About me

I am an Assistant Professor at the Finance Department (DRM) at Université Paris Dauphine - PSL.

I obtained my PhD in Economics from the University of Warwick in June 2025.

My research lies at the intersection of econometrics, time series and financial econometrics, with a particular focus on asset returns and macroeconomic data.

E-mail: amedeo.andriollo[at]dauphine.psl.eu

Research

(feedback is welcome!)

Working Papers

• “Causality versus Serial Correlation: an Asymmetric Portmanteau Test”. 2026.
  SSRN. Recipient of the 2025 Carlo Giannini prize.

• “Misspecification and Weak Identification in the Nontraded Factor Zoo”. 2025.
  with Cesare Robotti, Giulio Rossetti and Xinyi Zhang.
  WP link.
  Data: Nontraded Factor Zoo (monthly).

• “On the statistical properties of tests of parameter restrictions in beta-pricing models with a large number of assets”. 2025.
  with Cesare Robotti and Giulio Rossetti.
  WP link.

Works in Progress

• “Social Interactions under Cluster Dependence”. with Luis E. Candelaria.

• “Clustering Risk in Corporate Bonds”. with Giulio Rossetti.

• “Demand and Supply in Commodity Markets”. with Evgenia Passari and Michel A. Robe.

• “Theories as Regularizers”. with Juan F. Imbet.

Teaching

• Université Paris Dauphine – PSL.
  Master level: Business Analytics (M2-270), 2025.

  Master level: Empirical Asset Pricing, 2026.

• University of Warwick.
  Postgraduate level: EC9A3 Advanced Econometric Theory, 2021-4, taught by Eric Renault and Luis Candelaria.

  Undergraduate level: EC226 Econometrics, 2021-2, taught by Jeremy Smith and Kenichi Nagasawa; EC204 Economics 2, 2021, taught by Jennifer Smith; EC201 Macroeconomics 2, 2021, taught by Roberto Pancrazi.

• Queen Mary University of London.
  Graduate level: Economics of Inequality (EMAP), 2022, taught by Sang Yoon Lee.

• University of Bologna.
  Graduate level: Macroeonomics 3, 2018, taught by Laura Bottazzi.