Stefano Gubellini, Ph.D.
Associate Professor
Finance Department
- Email: [email protected]
- Phone: 619-594-8398
- Location: Student Services East
Room 3402 (SSE-3402)
Mail Code: 8238 - Download Contact
Bio
Stefano Gubellini is an Associate Professor of Finance at SDSU. Professor Gubellini received his doctorate and master’s degrees from the Krannert School of Management, Purdue University. Previously, he completed his laurea degree in statistical and economic sciences at the University of Bologna, Italy where he graduated summa cum laude. His primary teaching interest is in the investments area of finance. Since joining the Department of Finance at SDSU, he has taught advanced undergraduate courses in portfolio management and MBA courses in investments.
Read More…Professor Gubellini’s current research includes empirical asset pricing, stock market predictability, trading strategies, data-snooping issues, and mutual funds. Some of his research has been published in the Journal of Banking and Finance, the Journal of Empirical Finance, and the Review of Quantitative Finance and Accounting. Professionally, he worked for two Italian research centers (Prometeia and Nomisma), and for Telecom Italia Mobile S.p.A. as a senior market analyst. Professor Gubellini is a member of the American Finance Association, the European Finance Association, and the Financial Management Association.
- Ph.D, Purdue University.
- M.S., Purdue University.
- Laurea, University of Bologna.
- Gubellini, S., Cao, N., Galvani, V. (2017). Firm-specific stock and bond predictability: New evidence from Canada. International Review of Economics and Finance, 51 (September), 174-192.
- Gubellini, S. (2014). Conditioning Information and Cross-Sectional Anomalies. Review of Quantitative Finance and Accounting, Vol. 43, 529-569.
- Badrinath, S. G., Gubellini, S. (2013) Governing Derivatives after the Financial Crisis: The Devil is in the Details. In Credit Securitizations and Derivatives: Challenges for the Global Markets, by D. Rösch and H. Scheule. The Wiley Finance Series. 1. Wiley.
- Galvani, V., Gubellini, S. (2013). Mean–variance dominant trading strategies. Finance Research Letters, Vol. 10, 142-150.
- Badrinath, S. G., Gubellini, S. (2012). Does conditional mutual fund outperformance exist?. Managerial Finance, Vol. 38 (12), 1160-1183.
- Badrinath, S. G., Gubellini, S. (2011). On the characteristics and performance of short-biased mutual funds. Journal of Banking and Finance, Vol. 35, 1762-1776.
- Cooper, M. J., Gubellini, S. (2011). The Critical Role of Conditioning Information in Determining if Value is Really Riskier than Growth. Journal of Empirical Finance, Vol. 18, 289-305.
- Badrinath, S. G., Gubellini, S. (2010). Mutual fund performance: A synthesis of taxonomic and methodological issues. IIMB Management Review, Vol. 22, 147-164.
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