Back to Bocconi: Massimo Guidolin

He's back in Bocconi after years of work in the US and UK. Massimo Guidolin, 42, joined the Department of Finance as full professor at the beginning of the 2010-2011 academic year coming from Manchester Business School, but he graduated at Bocconi in 1993 and worked as a junior researcher at the Paolo Baffi Centre the following year.

He never severed the link to his alma mater, but he developed his career abroad, obtaining a PhD from University of California, San Diego, and working for the University of Virginia, Federal Reserve Bank of St. Louis and Manchester Business School.

"My scientific interest is applied econometrics", he explains, "statistical analysis of data, time series in particular. I've covered diverse research areas, but my main topics are pricing, portfolio choice and risk management. I use economic methods in order to evaluate the use of statistical methods in finance. At the end of the day, my question is: How much economic value (profits, portfolio returns) can be produced using the right econometrics?".

The reasons for his return to Bocconi have nothing to do with Milan or Italy. "I would have joined Bocconi even if it were placed anywhere else", he says. "The point is that, as an outsider, I could watch the progress Bocconi made in the last decade and in this Department I've found fertile ground for my research interests. There are colleagues, such as Carlo Favero, using methods akin to mine, and there are many banking specialists: my kind of analysis needs continuous dialogue with academics who study the interaction between markets and financial intermediaries if you don't want to risk abstractness, and my colleagues provide me with such a dialogue".