Dr. Lorenzo Casavecchia is a distinguished academic and finance professional currently serving as a Senior Lecturer and Associate Head of the Finance Department at the UTS Business School, University of Technology Sydney. With a robust background in both academia and the financial industry, Dr. Casavecchia has made significant contributions to finance and economics through his research, teaching, and professional engagements.
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Scopus Profile
Dr. Casavecchia’s research has been widely recognized and published in high-impact journals. His work is frequently cited, reflecting its influence and relevance in the field of finance. He has authored multiple refereed journal articles, contributing valuable insights into fund management, investment analysis, and financial risk management.
Dr. Casavecchia’s scholarly impact is evidenced by 116 citations across 106 documents, reflecting the widespread recognition and influence of his research. He has authored 14 documents, and his h-index of 6 highlights his substantial contributions to the field, indicating that at least six of his publications have been cited six times or more.
Education
Dr. Casavecchia holds a Ph.D. in Finance and Economics from the University of Technology Sydney, awarded in 2008. He also earned a Bachelor of Economics (Honours) from Bocconi University in Milan, Italy, in 2001. Additionally, he has completed executive education programs at Columbia University (Financial Engineering and Risk Management, 2023) and the University of Geneva (Portfolio and Risk Management, 2023).
Research Focus
Dr. Casavecchia’s research primarily focuses on value and growth stocks, fund management, mutual fund performance, and risk management. His empirical and theoretical work explores the dynamics of financial markets, investor behavior, and the impact of managerial decisions on fund performance.
Professional Journey
Dr. Casavecchia’s professional journey includes significant roles in both academia and the financial industry. Before his current role at UTS, he was a Senior Lecturer at Macquarie University and a Postdoctoral Research Fellow at the University of Technology Sydney. His non-academic career includes positions as a Senior Equity Analyst at Morgan Stanley and a Corporate Bond Trader at Intesa Private Banking.
Honors & Awards
Dr. Casavecchia has received numerous awards for his teaching and research. Notably, he was awarded the Best Paper Award at the Financial Management Association Annual Meeting and the Finance and Corporate Governance Conference. He has also been recognized with honorarium awards from the Financial Management Association and Erasmus University.
Publications Noted & Contributions
Dr. Casavecchia has an extensive publication record. Some of his noted works include “Fund Flow Diversification: Implications for Asset Stability, Fee-Setting and Performance,” published in the International Journal of Financial Analysis, and “The Impact of Analyst Forecast Errors on Fundamental Indexation: The Australian Evidence,” published in the Journal of Asset Management. His contributions have significantly advanced the understanding of mutual fund performance and risk management.
“The impact of analyst forecast errors on fundamental indexation: the Australian evidence” (Journal of Asset Management, 2022):
Authors: Casavecchia, L., Hambusch, G., Hitchen, J.
This article likely examines how errors in analyst forecasts affect fundamental indexation, focusing on evidence from Australia.
“Jack of all trades versus specialists: Fund family specialization and mutual fund performance” (International Review of Financial Analysis, 2019):
Authors: Casavecchia, L., Ge, C.
Explores the performance differences between diversified fund families and specialized ones.
“What moves benchmark money market rates? Evidence from the BBSW market” (Pacific Basin Finance Journal, 2018):
Authors: Casavecchia, L., Loudon, G.F., Wu, E.
Investigates the factors influencing benchmark money market rates, with evidence from the BBSW market (Bank Bill Swap Rate).
“Are mutual fund investors paying for noise?” (International Review of Financial Analysis, 2018):
Authors: Casavecchia, L., Hulley, H.
Explores whether mutual fund investors are essentially paying for noise in financial markets.
“Managerial incentives for risk-taking and internal capital allocation” (Australian Journal of Management, 2017):
Authors: Casavecchia, L., Suh, J.Y.
Analyzes managerial incentives for risk-taking and their impact on internal capital allocation within firms.
Research Timeline
Dr. Casavecchia’s research timeline spans over two decades, beginning with his early work as a Research Fellow at Bocconi University in 2001. Since then, he has continually contributed to the field through his roles in academia and various research projects, leading to numerous publications and conference presentations.
Collaborations and Projects
Throughout his career, Dr. Casavecchia has collaborated with esteemed colleagues and institutions. His research projects have received significant funding, including a $180,000 grant for performance evaluation and portfolio risk analysis from the University of Technology Sydney. His collaborative efforts extend to projects on fund flow diversification and mutual fund performance, contributing to the broader financial research community.