Federico Nardari is an Associate Professor of Finance at the C.T. Bauer College of Business, University of Houston, where he joined the Faculty in 2008. He received a Ph.D. and an MSBA in Finance from the Olin School of Business at Washington University in Saint Louis, a B.S. in Business Administration with concentration in Finance from the University of Bergamo, Italy.
Dr. Nardari's primary research interests are in the area of empirical asset pricing and financial econometrics, with a particular focus on return predictability, stochastic volatility, risk-return tradeoffs, the relations between financial markets and the macro-economy, the determinants of trading activity, and the measurement of mutual funds performance. He has published several research papers in leading academic journals such as Review of Financial Studies, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Econometrics, and Review of Economics and Statistics.
Dr. Nardari has an extensive teaching experience at the graduate (MBA and Professional MBA) and undergraduate level, having taught Derivatives, Investments, Managerial Finance and International Finance. In 2003 he was nominated among ASU Outstanding Faculty by the Business Week Guide to the Best Business Schools.
- Asset Pricing
- Mutual Fund Performance Evaluation
- Trading Activity
- International Finance
- Financial Econometrics
Academic Associations & Editorial Boards
Washington University (St. Louis, MO)
John M. Olin School of Business
Ph.D. in Finance (1999)
M.S.B.A. in Finance (1994)
University of Bergamo (Bergamo, Italy)
BS in Economics and Business
Specialization in Finance