Matteo Garzoli
Lugano
Given my knowledge in risk management, financial forecasting, and advanced analytical skills I am interested in a quantitative position in investment management, asset management or risk management.
Availability date
01.11.2021
Thesis Advisor
Alberto Plazzi
Research Interests
Risk Management, Financial Forecasting, Asset pricing
Research Papers
Garzoli, M., Plazzi, A. & Valkanov,R. (2021). Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency. Retrieved from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3798356.
Garzoli, M. & Plazzi, A. (2021). What drives corporate default rates? Evidence from a century of Swiss data. Unpublished Manuscript.
Languages
English, French, German, Italian