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.

Articles: 

De Genaro, Alan ; ASTORINO, P. A Tutorial on the Generalized Method of Moments (GMM) in Finance. RAC. Revista de Administração Contemporânea (online), v. 26, p. 1, 2022.

CEREDA, FÁBIO; CHAGUE, FERNANDO; DE-LOSSO, RODRIGO; De Genaro, Alan; GIOVANNETTI, BRUNO. Price Transparency in OTC Equity Lending Markets: evidence from a loan fee benchmark. Journal of Financial Economics, v. 143, p. 569-592, 2021.

De Genaro, Alan ; SALVADOR, PEDRO IVO CAMACHO A. ; FERNANDES, IVAN FILIPE . Market power and banking regulations: Evidence from RDD application to the Brazilian banking market. Economics Letters, v. 202, p. 109821, 2021.

CHAGUE, FERNANDO; DE LOSSO, RODRIGO; De Genaro, Alan; GIOVANNETTI, BRUNO. Securities Lending and Short Selling. RBGN-Revista Brasileira de Gestao de Negócios, v. 22, p. 501-517, 2020.

MENDONÇA, LUISA; De Genaro, Alan. Detection and Analysis of Occurrences of Spoofing in the Brazilian Capital Market. Journal of Financial Regulation and Compliance, v. 28, p. 369-408, 2020.

De Genaro, Alan; AVELLANEDA, MARCO. Does the Lending Rate Impact ETF's Prices? Brazilian Review of Econometrics, v. 38, p. 287, 2019.

De Genaro, Alan; AVELLANEDA, M. Pricing Interest Rate Derivatives Under Monetary Changes. International Journal of Theoretical and Applied Finance, p. 1-28, 2018.

CHAGUE, FERNANDO; DE-LOSSO, RODRIGO; De Genaro, Alan; GIOVANNETTI, BRUNO. Well-connected Short-sellers Pay Lower Loan Fees: A Market-wide Analysis. Journal of Financial Economics, v. 123, p. 646-670, 2017.

VICENTE, L.; CEREZETTI, F.; De Genaro, Alan. Estimating Hedge and Auction Liquidation Costs in Central Counterparties: A Closeout Risk Approach. The Journal of Financial Market Infrastructures, v. 6, p. 1-27, 2017.

De Genaro, Alan. Systematic Multi-period Stress Scenarios with an Application to CCP Risk Management. Journal of Banking & Finance (Print), v. 67, p. 119-134, 2016.

ARISMENDI, J.; De Genaro, Alan. A Monte Carlo Multi-asset Option Pricing Approximation for General Stochastic Processes. Chaos, Solitons and Fractals, v. 88, p. 75-99, 2016.

De Genaro, Alan; SIMONIS, ADILSON. Estimating Doubly Stochastic Poisson Process with Affine Intensities by Kalman Filter. Statistical Papers (1988), v. 14, p. 23-50, 2014.

CHAGUE, FERNANDO; DE-LOSSO, RODRIGO; De Genaro, Alan; GIOVANNETTI, BRUNO. Short-sellers: Informed but Restricted. Journal of International Money and Finance, v. 47, p. 56-70, 2014.

Genaro, Alan de; Mariela Fernández. Geração de Cenários de Estresse para Curva de Juros. Revista Brasileira de Finanças: RBFin, v. 9, p. 413, 2011.

Genaro, Alan de. Apreçamento de Ativos Referenciados em Volatilidade. Revista Brasileira de Finanças (Impresso), v. 4, p. 203-228, 2006.

Book:

GENARO, ALAN; ASTORINO, P. . Cripitoativos - Estudos Regulatórios e Tributários. 1a. ed. Quartier Latin, 2021.