Prof. Federico Nardari

    Quantitative asset allocation

    Forecasting of asset returns, volatilities, and correlations

    Mutual fund performance measurement

  • Country Expertise
    United States
Prof. Federico Nardari
Prof. Federico Nardari

Professional Information

An expert in empirical asset pricing, Federico is Professor of Finance in the Faculty of Business and Economics (FBE) at The University of Melbourne where he teaches Derivatives Securities to undergraduates and Advanced Empirical Finance to Ph.D. students.

An experienced consultant, Federico has advised a variety of investment firms on issues of option pricing, portfolio management, time-series data analysis, and forecasting.

Federico’s recent research focuses on the empirical analysis of asset allocation strategies, as well as on the assessment and determinants of mutual fund performance and of fund managers’ skill. His work has been published in leading finance and econometrics journals, including the Review of Financial Studies, the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, the Journal of Econometrics, and the Review of Economics and Statistics.

Federico has previously held positions at Arizona State University and the University of Houston, where he Investments, International Finance, and Empirical Research Methods. He received his Ph.D. and MSBA in Finance from Washington University on Saint Louis, USA, and his B.S. from the University of Bergamo, Italy.

Federico is a charter member of Pelham Associates.