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.

  • Asset management
  • Asset pricing
  • International finance


Fiscal policy driven bond risk premia

Bretscher L; Hsu A; Tamoni A

Journal of Financial Economics 2020 Vol 138:1 p 53-73


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


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


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


From local to global : offshoring and asset prices

Bretscher L

Social Sciences Research Network

Long-run economic uncertainty

Bandi F M; Bretscher L; Tamoni A

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


Limits to arbitrage and mispricing in TIPS

Bretscher L

Social Sciences Research Network

Teaching portfolio

Our teaching offering is updated annually. Faculty and programme material are subject to change.

  • 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.
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