PROF Federico Nardari

PROF Federico Nardari


  • Econometrics (Volatility and Correlation Modelling, Forecasting, Bayesian Methods)
  • Financial Economics (Asset Allocation, Portfolio Choice, Relation between Financial Markets and Macro Economy, Mutual Funds Performance, Trading Activity)



  • Federico Nardari is a Professor of Finance at the Faculty of Business and Economics, University of Melbourne
    where he joined in 2014. Prior to coming to the University of Melbourne Prof. Nardari was on the Faculty at Arizona State University (USA) and at the University of Houston (USA). He received a Ph.D. and an MSBA in Finance from the Olin School of Business at Washington University in Saint Louis, a B.S. in Business Administration with concentration in Finance at the University of Bergamo, Italy. 

    Prof. Nardari's primary research interests are in the area of empirical asset pricing and financial econometrics,
    with a particular focus on asset allocation and portfolio choice, return predictability,
    volatility modelling, risk-return trade-offs, the relations between financial markets and the macro-economy,
    the determinants of trading activity, and the measurement of mutual funds performance.  He has also developed and applied Bayesian econometric methods of interest in financial economics.  
    Prof. Nardari has published several research papers in leading academic journals such as Review of Financial Studies,
    Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Econometrics, and
    Review of Economics and Statistics. 

    Prof. Nardari has an extensive teaching experience at the graduate (PhD, MBA and Professional MBA)
    and undergraduate level, having taught Derivatives, Investments, Managerial Finance, International Finance and Research Methods in Finance.
    In 2003 he was nominated among Outstanding Faculty at Arizona State University by the Business Week Guide to the Best Business Schools.



Member of

  • Western Finance Association. Western Finance Association 1999 -
  • American Finance Association. American Finance Association 1998 -


Selected publications


Education and training

  • PhD, Washington University in St Louis 1999