Filippo Pellegrino
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Filippo Pellegrino

Research fellow at imperial college london
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I am a Research Fellow at Imperial College London and will be joining the Adam Smith Business School, University of Glasgow, as an Assistant Professor of Finance in 2025/26. I earned my PhD in Statistics from the LSE in 2023.
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​My primary research interests are in econometrics and empirical asset pricing. I focus on leveraging macroeconomic data, unstructured datasets and time series methods to better understand asset dynamics.
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