Scholarship and Biography

Davide Pettenuzzo is a Professor of Financial Econometrics in the Brandeis International Business School. His research interests include time-series econometrics, Bayesian econometrics, asset allocation, portfolio optimization, and econometric methods in finance. He serves as an associate editor for the Journal of Financial Econometrics. At Brandeis University, he teaches econometrics at the undergraduate and graduate levels, as well as Financial Economics.


Prior to joining Brandeis University, Professor Pettenuzzo worked for the economic consulting firm Bates White, LLC , where he specialized in applying econometrics methods to quantify damages in antitrust litigations.


Professor Pettenuzzo earned a B.Sc. in Business and Economics from the University of Verona, a M.A. in Economics from CORIPE Piemonte, and a Ph.D. in Economics from Bocconi University.

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Honors

Theodore and Jane Norman Fund for Faculty Research and Creative Projects
Brandeis University (United States, Waltham), 2013, 2015-2017
Kermit H. Perlmutter Fellowship Award for Teaching Excellence
Brandeis University (United States, Waltham), 2014
Brandeis University Research Innovation Awards
Brandeis University (United States, Waltham), 2016
Honoree, Brandeis Senior Week Faculty & Staff Appreciation Event
Brandeis University (United States, Waltham), 2017
Inquire Europe Research Grant
Institute for Quantitative Research in Europe, 2017; 2020-2021

Organizational Affiliations

Professor of Financial Econometrics in the Brandeis International Business School, Brandeis International Business School, Brandeis University

Affiliated Faculty, Department of Economics, Brandeis University

Program Director, Master of Science in Finance, Brandeis International Business School, Brandeis University

Education

Università Bocconi
Ph.D.
Università degli Studi di Verona
B.Sc.