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Faculty Profile: Davide Pettenuzzo

Davide Pettenuzzo

Assistant Professor of Economics

Specializations:
Time-series econometrics
Bayesian econometrics
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. He serves as an associate editor for the Journal of Business and Economic Statistics and the Journal of Financial Econometrics. At Brandeis University, he teaches econometrics both at the undergraduate and graduate level, as well as Financial Economics.

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.

Professor Pettenuzzo earned a B.Sc. in Business and Economics from the University of Verona, a M.A. in Economics from CORIPE Piemonte, and a Ph.D. in Economics from Bocconi University.

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


Publications:

Awards & Honors:
  • (2016) Brandeis University Research Innovation Awards
  • (2016) Theodore and Jane Norman Fund for Faculty Research and Creative Projects
  • (2015) Theodore and Jane Norman Fund for Faculty Research and Creative Projects
  • (2014) Kermit H. Perlmutter Fellowship Award for Teaching Excellence
  • (2013) Theodore and Jane Norman Fund for Faculty Research and Creative Projects