Asset Pricing, Financial Economics, Financial Econometrics, Portfolio Management, Corporate Finance, Machine Learning


CIRANO researcher, Federico Severino is an assistant professor at Laval University (FSA, Department of Finance, Insurance and Real Estate) since fall 2019. He has taught portfolio management, corporate finance, machine learning for business, discrete and continuous-time asset pricing and mathematics for economics and social sciences.

Holding a Ph.D. in Economics and Finance from Università Bocconi (Department of Finance) and a MS (2012) in Mathematics from Università degli Studi di Milano, he has been a Postdoctoral Assistant at USI Lugano (Faculty of Economics, IFIN).

His research interests cover asset pricing, financial economics and financial econometrics. In particular, he focused on the analysis of persistence in financial time series, the identification of martingale components in continuous-time asset prices and the study of long-term properties of stochastic discount factors.


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