Alberto Rossi

RossiAlberto

Alberto Rossi is an Assistant Professor of Finance at the Smith School of Business, University of Maryland at College Park. His research interests include theoretical and empirical asset pricing, portfolio choice and financial econometrics. His recent work concentrates on networks, institutional investors' performance, and the risk-return trade-off in financial markets. He also studies stock return predictability and commodity markets.

Is Your Next Financial Adviser a Robot?

Are you ready to entrust your retirement savings to a robot? Investment advice is increasingly coming to clients from non-human sources, whether they realize it or not, as more money-management firms look to automated services to augment their team of human advisers and deepen the science behind stock-picking. And, at the same time, there is also a more deliberate move toward so-called robo-advisers, with some clients entrusting their savings to fully automated investment tools, replacing human advisers altogether. The Smith School's Alberto Rossi discusses the rise of the finance robots. Read more...

What Trump's Presidency Means for Home Prices

What might a Trump presidency mean for home values in the U.S.? Since the election, much of the political news coverage and analysis has been centered on what Donald Trump’s stint in the White House might mean for U.S. trade deals, foreign policy, the tax code and Obamacare. But what will it mean for the housing market to have a real-estate-mogul-turned-politician seated in the Oval Office? Smith School experts discuss the big picture, the future of Dodd-Frank, and what might be in store for Fannie Mae and Freddie Mac. Read more...

How Dodd-Frank Is Squeezing the Middle Class

Dodd-Frank has had an impact on middle-class home buyers.The 2010 Dodd-Frank regulatory overhaul was supposed to create a level playing field among home buyers. But a new study from researchers at the Smith School of Business shows the sweep of new rules actually squeezed middle-class home buyers, while giving a boost to wealthy borrowers. Professors Francesco D’Acunto and Alberto Rossi find that financial institutions reduced their lending on medium-sized mortgages 15% in 2014, even while piling on 21% more of its so-called jumbo mortgage offerings. Read more...

Not Just for Journalists: Cashing in on FOIA Requests

In the last quarter of 2011, the hedge fund SAC Capital filed a Freedom of Information request asking for documents regarding inspections of plants operated by Charles River Laboratories, which conducts pharmaceutical research. SAC apparently didn’t get bad news, because it increased its shares in Charles River from about 70,000 to 240,000 during that same calendar quarter. The stock rose, and SAC sold most of it in the next quarter. Read more...

Alberto Rossi

Alberto Rossi is an Assistant Professor of Finance at the Smith School of Business, University of Maryland at College Park.

His research interests include theoretical and empirical asset pricing, portfolio choice and financial econometrics. His recent work concentrates on networks, institutional investors’ performance, and the risk-return trade-off in financial markets. He also studies stock return predictability and commodity markets.

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