Andrea Beltratti

发布者:高飞发布时间:2015-01-15浏览次数:176

Andrea Beltratti 现为博科尼(Bocconi)大学经济学教授,意大利联合圣保罗银行(Intesa Sanpaolo)管理委员会主席。


教育经历:

1989 耶鲁大学经济学 博士(导师:Prof. Robert Shiller);

1982 都灵大学(University of Torino)经济学 本科


工作经历:

President of the Management Board, Intesa Sanpaolo, 2010-today;

Independent board member, Eurizon Capital, 2004-2010;

Independent board member, Eurizon Alternative Investments,.2003-2010;

Independent board member, Assogestioni, 2007-2010;

Board member, Biverbanca, 2009-2010;

Board member, pension fund, Bocconi University, 2006-2009;

Independent board member, RAS asset management, 2002-2004;


主要论文:

Breaks and persistency: macroeconomic causes of stock market volatility, Journal of Econometrics, 2006, 131, 151-177 (with C. Morana)

Structural breaks in the volatility of the Fama-French factors, Applied Financial Economics, 2006, 16, 1-15 (with C. Morana)

Estimating long memory in the mark-dollar exchange rate with high frequency data, Applied Financial Economics Letters, 2006, 6, 361-64, (con C. Morana)

Does the stock market affect income distribution? Some empirical evidence for the US, Applied Economics Letters, 2007, 14, 99-104 (with C. Morana)

A portfolio based evaluation of affine term structure models, Annals of Operations Research, 2007, Annals of Operations Research, 151, 193-222 (with P. Colla)

Potential drawbacks of price-based accounting in the insurance sector, Geneva Papers, 2007, 32, 163-177 (with G. Corvino)

Aggregate hedge funds flows and returns, Applied Financial Economics, 2008, 18, 1755-1764 (with C. Morana)

Comovements in international stock markets, Journal of International Financial Markets, Institutions & Money, 2008, 18, 31-45, (with C. Morana)

Why are insurance companies different?, The limits of convergence among financial institutions, Geneva Papers, 2008, 33, 363-388 (with G. Corvino)

Net inflows an time-varying alphas: The case of hedge funds, Quantitative and Qualitative Analysis in Social Sciences, 2010, forthcoming (with C. Morana)

International house prices and macroeconomic fluctuations, Journal of Banking and Finance, 2010, 34, 533-545 (with C. Morana)

The credit crisis around the globe: Why did some banks perform better?, Journal of Financial Economics, 2012 (already published as NBER working paper n. 15180, with R. Stulz)

The stock market reaction to the 2005 non-tradable share reform in China, Pacific-Basin Finance Journal, 2012 (already published as European Central Bank working paper series no. 1339, ECB, Frankfurt, with Bernardo Bortolotti e Marianna Caccavaio)