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Pedro Saffi - Faculty Search

Pedro Saffi
Assistant Professor of Financial Management

Ph.D. in Finance, London Business School
Master in Economics, Getulio Vargas Foundation (Rio de Janeiro, Brazil)
BA in Economics, IBMEC Business School (Rio de Janeiro, Brazil)
E-mail: PSaffi@iese.edu
Link: Pedro Saffi personal webpage

Biography

Pedro Saffi is an assistant professor of finance at IESE Business School. His area of expertise is focused on empirical asset pricing and his research has covered topics such as liquidity risk and its impact on expected returns; the impact of short-selling on stock market efficiency; and how differences of beliefs affect trading volume.

Prof. Saffi recently obtained his Ph.D. in finance from London Business School. He also holds an M.Sc. in economics from Fundação Getulio Vargas (2002) and a BA in Economics from IBMEC Business School (1999), both in Rio de Janeiro, Brazil.

He has presented his work at many academic conferences and contributed articles to the popular press. In 2008, his paper "Price Efficiency and Short-Selling" was presented at the American Finance Association meeting.

Prof. Saffi has taught courses at London Business School, Reykjavik University (Iceland) and Fundação Getulio Vargas (Brazil).

Areas of interest

* Empirical Asset pricing
* Short-sales constraints
* Asymmetric information and differences of beliefs
* Hedge fund performance evaluation

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Pedro Saffi - Faculty Search