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
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)
Research Interest
Empirical Asset Pricing, Derivatives