Personal profile
Research interests
My research interests are quite broad and span from empirical finance, financial econometrics, and financial forecasting to asset pricing and portfolio choice.
Check my personal website: https://sites.google.com/view/manuela-pedio
Education/Academic qualification
PhD in Economics and Finance, University of Milan-Bicocca
1 Oct 2017 → 17 Feb 2021
Award Date: 17 Feb 2021
Research Groups and Themes
- AF Financial Markets
- empirical finance
- bond market
- commodities
- real estate
- asset pricing
- portfolio choice
- ECON Econometrics
- financial econometrics
- forecasting
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Collaborations and top research areas from the last five years
Research output
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Can Commodity-Specific Factors Improve the Forecasting Power of Macroeconomic Variables for Commodity Futures Returns
Guidolin, M. & Pedio, M., 2020, In: Annals of Operations Research.Research output: Contribution to journal › Article (Academic Journal) › peer-review
21 Citations (Scopus) -
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing
Giampietro, M., Guidolin, M. & Pedio, M., 2018, In: European Journal of Operational Research. 265, 2Research output: Contribution to journal › Article (Academic Journal) › peer-review
16 Citations (Scopus) -
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts
Guidolin, M., Orlov, A. & Pedio, M., 2017, In: Journal of Banking and Finance. 80Research output: Contribution to journal › Article (Academic Journal) › peer-review
15 Citations (Scopus)
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Boosting AI with HI (Human Intelligence): An Application to Strategic Asset Allocation
Guidolin, M. (Co-Principal Investigator) & Pedio, M. (Principal Investigator)
Project: Research
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KTP with Fathom Consulting
Harris, R. D. F. (Principal Investigator) & Pedio, M. (Co-Investigator)
1/05/24 → 30/04/26
Project: Other
Activities
- 2 Membership or peer review panel or committee
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ESRC Assessor College (External organisation)
Pedio, M. (Advisor)
Oct 2025 → …Activity: Membership types › Membership or peer review panel or committee
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ESRC Peer Review College (External organisation)
Pedio, M. (Advisor)
Jan 2025 → …Activity: Membership types › Membership or peer review panel or committee