Federico M. Bandi, PhD is the James Carey Endowed Professor in Business. He joined the Johns Hopkins Carey Business School in 2009. He is a professor in the research track with expertise in finance and economics.
Education
- PhD, Economics, Yale University
- MA, Economics, Yale University
- MA, Economics, Bocconi University
Research
Selected Publications
- "OTDE option pricing" (with Nicola Fusari and Roberto Reno') Journal of Finance, forthcoming
- "Spectral factor models" (with Shomesh Chaudhuri, Andrew Lo and Andrea Tamoni) Journal of Financial Economics, 142 (2021) 214-238
- "EXcess Idle Time" (with Davide Pirino and Roberto Reno') Econometrica, 85 (2017) 1793-1846
- “Nonparametric nonstationarity tests” (with Valentina Corradi) Econometric Theory, 30 (2014) 127-149
Works in Progress
- AI compute asset pricing (with Yinan Su)
- High- frequency econometrics with endogenous sampling (with Davide Pirino)
- Signature-based local expansions (with Roberto Reno' and Sara Svaluto- Ferro)
Teaching
Current
- Nonlinear econometrics for finance
Previous
- Derivatives
Honors & Distinctions
- 2025 Inducted Fellow of the Journal of Econometrics
- 2024 Elected Fellow of the International Association for Applied Econometrics
- 2020 Johns Hopkins' Alumni Association Excellence in Teaching Award
- 2016 Johns Hopkins' Alumni Association Excellence in Teaching Award
- 2013 Elected Fellow of the Society of Financial Econometrics
- 2010 Hillel J. Einhorn Award for Excellence in Teaching (Chicago Booth Executive MBA program)
- 2007 Hillel J. Einhorn Award for Excellence in Teaching (Chicago Booth Executive MBA program)
- 2006 Hillel J. Einhorn Award for Excellence in Teaching (Chicago Booth Executive MBA program)