Welcome to my web page

        Alessio Saretto

        Anderson Graduate School of Management
        Department of Finance
        University of California, Los Angeles

        110 Westwood Plaza, Box 951481
         Los Angeles, CA 90095-1481
         Tel: 310.825.8160
         Fax: 310.206.5455
         Email: asaretto@anderson.ucla.edu

Curriculum Vitae

Education

• PhD candidate in finance, UCLA

• PhD Mathematical Finance, University of Brescia (Italy)

• Master in International Economics, Catholic University of Milan (Italy)

• BA in Business Administration, University of Verona (Italy)

Working Papers

• Option Returns and the Cross-Sectional Predictability of Implied Volatility (job market paper)

• Option Strategies: Good Deals and Margin Calls (with Pedro Santa-Clara)

• Predicting and Pricing the Probability of Default

Research Interest

Empirical Asset Pricing, Derivatives