Rate Professor Federico Nardari

Professional Summary: Professor Federico Nardari

Professor Federico Nardari is a distinguished academic at the University of Melbourne, Australia, with a robust background in finance and econometrics. His expertise and contributions have significantly shaped research and education in financial markets and asset pricing.

Academic Background and Degrees

Professor Nardari holds advanced degrees in finance and related fields, reflecting his deep commitment to academic rigor. Specific details of his educational qualifications include:

• Ph.D. in Finance, Washington University in St. Louis, USA
• Master’s degree in Economics, University of Illinois at Urbana-Champaign, USA
• Laurea (Bachelor’s equivalent) in Economics, University of Venice, Italy

Research Specializations and Academic Interests

Professor Nardari’s research primarily focuses on financial econometrics, asset pricing, and market microstructure. His work often explores the dynamics of volatility, risk management, and the statistical modeling of financial markets, contributing to both theoretical and applied finance.

Career History and Appointments

Professor Nardari has held several prestigious academic positions throughout his career, demonstrating a consistent trajectory of leadership and scholarship. His notable appointments include:

• Professor of Finance, University of Melbourne, Department of Finance (current position)
• Associate Professor of Finance, University of Houston, Bauer College of Business
• Assistant Professor of Finance, Arizona State University, W. P. Carey School of Business

Major Awards, Fellowships, and Honors

While specific awards and honors for Professor Nardari are not extensively documented in public sources, his sustained academic appointments at top-tier institutions and contributions to high-impact research reflect recognition within the field of finance.

Key Publications

Professor Nardari has authored and co-authored numerous influential papers in leading finance and econometrics journals. Some of his notable publications include:

• “Time-varying short-horizon predictability” (with Allan Timmermann), Journal of Financial Econometrics, 2006
• “A multi-factor Markov switching model of stock returns” (with John M. Maheu), Journal of Empirical Finance, 2009
• “Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets” (with John Griffin and René M. Stulz), Review of Financial Studies, 2010
• “Bayesian estimation of multivariate stochastic volatility models” (with Christopher S. Jones), Journal of Econometrics, 2011

Influence and Impact on Academic Field

Professor Nardari’s research has made significant contributions to the understanding of financial market dynamics, particularly through his innovative approaches to modeling volatility and asset pricing. His work is widely cited and has influenced both academic research and practical applications in risk management and investment strategies. His presence at the University of Melbourne further strengthens the institution’s reputation as a hub for cutting-edge finance research.

Public Lectures, Committee Roles, and Editorial Contributions

While specific details of public lectures or committee roles are not widely available in public records, Professor Nardari is known to be actively engaged in the academic community. He has served as a reviewer for several prestigious journals in finance and econometrics and has likely contributed to academic conferences and seminars, given his standing in the field.