Giulio Girardi
Financial Economist
Office of Quantitative Research
Education Summary
- Ph.D. Economics, Suffolk University, 2012
- M.A. Economic Policy, Boston University, 2008
- M.S. Economics, University of Modena (Italy), 2005
- B.A. Economics, University of Modena (Italy), 2003
Fields of Interest
- Financial crises
- Government policy and regulation
- Applied time-series methods
- Risk management
- Systemic risk
- Financial Economist
- Division of Risk, Strategy and Financial Innovation
- U.S. Securities and Exchange Commission
- 2012–present
- Adjunct Professor
- College of Management
- University of Massachusetts
- 2012
- Adjunct Professor
- College of Professional Studies
- Northeastern University
- 2011–2012
- Adjunct Professor
- Department of Economics
- Suffolk University
- 2009–2011
- Economist (Intern)
- Department of Revenue, Office of Tax and Policy Analysis
- Massachusetts Government
- 2009
- Giulio Girardi and Tolga Ergun, Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR, 2013, Journal of Banking and Finance, Forthcoming.
- Giulio Girardi, Are the Benefits from International Diversification Eroding? Investigating the Extreme-Value Dependence of Country and Industry Portfolios.
- Giulio Girardi and Tolga Ergun, A New Approach to Portfolio Optimization with Left Tail Risk Measures.
- Giulio Girardi, How to Account for Interdependence of Risk in Financial Markets? A Comparison Across GARCH, EVT and Quantile Analysis for Conditional Value at Risk Estimation.
Conference Activities
- Paper presentation and discussant, 2012 Eastern Finance Association Conference
- Paper presentation, 2012 Conference on Hedge Funds, Market Liquidity and Systemic Risk
- Paper presentation, 2011 Convergence, Interconnectedness, and Crises: Insurance and Banking, Temple University Conference
- Paper presentation and discussant, 2011 Midwest Finance Association Conference (awarded prize for top 10 papers PhD students)
- Paper presentation and discussant, 2010 International Paris Finance Conference
University Presentations
- U.S. Securities and Exchange Commission, 2012
- Citizens Bank, 2012
- Cornerstone Research, 2012
