Paolo Porchia
Assistant Professor at IE Business School
Schools
- IE Business School
Links
Biography
IE Business School
Paolo Porchia is currently Lecturer in Finance and a Fellow of the CASMEF Institute at the LUISS University in Rome, and a project collaborator at the University of Rome III. Previously, he has been Assistant Professor of Finance at the IE Business School in Madrid (2010-17), at the University of St. Gallen (2006-10), and a Post-Doctoral fellow in the latter institution (2005-2006). He holds a PhD in Finance from the University of Lugano (USI).
Companies
- Assistant Professor IE Business School
Publications
- Ambiguity Aversion and the Term Structure of Interest Rates, 2009 (with Patrick Gagliardini and Fabio Trojani). Review of Financial Studies. 22(10), 4157-4188.
- Correlation Risk and Optimal Portfolio Choice, 2010 (with Andrea Buraschi and Fabio Trojani). Journal of Finance. 65(1), 393-420.
Working papers
- An Heterogeneous-Agents RBC Model with Monopolistic Competition, 2019 (with Lilia Cavallari and Stefano D'Addona)
- Policy Announcements in FX Markets, 2015 (with Philippe Mueller and Andrea Vedolin).
- Asset Pricing with Fiscal Uncertainty, 2015 (with Philippe Mueller and Andrea Vedolin).
- Dynamic Networks and Asset Pricing, 2014 (with Andrea Buraschi). Revise and resubmit at the Review of Finance
- A Real Options Analysis of Dual Labor Markets and the Single Labor Contract, 2012 (with Pedro Gete).
- Fertility and Consumption when Having a Child is a Risky Investment, 2011 (with Pedro Gete).
- Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous Orchards, 2011 (with Andrea Buraschi and Fabio Trojani). Best Paper Award at the 2012 EFMA Annual Meeting, Barcelona, Spain.
- A General Treatment of Equilibrium under Ambiguity, 2004 (with Fabio Trojani)
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