My research expertise and training are those of a Financial Economist. I joined the University of Alberta in 2005, right after completing my Ph.D. in Economics (with concentration in Financial Economics) at the Krannert School of Business (Purdue University). I obtained my Master in Economics at the same institution in 2003. Previously I earned an Italian Doctoral degree in Mathematical Finance (2002) from the University of Brescia and a Laurea (Bachelor +MA thesis) in Mathematics from the University of Milan (1998).
My early research contributions, stemming from my doctoral work, are in the field of General Equilibrium in asset markets, and examine the role of derivative contracts in efficient markets in infinite dimensional spaces (Lp spaces).
More recently I have been expanding my expertise in the field of Financial Economics. The latest financial crisis has had a significant impact in shaping my current research agenda. In fact, my interests veered from debating how derivatives help making a competitive security market more likely to deliver efficient allocations to examining the causes of market instability, with a focus on information transmission, cross-asset flights and negative contagion. This surge of interest in market instability has been probably reinforced by a family life blessed by lively young kids.