Massi De Santis is a financial economist with more than 10 years of experience in asset management, academia, and consulting. At Dimensional, Massi is a vice president and involved in research about investments, dynamic asset allocation, retirement planning, and endowment and foundation portfolio policies. Massi came to Dimensional from the securities and finance practice of NERA Economic Consulting. His consulting projects have included risk and performance analysis of a variety of asset classes; risk measurement and analysis in asset management and banking; business cycle analysis; and analysis of ultra-high-frequency trading data.
Massi holds a PhD in economics from the University of California, Davis. He was an assistant professor at Dartmouth College, where he taught finance and macroeconomics. His academic research has direct implications in valuation and risk measurement and has been published in journals including The American Economic Review, The BE Journal of Macroeconomics, and Studies in Nonlinear Dynamics and Econometrics. He has lectured and presented research at a number of universities, central banks, and professional associations. He has also testified as an expert witness before the American Arbitration Association on matters relating to valuation and interest rate derivatives
Tuesday, February 14
12:45pm - 2:00pm