Faculty & Research


Davide Pettenuzzo

Assistant Professor of Economics

Specializations:

Time-series econometrics
Bayesian econometrics
Econometric methods in finance

Degrees:

  • Bocconi University, Ph.D.
  • CORIPE Piemonte, M.A.
  • University of Verona, B.Sc.

Courses Taught:

  • ECON 171a
    Financial Economics
  • ECON 184b
    Econometrics
  • ECON 312a
    Advanced Econometrics II
  • EL 94a
    Experiential Learning Practicum

Profile:

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.

Awards & Honors:

  • (2013) Theodore and Jane Norman Fund for Faculty Research and Creative Projects
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Davide Pettenuzzo