Alberto G. Rossi

University of Maryland

Professor Rossi's research interests include theoretical and empirical asset pricing, portfolio choice and financial econometrics. His recent work concentrates on optimal investment strategies in the presence of information costs, model combination approaches for portfolio choice, and the risk-return trade-off in financial markets. He also studies pension fund performance, stock return predictability and commodity markets.

Professor Rossi's work has been published in leading academic journals such as the Journal of Finance. His teaching interests include econometrics, investments and asset pricing. Before joining the Smith School, he worked as an economist at the Board of Governors of the Federal Reserve System in Washington DC. He received his PhD in Economics from the University of California, San Diego.