Alessandro Beber

Alessandro Beber is a Professor in Finance. Prior to joining Cass, Alessandro held teaching and research positions at several universities, including Amsterdam Business School, HEC Lausanne, the Wharton School of the University of Pennsylvania, Columbia University GSB, and the London Business School. Professor Beber conducts empirical and theoretical research in Finance. His current work focuses on liquidity and asset pricing, risk management, currency and fixed income markets, and financial econometrics. His research has appeared in leading academic journals, including the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, the Journal of Monetary Economics, the Review of Finance, and the Journal of Corporate Finance. Alessandro is also a Research Fellow of the Center for Economic Policy Research (CEPR). Alessandro won the prize for the best symposium paper at the European Finance Association Conference in 2003 for his research on macroeconomic news and investor preferences and beliefs, the Goldman Sachs Asset Management Award for the best paper published in the Review of Finance in 2009, and various teaching awards at the University of Lausanne and at the Amsterdam Business School.

Qualifications

PhD in Economics & Management, St. Anna School of Advanced Studies, Italy

Visiting Appointments

• Research Affiliate, Center for Economic Policy Research (CEPR), Sep 2009 – Sep 2013
• Visiting Scholar, Columbia Graduate Business School, Jan – Jun 2006

Fellowships

Research Fellow, Center for Economic Policy Research (CEPR), Sep 2013 – present

Awards

• Institute for Quantitative Investment Research (2012) 2011/2012 prize for excellence. 2011/2012 prize for excellence for the paper "Short Selling Bans Around the World" and its presentation
• European Finance Association (2009) Barclays Global Investors Prize
• Goldman Sachs Asset Management Prize for the best paper published in the Review of
• Finance for "Resolving Macroeconomic Uncertainty in Stock and Bond Markets" presented at the 2009 European Finance Association meeting.

Expertise

Primary Topics

• Finance
• Financial Econometrics
• Financial Economics
• Financial Markets
• Fixed-Income Investments
• Fund Management
• Futures & Options
• Hedge Funds

Research Topics

Liquidity Risk

Pricing liquidity risk when investors have heterogeneous investment horizons

Economic Cycles

Real-time measurement of macroeconomic conditions and impact on asset markets

Editorial Activities (14)

• Econometrica, Referee, 2012 – present.
• Journal of Financial and Quantitative Analysis, Referee, 2003 – present.
• Journal of FInancial Economics, Referee, 2003 – present.
• Journal of Financial Intermediation, Referee, 2003 – present.
• Journal of Financial Markets, Referee, 2003 – present.
• Journal of International Money and Finance, Referee, 2003 – present.
• Journal of Monetary Economics, Referee, 2003 – present.
• Journal of Money Credit and Banking, Referee, 2003 – present.
• Management Science, Referee, 2003 – present.
• Review of Economic Studies, Referee, 2003 – present.
• Review of Finance, Referee, 2003 – present.
• Review of Financial Studies, Referee, 2003 – present.
• Finance Research Letters, Referee, 2003 – present.
• Journal of Finance, Referee, 2003 – present.