchi

Federico Baldi Lanfranchi is a Research Fellow at the Swiss Finance Institute within the College of Management at the Swiss Federal Institute of Technology Lausanne (EPFL). He is a PhD candidate in the Finance doctoral program and serves as a doctoral representative for the Finance doctoral program at EPFL.

His research focuses on empirical asset pricing and market microstructure, particularly investigating how transaction costs influence the cross-section of asset returns.

In his recent publication, "Transaction-cost-aware Factors" (2023), Federico emphasizes the integration of transaction costs into factor models, advancing the understanding of market efficiency and investment strategies. He is affiliated with the Chair of Professor Collin-Dufresne at EPFL.