I’m an associate professor of Finance at ESC-Rennes School of Business located in the heart of lovely Brittany.
After completing my PhD at Caltech, I worked at Bocconi University in Italy and now I’m here, in the dpt. of Accounting and Finance. I conduct research in two main areas:
- Asset markets
- Experiments and – when necessary – theory, on trade and possible equilibration of asset markets (when the main motive for trade is risk sharing)
- Experiments asking whether asset markets can ameliorate limitations (of information, of computational ability or reasoning, etc.) of market participants
- Applied game theory. Experiments on game-theoretical models linked mostly to the study of labor relations, but not only
Econometrics I flirted with as a PhD student and keep coming back to whenever I find a chance to study some, either alone or with colleagues. As an experimentalist I am not so concerned with counterfactuals (we create them in the lab), but I find studying the statistics of causality and counterfactuals both fun and useful. Useful to keep up with what much of my profession is doing nowadays, and useful to keep the door open for a future where I may do more policy analysis and applied work, which is something I look forward to.