Davide Pettenuzzo, Ph.D.

About Me

Davide Pettenuzzo is Assistant Professor of Economics at Brandeis University. His research interests include time-series econometrics, Bayesian econometrics, asset allocation, portfolio optimization, and econometric methods in finance. He serves as an associate editor for the Journal of Business and Economic Statistics and the Journal of Financial Econometrics. At Brandeis University, he teaches econometrics both at the undergraduate and graduate level, as well as Financial Economics.

Prior to joining Brandeis University, Professor Pettenuzzo worked for the economic consulting firm Bates White, LLC , where he specialized in applying econometrics methods to quantify damages in antitrust litigations.

Professor Pettenuzzo earned a B.Sc. in Business and Economics from the University of Verona, a M.A. in Economics from CORIPE Piemonte, and a Ph.D. in Economics from Bocconi University.