Speaker Bio
Andrea Buraschi is a Professor, Chair in Finance at Imperial College. An accomplished teacher and scholar, he has joined Imperial after holding posts at Columbia University, The University of Chicago GSB, London Business School, and USC in Los Angeles.
Andrea won the 2006 Inquire Europe Award for his work on “Correlation Risk and Optimal Portfolio Choice”, the 1999 WFA Award in Investments and the Teacher of the Year Award at London Business School. His research interests include asset pricing, derivatives, fixed income, risk management and corporate finance.
Andrea has consulted for the Bank of Italy on Risk Measurement issues and for other investment banks including J.P. Morgan, Paribas, Merrill Lynch, Investment Bank of Japan, Price Waterhouse.
Andrea was also the founder and the director of the Graduate Program in Quantitative Finance and Insurance at Bocconi University (1998-2000).
Source: http://www3.imperial.ac.uk/people/a.buraschi
Abstract
On 29 November, Professor Andrea Buraschi will explain how disagreements between experts should be factored into decision making in his inaugural lecture,
Watching and understanding markets, one sees that during periods of high uncertainty the link between fundamental risk and expected returns changes. These periods of uncertainty are characterized by large difference of opinions on the state of the economy or a company’s health. However this divergence of opinion is lost using current analysis.
In his lecture, Prof. Buraschi will present a survey of his contributions on this topic. He will focus on two markets: credit risk and foreign exchange markets.
Tea reception at 17.15. Drinks reception at 18.30.
RSVP: Admission is free, but registration in advance is required. Please email tbs.event@imperial.ac.uk before Monday 26 November to register.