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Lorenzo Bretscher
Assistant Professor of Finance
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
2018
Implementing stochastic volatility in DSGE models: a comment
Bretscher L; Hsu A; Tamoni A
Macroeconomic Dynamics 2018
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
2019
Fiscal policy driven bond risk premia
Bretscher L; Hsu A; Tamoni A
Social Sciences Research Network
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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Core courses
- Empirical Finance
- Finance