About

Welcome to my blog, which is dedicated to the issues at the core of my research and consulting activities, namely how financial markets work, the best way to go about managing assets and wealth, and how to measure and manage economic performance. In this space, I hope you will find useful information and links. If you cannot find the answer here to your query, be sure to contact me and tell me about it. I hope that, this way, both you and me will have an opportunity to learn and share ideas.

But perhaps I should first introduce myself and tell you a little about my experience and qualifications.

In the first part of my career, I worked as an option trader and was a market maker on the Milan equity option market. I subsequently became the head of a relatively large financial engineering desk structuring financial products for retails customers and captive institutional investors. In the second part of my career, after gaining a PhD in Finance and while keeping in touch with the financial industry in a consulting role, I moved to academia. After a one-year post-doc in the Finance department of New York University Stern Business School and a short spell at Queen’s University Belfast, where I taught International Finance, I joined Dublin City University where I am the director of the MSc in Finance & Capital Markets program. I am also an adjunct professor of Financial Engineering at the University of Salento in Italy.

I teach financial engineering, investments and risk management, both to postgraduate students and in post-experience executive courses geared towards industry professionals. My research expertise includes models of financial volatility (e.g. multivariate GARCH), pricing and valuation, mutual and hedge funds performance attribution, equity and FX trading strategies and I am probably best known for my work on asset pricing in a non mean-variance world. My research has been published in highly reputed peer reviewed journals, such as the Journal of Banking and Finance and European Financial Management, and I regularly contribute to practitioner-oriented books on portfolio and risk management. My consulting activities include advising banks on risk and capital management and on value creation policies that link incentives to performance.

So, there I am…feel free to browse my blog and give me feedback.

Valerio

Further details on my career, research, publications and consultancy work can be found on my website, www.valeriopoti.com, and on my personal webpage on the College website, http://www.dcu.ie/info/staff_member.php?id_no=2177, and on my National Bureau of Economic Research (NBER) webpage,  http://www.nber.org/authors/valerio_potg.