معرفی
Massimo Guidolin is a Full Professor of Financial Econometrics at Bocconi University and SDA Bocconi. He teaches courses in portfolio management, asset pricing theory, empirical finance, derivative pricing, and econometrics at the graduate level and in the Executive Master in Finance and Master Corporate Finance.
- Education: Ph.D. from the University of California, San Diego (2000).
His research spans financial econometrics, asset pricing, and empirical finance. Key areas include non-linear time series models (regime-switching, thresholds, structural breaks), forecasting methods, dynamic portfolio choice with predictable asset returns, empirical option pricing, and asset pricing models incorporating learning and belief dynamics. Recent publications highlight applications of machine learning in portfolio decisions and ESG ratings analysis.
Recent trends in his work focus on ESG investing, volatility forecasting, and smart beta strategies applied to long-term portfolio construction.
He serves on the editorial boards of journals such as the Journal of Financial Econometrics, Journal of Economic Dynamics and Control, and International Journal of Forecasting.
