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Dr. Gianluca De Nard

Employee
Professor of Practice
Financial Economics
University Liechtenstein Fürst-Franz-Josef-Strasse 9490 Vaduz Liechtenstein
The current activities of Dr. Gianluca De Nard, Practice Professor in Quantitative Capital Market Research and Systematic Investing, includes

  • Teaching in MSc and executive education programs
  • Supervision of Master's theses
  • Research in Quantitative and Empirical Finance
  • Lecturer at the University of Zurich and Hochschuhle für Wirtschaft Zürich
  • Head of Quantitative Research at OLZ AG

For current information, working papers, and my CV, please visit my personal website: Website

Teaching
Advanced Investment Strategies (Course / Module / Examination)

Research
Fields of Expertise / Research Interests
  • Empirical Asset Pricing and Financial Markets
  • Financial Econometrics
  • Machine Learning for Asset Pricing
  • Asset and Risk Management
  • Sustainable Finance and Climate Risk

Numerous publications in leading academic journals, including the Journal of Finance, Journal of Financial Econometrics, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Portfolio Management, and the Financial Analysts Journal.

For an overview of publications and working papers, please visit:

Google Scholar: Website

SSRN: Website
2025
ESG Investing Certificate, CFA Institute
2023
Sustainability and Climate Risk (SCR) Certificate, GARP
2019 2020
Visiting PhD Scholar, New York University
(Prof. Robert Engle)
2017 2021
PhD in Finance*, University of Zürich
* with highest distinction ("summa cum laude"
2015 2017
MSc in Quantitative Finance*, ETH Zurich and University of Zurich
* with highest distinction ("summa cum laude"
2011 2014
BA in Management and Economics*, University of Zurich
* with highest distinction ("summa cum laude"
since 2025
Professor of Practice, University of Liechtenstein
since 2024
Lecturer, University of Zurich
2024 2025
Visiting Research Fellow, Copenhagen Business School
(Prof. Lasse H. Pedersen)
since 2023
Senior Research Associate, University of Zurich
2023
Head of Quantitative Research, OLZ AG
2021 2023
Postdoctoral Researcher, Yale University (Prof. Bryan Kelly)
2021 2023
Senior Quantitative Research Analyst, OLZ AG
2019 2025
Research Fellow, NYU Stern Volatility and Risk Institute
2018 2020
Data Scientist, Data2Conclusion
2018
Econometrician (Intern), KOF ETH
Swiss Economic Institute
2017 2023
Research Associate and Teaching Assistant,
Prof. Markus Leippold, University of Zurich
2017 2021
Research Associate and Head Teaching Assistant,
Prof. Michael Wolf, University of Zurich
2015
Quantitative Analyst (Intern), UBS
2013 2017
Research and Teaching Assistant, University of Zurich
2012 2014
Insurance Broker, AXA Winterthur
2010 2011
Intern, Zurich Insurance Group
2025
Engle Prize in Financial Econometrics
2025
FAN Awards Nominee
2020 2025
Nominee for the Swiss Risk Award 2020, 2021 and 2025
2018
UZH Semester Prize: Award for one of the best Master's Theses