Valentina
Raponi
Assistant Professor of Financial Management
• Ph.D. in Finance, Imperial College Business School
• Ph.D. in Methodological Statistics, University of Rome La Sapienza
• M.Sc in Econometrics and Mathematical Economics, London School of Economics and Political Science
• M.Sc in Statistics and Economics, University of Rome La Sapienza
• B.Sc in Statistics and Economics, University of Rome La Sapienza
Valentina Raponi is Assistant Professor at the Financial Management Department of IESE. She holds a Ph.D. in Finance from Imperial College Business School, a PhD in Methodological Statistics from the University of Rome La Sapienza, an MSc in Econometrics and Mathematical Economics from the London School of Economics and Political Science, an MSc in Statistics and Economics from the University of Rome La Sapienza and a BSc in Statistics and Economics from the University of Rome La Sapienza.
Her research interests include Financial Econometrics, Asset Pricing and Portfolio Choice, Econometric Theory and Machine Learning. Her dissertation has been published on the Review of Financial Studies.
Before joining IESE, Valentina has also worked as intern at the European Central Bank, the Bank of Italy and the Italian Ministry of Economy and Finance.
Areas of interest.
* Financial Econometrics
* Empirical asset pricing
* Asset pricing anomalies
* Portfolio Choice
* Econometric Theory
* Machine Learning