Fulvio Ortu

I earned my BA in Economics at the University of Trieste and my Ph.D. in Economics at the University of Chicago. Before joining Bocconi University, I taught at Columbia University and the University of Southern California.

Since I joined Bocconi, I have been teaching undergraduate, graduate, and Ph.D. courses on Investments, Quantitative Finance and Derivatives Pricing, and Asset Pricing.

At Bocconi, I served as founding Dean of the Ph.D. School from 2004 to 2008, and as Dean for International Affairs from 2008 to 2012. I am currently the head of the Department of Finance.

My research interests are in Quantitative Finance and Asset Pricing.

I am a research fellow at IGIER and BAFFI CAREFIN.

Full Professor
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Working papers
Ortu, Fulvio; Cerreia-Vioglio, Simone; Severino, Federico; Tebaldi, Claudio
September 2017
Ortu, Fulvio; Cerreia-Vioglio, Simone; Rotondi, Francesco; Severino, Federico
September 15, 2021
Ortu, Fulvio; Reggiani, Pietro; Severino, Federico
FED Cycles and the Persistence of Stock Returns
Work in progress
Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio
A Persistence-Based Beveridge-Nelson Decomposition for I (1) time series
Work in progress
Selected Publications
Bacinello, Anna Rita; Ortu, Fulvio

Single and Periodic Premiums for Guaranteed Equity-Linked Life Insurance under Interest-Rate Risk: the 'Lognormal+Vasicek' case

L. Peccati and M. Viren (eds.), Financial Modeling, Physica-Verlag Publishers
Bacinello, Anna Rita; Ortu, Fulvio

Pricing Guaranteed Securities-Linked Life Insurance under Interest-Rate Risk

Proceedings of the 3rd AFIR International Colloquium, Rome
Ortu, Fulvio; Pressacco, F.

Viability and Completeness of Financial Markets in the Pricing of Options

Essays in Honor of Luciano Daboni, LINT Publ., Trieste
Girotto, Brunio; Ortu, Fulvio

Financial Markets Equilibrium and the Modigliani-Miller Theorem under Default-Risk: Some Remarks

Proceedings of the 9th AMASES Congress, Levico Terme, Italy