Econometric methods in finance
Davide Pettenuzzo is Assistant Professor of Economics at Brandeis University. His research interests include time-series econometrics, Bayesian econometrics, asset allocation, portfolio optimization, and econometric methods in finance. At Brandeis University, he teaches econometrics at both the undergraduate and graduate level.
Prior to joining Brandeis University, Professor Pettenuzzo worked for the economic consulting firm Bates White LLC, where he specialized in applying econometrics methods to quantify damages in antitrust litigations.
Bocconi University, Ph.D.
CORIPE Piemonte, M.A.
University of Verona, B.Sc.
Awards and Honors
Theodore and Jane Norman Fund for Faculty Research and Creative Projects (2013)
|ECON||312a||Advanced Econometrics II|
|EL||94a||Experiential Learning Practicum|