Claudio Tebaldi has been an Associate Professor at Bocconi University since 2011. He has held the National Qualification to Full Professorship in Quantitative Methods for Economics, Finance, and Insurance since 2015. He has received international prizes for his research: Best Paper in Derivatives for the NFA 2019 and the Best Paper of the Swiss Econometrics and Finance Society meeting 2007. He serves as Managing Editor the journal Quantitative Finance. He has been invited by and visits on a regular basis many private and public research and policy institutions including UCLA, NYU, NORDITA, the University of Copenhagen, the Federal Reserve Board, ECB Deutsche Bundesbank, EC Directorate for Financial Affairs, and Bloomberg.
His research interests are interdisciplinary. In the area of financial economics, they are mainly focused on assets, derivative pricing, and risk management. In the area of mathematical and physical sciences, his research is focused on complexity theory and collective phenomena. You might wonder what these topics have in common: adoption of new information technologies is reshaping the economy and the behavior of financial markets is becoming more and more similar to that of the ‘complex systems’ we observe in nature. The goal of his research is twofold: first, showing that properly framed, simple economic principles produce a credible description of these collective outcomes. Second, identifying robust and efficient decision rules and regulation approaches relying on advanced statistical methods (e.g., machine learning or big data analysis) to help individuals facing this risky environment.