Lorenzo Bretscher
Assistant Professor of Finance (on leave from London Business School)
PhD (London School of Economics)
Dr Lorenzo Bretscher’s research interests include macro finance, asset pricing, macroeconomics and international finance.
He has had a paper accepted for publication in the Review of Financial Studies and another published in the Journal of International Economics.
Dr Bretscher holds a PhD from London School of Economics and Political Science.
- lbretscher@london.edu
- +44 (0)20 7000 8276
- Asset management
- Asset pricing
- International finance
2020
COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission
Bretscher L; Hsu A; Simasek P; Tamoni A
Review of Asset Pricing Studies 2020 Vol 10:4 p 705-741
Fiscal policy driven bond risk premia
Bretscher L; Hsu A; Tamoni A
Journal of Financial Economics 2020 Vol 138:1 p 53-73
The Real Response to Uncertainty Shocks: the Risk Premium Channel
Bretscher L; Hsu A; Tamoni A
Management Science 2020 Revise & Resubmit
2018
Implementing stochastic volatility in DSGE models: a comment
Bretscher L; Hsu A; Tamoni A
Macroeconomic Dynamics 2018 Vol 24:4 p 935-950
Interest rate risk management in uncertain times
Bretscher L; Schmid L; Vedolin A
Review of Financial Studies 2018 Vol 31:8 p 3019-3060
2016
Human capital and international portfolio diversification: a reappraisal
Bretscher L; Julliard C; Rosa R
Journal of International Economics 2016 Vol 99 p S78-S96 Supplement 1
2020
Marking to Market Corporate Debt
Bretscher L; Feldhutter P; Kane A; Schmid L
Social Sciences Research Network
The Real Response to Uncertainty Shocks: the Risk Premium Channel
Bretscher L; Hsu A; Tamoni A
Social Sciences Research Network
2019
News, noise and the cross section of stock returns,
Bretscher L; Malkhozov A; Tamoni A
Working Paper
Response of the macroeconomy to uncertainty shocks:the risk premium channel
Bretscher L; Hsu A; Tamoni A
Society for Economic Dynamics Meeting Papers
2018
From local to global : offshoring and asset prices
Bretscher L
Social Sciences Research Network
Risk aversion and the response of the macroeconomy to uncertainty shocks
Bretscher L; Hsu A; Tamoni A
Social Sciences Research Network
Teaching portfolio
Our teaching offering is updated annually. Faculty and programme material are subject to change.
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Masters Degrees core courses
A key part of our Masters programmes curriculum.
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Empirical Finance
Analytics is now revolutionising the finance industry and central to most finance activities. Learn the concepts and tools needed to be at the forefront of this change. Consider how lenders can use Big Data to make faster, better credit decisions and examine how traders can use data analytics to maximise portfolio returns. -
Finance II
Build technical and theoretical know-how by understanding the foundations of finance, with an emphasis on applications. Discuss many of the major financial decisions corporate managers make, both within the firm and in their interactions with investors. Essential to this decision making is the process of valuation, an important focus of the course. Topics include criteria for making investment decisions, valuation of financial assets and liabilities, relations between risk and return, derivative securities (options) and mergers and acquisitions. PROGRAMMES WITH THIS CORE COURSE
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Empirical Finance