Business School

DCU Business School - Valerio Potì

DCU Business School

Valerio Potì

Name: Dr Valerio Potì
Phone Number: 5823
Room Number: Q233
Email Address:
Personal Homepage

Academic and Professional Qualifications: Ph.D. in Finance, Trinity College
Laurea in Business Studies (Banking & Finance), Bocconi University Milan
Biography: Valerio Potì is a Finance lecturer at Dublin City University. He graduated in Banking and Finance from Bocconi University Milan, gained a PhD in Finance from Trinity College Dublin, and subsequently conducted post-doctoral research in the Finance department of New York University Stern Business School as an International Visiting Research Scholar. His research interests include asset pricing, performance attribution, market efficiency, behavioural finance, financial econometrics, international finance. His papers have been published or are forthcoming in International peer reviewed journals, such as European Financial Management, and he has contributed to practitioner-oriented books on portfolio and risk management.

Valerio's consulting experience includes advising banks on capital management and performance attribution. In the past, he taught International Finance at Queen’s University Belfast, worked as an equity option market maker on the Milan derivatives exchange and was the head of the Financial Engineering desk of the Dublin subsidiary of Banca Monte dei Paschi di Siena.

Teaching Areas: Investments, portfolio theory, financial engineering, risk management
Research Interests:

View Full Research Profile for Valerio Poti

Selected Publications:
  • Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro-Area” (with C. Kearney), European Financial Management 14(3), 2008.
  • Discount Factor and Conditional Return Volatility”, Applied Financial Economics Letters 1(6), 2005.
  • Correlation Dynamics in European Equity Markets” (with C. Kearney), Research In International Business and Finance 20(3), 2006.
  • International Portfolio Formation, Skewness and the Role of Gold” (with B. Lucey and E. Tully), Frontiers in Finance and Economics 3(1), 2006.
  • Performance Persistence of Unit Funds: Evidence from a Small, Integrated Market” (with E. Duffy), in Gregoriou, G.N. (eds.), Performance of Mutual Funds, Palgrave MacMillan, 2006.