Sofonias Alemu Korsaye, PhD
Assistant Professor
| Academic Area | Finance |
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| Areas of Interest | Asset Pricing, Machine Learning, Financial Econometrics |
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Dr. Sofonias Alemu Korsaye's research interests lie in both Theoretical and Empirical Asset Pricing, with emphasis on two key areas: firstly, the implications of market frictions on asset prices and investors' subjective beliefs; and secondly, the development of Machine Learning techniques suitable for Asset Pricing problems.
He earned his Ph.D. in Finance from the University of Geneva and the Swiss Finance Institute. Prior to my Ph.D. studies, and received a Bachelor's degree in Mathematics and a Master's degree in Finance and Banking from the University of Rome Tor Vergata.
Education
- PhD, Swiss Finance Institute
- MSc, University of Rome Tor Vergata
- BA, University of Rome Tor Vergata
Teaching
Current
- Statistical analysis
Research
Selected publications
- Sofonias Alemu Korsaye, Fabio Trojani, and Andrea Vedolin. The global factor structure of exchange rates. Journal of Financial Economics, 148(1):21–46, 2023.
Working papers
- Sofonias Alemu Korsaye, Fabio Trojani, and Alberto Quaini. Smart Stochastic Discount Factors. 2. Sofonias Alemu Korsaye. Investor Beliefs and Market Frictions.
Honors and distinctions
- The Brattle Group Ph.D. Candidate Awards for Outstanding Research at the WFA 2023
- Swiss National Science Doc Mobility Grant 2022