Alessandro Melone

Alessandro Melone joined the Department of Finance at Fisher in 2022, after earning a Ph.D in Finance from the Vienna Graduate School of Finance (VGSF). During his doctoral studies, he was a visiting scholar at Bocconi University and Northwestern University.

Professor Melone’s research interests center on macro-based asset pricing and investments. His research has been awarded the John A. Doukas Ph.D. Best Paper Award 2022 and the IQAM Research Award 2022 and has been featured on The Wall Street Journal. His work has been published in the Journal of Financial and Quantitative Analysis.

Professor Melone teaches Investments to undergraduate students at Fisher.

Monetary Policy and Bond Pricing with Drifting Equilibrium Rates. with Favero and Tamoni.  Journal of Financial and Quantitative Analysis, forthcoming. 

Stock-Oil Comovement:  Fundamentals or Financialization? with Otto Randl, Leopold Sogner and Josef Zechner.  November 2022.  Featured in Wall Street Journal, February 2023.

Macro Trends and Factor Timing, with Carlo Favero and Andrea Tamoni.  October 2021.  Awarded IQAM Research Prize, November 2022.

Consumption Disconnect Redux, October 2021.  Awarded John A. Doukas Best Doctoral Paper Award.

Factor Models with Drifting Prices with Carlo Favero and Andrea Tamoni. 

Long-Run Trends in Demographics, Income Inequality, and the Natural Rate of Interest:  Further Evidence with Carlo Favero, Sladana Krgovic, and Andrea Tamoni)