Resume (for pdf click here 
)
Latest update: 5/6/08
Education
New York University , New York, NY.
Ph.D. in Economics, September 2006.
Università commerciale L. Bocconi ,
Milan, Italy.
M.A. in Economics, July 2001.
B.A. in Economics, October 2000.
Univeristy of California San Diego , San
Diego, CA.
Visiting Scholar: Spring 1999, Summers 2003 and 2004.
Work experience
Assistant Professor of Finance , University of
North Carolina at Chapel Hill, Kenan-Flagler Business School (July 2006 -
present)
Visiting Positions
Assistant Professor of Finance, New York
University, Leonard Stern School of Business, Department of Finance (Sep/07 –
May/08)
Visiting Scholar, Federal Reserve Bank of
Minneapolis (August 2007)
Publications
in peer refereed journals
1. `Testing and valuing dynamic correlations for asset allocation', with R.F. Engle, Journal of Business and Economic Statistics, Volume 24, Number 2, April 2006, pp. 238-253.
2. `Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas', with T. Cogley and T. Sargent, Journal of Money Credit and Banking, Volume 39, Iss. 2, February 2007, pp. 67-100.
3. `Robusteness and US Monetary Policy Experimentation’, with T.Cogley, L.P.Hansen, and T.J.Sargent, forthcoming Journal of Money Credit and Banking.
Other
publications
4. `Term structure of risk, the role of Known and Unknown Risks and Non-stationary Distributions.', with R.F. Engle, March 2007. Forthcoming in The Known, the Unknown and the Unknowable in Financial Risk Management, edited by Francis X. Diebold.
Working
papers
`Risk-sharing for the long-run. The gains from
financial integration’, with M.M.Croce,
April ’08.
`Risks for the long run and the real exchange
rate', with M.M. Croce, March '08 (under revision)
‘A
component model for dynamic correlations’, with R.F. Engle and E. Ghysels, June 2007.
`On the existence of the exchange rate when
agents have complete home bias and non-time separable preferences', Nov '06.
`Multiperiod asset allocation with dynamic
volatilities', with R.F. Engle, Apr '04.
Work
in progress
`Six anomalies looking for a model. A
consumption based explanation of international finance puzzles.'
‘MIDAS meets Long-Run Risk. A high-frequency
identification of low-frequency risk’, with M.M.
Croce and Eric Ghysels.
‘Risk Management with Short and Long Run
Dynamics in Correlations’, with R.F.
Engle and E. Ghysels.
Referee American Economic Review (2), Journal of Finance, Journal of Financial Econometrics, Journal of Monetary Economics (2), Journal of Political Economy (2), Economic Letters, Management Science, Quantitative Finance, B.E. Journal of Macroeconomics, Studies in Nonlinear Dynamics & Econometrics, Journal of International Economics (2).
Grants
Morgan Stanley, Equity Market Microstructure
Research Grant (with Eric Ghysels), 2007.
Honors
and awards
McCracken Fellowship (September 2001 – April 2006)
Fondazione Invernizzi Fellowship (September 2000
- June 2001).
B.A. in Economics summa cum laude
Provost's honors at UCSD.
Invited
seminars
2007-2008,
UNC (Finance), NYU (Finance).
2006-2007,
Duke (Finance), University of Minnesota (Economics).
2005-2006,
NYU (Economics), Washington University in St. Louis (Economics), Columbia
University (Economics), Federal Reserve Bank of New York, Fordham University
(Business school), University of Rochester (Simon School), Federal Reserve
Board, Federal Reserve Bank of St. Louis, Universitat Pompeu Fabra and CREI,
Washington University (Olin School of Business), University of North Carolina
at Chapel Hill (Kenan-Flagler School of Business), UCSD (Economics), Bank of
Canada, SUNY Albany (Economics), UCLA (Economics).
2003-2004,
NYU (Finance).
Conference
presentations
2007-2008,
Society for Economic Dynamics, annual meeting (Cambridge, MA, July 2008),
European Economic Association, annual meeting (Milan, Italy, August 2008).
2006-2007, North American Meeting of
the Econometric Society (Durham, NC, June 2007), International Symposium on
Financial Engineering and Risk Management (Beijing, June 2007).
2005-2006, NBER Asset Pricing Program
(Chicago, March 2006), Conference on Quantitative Evidence on Price
Determination, hosted jointly by the Federal Reserve Board of Governors and the
Journal of Money Credit and Banking (Washington D.C., USA. September 2005),
University of Chicago - New York University joint workshop (New York, USA.
September 2005).
2004-2005, Econometric Society World
Congress (London, UK. August 2005), Society for Economic Dynamics Annual
Meeting (Budapest, Hungary. June 2005), New York University -Bocconi joint
workshop (La Pietra, Firenze, Italy. June 2005), The Seventh Annual Financial
Econometrics Conference (Waterloo, Canada. March 2005), American Economic
Association Annual Meeting (Philadelphia, USA. January 2005), Conference on
Dynamic Stochastic General Equilibrium Models, (IMF, Washington D.C., April
2004).
Discussions
‘Deep Habits and the Cross Section of Expected
Returns’, by Jules H. van Binsbergen. American Finance Association, San
Francisco, January 2009 (scheduled).
‘Housing as a Measure for Long-Run Risk in Asset
Pricing’, by J. Fillat. American Finance Association, San Francisco, January 2009
(scheduled).
‘Learning,
Long-Run Risks and Asset Price Jumps’, by R. Bansal and Ivan Shaliastovich.
American Economic Association, New Orleans, January 2008.
‘Long Run Asset Allocation’, by R. Bansal and D.
Kiku. Western Finance Association, Big Sky, June 2007.
Teaching
experience
`Investments’, undergraduate, UNC at Chapel
Hill, Kenan-Flagler Business School. Spring 2007 and Spring 2009.
``Investments’’, MBA, UNC at Chapel Hill,
Kenan-Flagler Business School, Spring 2009.
`Foundations of Financial Markets’,
undergraduate, NYU, Stern School of Business. Fall 2007.