Affiliation: Department of Economics and Finance (DEF) - University of Tor Vergata

Address: via Columbia n. 2, 00133 Roma

Telephone: +39 06 7259 5925

Web page: https://sites.google.com/view/roccociciretti

Research Interests: Analysts' forecasts, Event study, Asset pricing, Corporate finance and CSR, SRI, Open-end Equity mutual funds, Household and Banking.

Biography

Rocco Ciciretti is Associate Professor of Economic Policy at Tor Vergata University of Rome where he currently teaches Financial markets models and Applied finance. Prior to Tor Vergata, Rocco served as Financial economist and assistant policy advisor in the Finance team at the Research department of the Federal Reserve Bank of Atlanta. Before joining the FED, he was Research associate in finance at the Lally School of Management and Technology-Rensselaer Polytechnic Institute in Troy, NY.
A native of Italy, Dr. Ciciretti received his doctorate degree in Financial markets and institutions and his master of science degree in Economics and institutions from the Università degli Studi di Roma Tor Vergata, Italy. He earned a bachelor degree in Economics from the LUISS-Guido Carli, Roma, Italy.

Publications

The 5 most recent (selected) Publications

• "The Contributions of Betas versus Characteristics to the ESG Premium" (with Dalò A. - Dam, L.), in Journal of Empirical Finance, Vol. 71, March, 2023
• "A new measure of the resilience for networks of funds with applications to socially responsible investments" (with Cerqueti, R. - Dalò, A. -  Nicolosi, M.), in Physica A, Vol. 593, May, 2022 
• "ESG Investing: A Chance to Reduce Systemic Risk" (with Cerqueti, R. - Dalò, A. -  Nicolosi, M.), in Journal of Financial Stability, Vol. 54, June, 2021
• "Till mortgage do us part: Mortgage switching costs and household's bank switching" (con Brunetti, M. - Djordjevic, L.), in Journal of Banking and Finance, Vol. 119, October, 2020
• "Fishing the Corporate Socially Responsible Risk Factor" (with Becchetti L. - Dalò A.), in Journal of Financial Stability, Vol. 37, August, 2018

More CEIS Publications »

Events & Presentations

The 5 most recent Events & Presentations

• 2025, 2024, 2023, 2022, 2021, 2020 Workshop on Quantitative Finance 
• 2025, 2024, 2023, 2019, 2018, 2017 Quantitative Finance @ WORK
• 2024 Morningstar Awards, Milan; Workshop Quantitative methods for Green Finance, Politecnico of Milan;  XLVIII AMASES Annual Conference; University of Perugia
• 2023 CONSOB, Rome
• 2022 IFABS, Naples
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Research Programs & Projects

• "Portfolio Similarity and Mutual Fund Performance" (with Puopolo, G. W. - Dalò, A.), Mimeo, 2023
• "In dire straits ask for counseling: Covid-19 income fall and financial professional advice" (with Brunetti, M.), Mimeo, 2022
• "Herding and Anti-Herding Across ESG Funds" (with Ferri, G. - Dalò, A.), CEIS Research Paper 524, 2021
• Local coordinator PNRR – PE9 project GRINS for Tor Vergata in Spoke 4 (University of Venice Ca’ Foscari) WP1 2022 - 2026
• Local principal investigator, Prin 2022 PNRR – Sector SH1. Accepted: July, 2023 Project title: “The resilience of sustainable finance” (€171.540)
• “Systemic risk and ESG risk factor” Principal investigator. Founded by Etica SGR (€ 5.000,00) Accepted: March, 2023, with a protocol n. R01-2023