About Giulio Rossetti

I am a Postdoctoral Researcher (Houlden Fellow) at the University of Warwick – Warwick Business School.

I completed a PhD in Finance and Econometrics at the University of Warwick – WBS in 2024, under the supervision of Professors Cesare Robotti and Philippe Mueller.

My research lies at the intersection of financial econometrics and asset pricing, with a particular focus on asset returns.

I will be on the 2026-2027 job market.

Latest

• New release PyBondLab 0.3.0 now available on PyPI
• New version The Corporate Bond Factor Replication Crisis (Dickerson, Robotti, Rossetti)
• New version Misspecification and Weak Identification in the Nontraded Factor Zoo