Lorenzo Casavecchia

Senior Lecturer in Finance, Macquarie University

Lorenzo’s research is the recipient of numerous awards at several international conferences and was the finalist for the Best Paper Award sponsored by the American Association of Individual Investors. He has conducted research projects for and collaborated with several organizations in the investment management industry, and served as an academic expert witness in international financial arbitrations. His research interests include investment management, asset pricing, and corporate finance. Previously, Lorenzo worked as a trader at Intesa Private Bank and equity analyst at Morgan Stanley.

He gained his BA (Hons) from Bocconi University in Milan and his Ph.D. in Finance from UTS in 2008. Lorenzo is an associate member of the Quantitative Finance Research Centre at UTS.

Experience

  • 2016–present
    Senior lecturer, Macquarie University

Education

  • 2008 
    University of Technology Sydney, PhD/Finance

Publications

  • 2011
    The Impact of the Pricing Process of Costly Active Management and Performance Chasing Clients, Journal of Economic Interaction and Coordination
  • 2011
    Profitability of Style Rotation on Value and Growth Stocks Along Their Earnings and Momentum Life Cycle, Journal of Asset Management
  • 2009
    Fundamental Indexation: An Australian Investigation, Australian Journal of Management
  • 2007
    Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience, European Journal of Finance
  • 2007
    Value Enhancement Using Momentum Indicators: The European Experience, International Journal of Managerial Finance
  • 2006
    Insight into the Momentum Life Cycle for the European Stocks, The Journal of Investing