Massimo Guidolin

Curriculum Vitae

Full Professor of the Department of Finance at Bocconi University.


1993, Laurea in Economics Summa cum Laude, from Bocconi University.

1997, M.Phil. in Economics from University of California, San Diego.

2000, Ph.D. in Economics from University of California, San Diego.


Academic position and/or Professional activities

I hold a Ph.D. from University of California, San Diego (year 2000). My curriculum lists periods of employment with the University of Virginia as an assistant professor in financial economics, the Federal Reserve Bank of St. Louis at first as a senior economist and then as an Assistant Vice-President (Financial Markets), and the Accounting and Finance department of Manchester Business School as a chaired full professor in Finance. 

I have also taught courses or held short-term positions at variety of instiutions around the world, such as Collegio Carlo Alberto (University of Turin), Olin Business School (Washington University in St. Louis), the Center for Research on Pensions and Welfare (CERP, University of Turin), the University of Insubria (Varese), and Universite' de Montreal in Canada. My teaching has spanned corporate finance, asset pricing theory, empirical finance, derivative pricing, and of course, econometrics both the undergraduate and graduate (MSc. and doctoral) levels.

I have published in top economics, econometrics, and finance outlets such as the American Economic Review, the Journal of Financial Economics, the Journal of Econometrics, the Review of Financial Studies, and the Economic Journal. He serves on the editorial board of a number of journals, among them the Journal of Economic Dynamics and Control (Elsevier Press), the International Journal of Forecasting (Elsevier), and the Journal of Banking and Finance (Elsevier).

Since 2013 I have been directing Bocconi's FT-ranked (9th) MSc. in Finance.


Research Interests

My research spans a number of topics, going from non-linear time series models (such models with regimes, thresholds, and structural breaks) in finance and macroeconomics, methods and models in forecasting, applied dynamic portfolio choice in the presence of predictable asset returns, empirical option pricing, and asset pricing models with learning and belief dynamics. Recently, I have also been involved in research projects concerning the use of event studies to quantify the economic impact of events of political nature, the economics of the incentive structure affecting the actions of financial analysts, and the role of ambiguity in asset pricing and portfolio choice models.