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Alberto Allegrucci

Senior Research Analyst, Global Research & Design

S&P Dow Jones Indices

About me

Welcome!

I’m a finance researcher specialized in empirical finance and causal inference. Currently, I work as Senior Research Analyst at S&P Dow Jones Indices where I provide research on global index strategies across all asset classes, and I’m responsible for the conceptualization, design and back-test of new index products. I researched my PhD (in Finance) at the Stockholm School of Economics and graduated in September 2020 with a dissertation in empirical corporate finance.

My research interests lie in empirical corporate finance in a broad sense, and I enjoy working with new datasets to answer interesting questions that are policy-relevant. I also have an interest in causal inference, machine learning applied to economics and finance and data science, and extensive experience in working with large financial datasets, Python programming (main libraries: Pandas, NumPy, Scikit-Learn), STATA and Latex.

Interests

  • Empirical Corporate Finance
  • Mutual Funds
  • Credit Markets
  • Causal Inference and Machine Learning applied to Economics and Finance

Education

  • PhD in Finance, 2020

    Stockholm School of Economics

  • MSc in Finance, 2012

    Bocconi University

  • BSc Economics and Finance, 2009

    University of Bologna

Research

Working papers:


Keep it in the family: How passive funds are used to bolster active funds’ performance  

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Cost of information acquisition and board independence: Evidence from a change in an accounting standard  

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Work in progress:


Zombie restructuring joint with Bo Becker and Per Strömberg
Public debt markets and real effects of credit supply shocks: Evidence from Europe

Experience

S&P Dow Jones Indices Senior Research Analyst, Global Research & Design, London (2020-Present)

Stockholm School of Economics

  • Researcher - PhD Candidate in Finance (2014-2020)
  • Teaching assistant (2015-2020)

KPMG Advisory Spa Financial Risk Management Consultant, Milan (2013-2014)

Mediobanca Spa Capital Market Division Intern, Milan (2011)

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