Rate My Professor Federico Nardari

Federico Nardari is Professor of Finance at the University of Melbourne's Faculty of Business and Economics, a position he has held since 2014. He also serves as Joint Deputy Head of Department (Research and Engagement) in the Finance Department. Nardari obtained his PhD in Finance from Washington University in St. Louis (John M. Olin School of Business) in 1999, an MSBA in Finance from the same institution in 1994, and a BS (with highest honors) in Economics and Business, specializing in Finance, from the University of Bergamo in 1990. Before joining the University of Melbourne, he was Associate Professor of Finance at the C.T. Bauer College of Business, University of Houston (2008–2014), Assistant Professor of Finance at the same institution prior to that, and Assistant Professor of Finance at the W.P. Carey School of Business, Arizona State University (1999–2008).

His research specializes in financial econometrics and economics, with interests in volatility and correlation modeling, forecasting, Bayesian methods, asset allocation, portfolio choice, the relationship between financial markets and the macroeconomy, mutual fund performance, and trading activity. Nardari has made significant contributions to the field through publications in premier journals. Key works include "Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments" (with Xin Gao, Journal of Financial and Quantitative Analysis, 2018), "Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets" (with John Griffin and Patrick Kelly, Review of Financial Studies, 2010), "Time-Varying Short-Horizon Predictability" (with Samuel Henkel and J. Spencer Martin, Journal of Financial Economics, 2011), "Analysis of High Dimensional Multivariate Stochastic Volatility Models" (with Siddhartha Chib and Neil Shephard, Journal of Econometrics, 2006), and "Investors Do Respond to Poor Mutual Fund Performance: Evidence from Inflows and Outflows" (with George Cashman, Daniel Deli, and Sriram Villupuram, Financial Review, 2012), which won the Best Paper Award for the Financial Review in 2012. He acts as an ad hoc referee for leading journals such as the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, and Journal of Financial and Quantitative Analysis.