I am Professor of Financial Markets and Institutions in the Finance Department at Bocconi University. I am also the Director of the Financial Education Research Unit at the Baffi Carefin research centre at Bocconi University. At Bocconi, I have held various positions, including Director of the M.Sc. in Finance (2005-2007), Head of the Department of Finance (2007-2010), Dean of the Graduate School (2010-2014), Director of the Carefin research centre (2011-2014), and Director of the Baffi Carefin research centre (2015-2017). From August 1994 to February 1995, I was a visiting scholar at the Salomon Center of the Stern School of Business, New York University. I am a member of the G53 Financial Literacy and Personal Finance Research Network, of the editorial board (Comitato di Redazione) of Quaderni CONSOB and of the Scientific Committee of the Fondazione per l'Educazione Finanziaria e al Risparmio (Financial Education and Saving Foundation), and a honorary member of the Association of Italian Financial Risk Managers (AIFIRM).
My research interests include financial literacy and financial education, risk management in banks, asset management companies and life insurance companies, and derivatives.
Online financial and demographic education for workers: experimental evidence from an Italian pension fundJOURNAL OF BANKING & FINANCE, 2023
Financial and demographic education effectiveness in academic and vocational high schools: a randomised experimentin Financial education and risk literacy, Edward Elgar Publishing, 2021
Value at Risk and Bank Capital Management. Risk Adjusted Performances, Capital Management and Capital Allocation Decision MakingElsevier Academic Press, Advanced Finance Series, Burlington, MA, 2007
Measuring Risk-Adjusted Performance for Credit RiskPerformance Measurement Frontiers in Banking and Finance, EGEA, Milano
Il controllo dei rating assegnatiRating interni e controllo del rischio di credito, Bancaria, Roma
Banks' Market Risk Management and Capital Regulation: A Critical AssessmentFinancial Services in the Evolving Global Marketplace, Hofstra University, Hempstead
L'allocazione del capitale: profili teorici e problematiche operativeLa gestione del capitale e la creazione di valore in banca, Edibank, Roma
L'ALM nelle imprese di assicurazione sulla vitaQuaderni ISVAP, n. 12
Il risk management in banca. Performance corrette per il rischio e allocazione del capitaleEGEA, Milano
Allocation of Risk Capital in Financial InstitutionsFinancial Management, Autumn
Customer Needs and Front-Office Technology AdoptionInternational Journal of Bank Marketing
I have been teaching Quantitative Finance and Derivatives II since the start of the MSc in Finance program at Bocconi. I have received a Bocconi Teaching Award in academic years 2005-2006, 2008-2009, 2014-2015, 2015-2016, and 2018-2019.