I am an Assistant Professor of Economics at Collegio Carlo Alberto and University of Turin, ESOMAS department.
PhD in Economics, 2022
Northwestern University, MEDS
MSc in Economics, 2016
BSc in Economics, 2014
A novel axiomatization of the smooth ambiguity model and the α-maximin expected utility criterion in a common setting under symmetry.
An axiomatization of the smooth ambiguity model in a social choice setting.
This is Part I of my Job Market paper, a characterization of correlation averse preferences in a risk setting (temporal lotteries). Part II will cover the case of ambiguity, to appear sometime this or next year.
We show that standard assumptions of recursivity of preferences imply constant absolute ambiguity aversion and derive a functional equation characterizing recursivity which we refer to as generalized rectangularity.
Develop nonlinear Sandwich Theorem and develop applications to mathematical finance.
Develop a choice-based theory robustness in a Bayesian setting with applications to climate mitigation and portfolio choice.
Provide the characterization of several convex pricing rules under the assumption of cash additivity.
Second Semester 2023, Office hours: Tuesday 15:30-16:30 Office 209 at CCA or by appointment.