Matteo Bagnara, Ph.D

• Selected Publications

  Author/s	Title	Area	Published
  Matteo Bagnara	Asset Pricing and Machine Learning: A Critical Review Journal of Economic Surveys	Financial Markets	2024

• SAFE Working Papers

  No.	Author/s	Title	Area
  358	Matteo Bagnara, Ruggero Jappelli	Liquidity Derivatives	Financial Markets
  397	Matteo Bagnara, Milad Goodarzi	Clustering-Based Sector Investing	Financial Markets
  424	Matteo Bagnara	The Economic Value of Cross-Predictability: A Performance-Based Measure	Financial Markets

• Completed Projects

  Researcher	Project	Funded by
  Matteo Bagnara, Nicole Branger, Mariano Massimiliano Croce, Ilya Dergunov, Robert F. Dittmar, Volker Flögel, Holger Kraft, Tatyana Marchuk, Christoph Meinerding, Alessandro Pollastri, Paulo Rodrigues, Satchit Sagade, Christian Schlag, Norman Seeger, Ivan Shaliastovich, Julian Thimme, Rüdiger Weber, Claudia Zunft	Risk Pricing and Trading	SAFE