Giovanni Bruno

SciBeta Senior Quantitative Analyst

Main contributions

Discipline: Finance
Faculty:
Expertise:

Bio

Giovanni Bruno is a Senior Quantitative Analyst at Scientific Beta and a member of the EDHEC Scientific Beta research chair. His research focuses on asset pricing. He earned his PhD in finance at the Norwegian School of Economics, where he also worked as a Teaching Assistant delivering courses on Investments, Derivatives and Risk Management and Quantitative Investment. He holds a Master’s Degree from LUISS Guido Carli University (Italy), where he obtained First-Class Honours in Quantitative Finance. Previously to his PhD, he held roles as a Consultant and a Quantitative Analyst with PricewaterhouseCoopers and Altran, respectively, where he specialised in Financial Risk Management.

Publications of Giovanni Bruno

16.12.2021 - Article in a peer reviewed journal

“Honey, I Shrunk the ESG Alpha”: Risk-Adjusting ESG Portfolio Returns

Felix Goltz, Giovanni Bruno, Mikheil Esakia
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The Journal of Investing, December 2021


01.04.2020 - EDHEC publication

Crowding Risk in Smart Beta Strategies

Noël Amenc, Felix Goltz, Giovanni Bruno
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EDHEC Scientific Beta "Advanced Factor &ESG Investing" Chair, Other study and expert report, April 2020


01.09.2019 - EDHEC publication

Do Factor Indices Suffer from Price Effects around Index Rebalancing?

Felix Goltz, Giovanni Bruno, Nicolas Bregnard
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EDHEC Scientific Beta "Advanced Factor &ESG Investing" Chair, Other study and expert report, September 2019