Faculty

Alan De Genaro

Alan De Genaro

He is an Associate Professor of Finance at the School of Business Administration from the Getulio Vargas Foundation - EAESP/FGV, where he teaches at the graduation and postgraduation levels. He has a degree in Economics from the University of São Paulo (2002), a master's degree in economics from the University of São Paulo (2004), a doctorate in Statistics from the University of São Paulo ( 2011) and Post-Doctorate in Mathematics applied by the Courant Institute of Mathematical Sciences - New York University. He has articles published in the periodicals: Journal of Financial Economics, Journal of Banking & Finance, International Journal of Theoretical and Applied Finance, Journal of Financial Markets Infrastructures, Journal of International Money and Finance, Statistical Papers, Chaos, Solitons & Fractals. He has experience in quantitative methods in finance, working mainly in the following subjects: Stress Testing, Risk Management (market, credit, liquidity & Model), asset pricing, Machine Learning & Blockchain.