Riccardo Sabbatucci

Riccardo Sabbatucci is an Associate Professor at the Department of Finance, Stockholm School of Economics (SSE) and a Visiting Associate Professor at the Wharton School, University of Pennsylvania. He is also a Research Fellow at the Swedish House of Finance (SHoF). His research focuses on empirical asset pricing, using statistical tools to analyze stock prices, fund dynamics, and macroeconomic impacts. Recent work addresses pandemic effects on financial markets, high-frequency data forecasting, and retirement accounts’ role in wealth inequality.

Education: PhD in Finance from the University of California, San Diego (2016); MSc and BA in Economics from Bocconi University. He teaches Quantitative Modeling of Asset Prices in SSE’s MSc program and supervises theses. Notably, he received the 2021 Geneva Institute Award for his paper on synthetic risk factors. His research has been published in top journals like the Journal of Finance and Review of Financial Studies.

Key research themes include return predictability, dividends, retirement plan dynamics, and machine learning applications. He is currently on sabbatical and maintains the Corporate Activity Tracker (https://corporateactivitytracker.com). Contact: Riccardo.Sabbatucci@hhs.se or rsab@wharton.upenn.edu.