Alessio Saretto

        Assistant Professor of Finance

        Jindal School of Management
        University of Texas at Dallas

        800 Campbell Road SM31

        Richardson, TX, 75080

        e-mail: asaretto@utdallas.edu   

        Phone: 972-883-5907
       

 

 

 

Curriculum Vitae

 

Education

       PhD Finance, UCLA (2006)

       PhD Mathematical Finance, University of Brescia, Italy (2002)

 

Publications

 

       Complex Securities and Reputation: Do Reputable Underwriters Produce Better Securities? (with John Griffin and Richard Lowery), 2014, forthcoming Review of Financial Studies.

       Corporate Leverage, Debt Maturity and Credit Supply: The Role of Credit Default Swaps (with Heather Tookes), 2013, Review of Financial Studies, 26(5):1190-1247.

       Why Did Auction Rate Bond Auctions Fail during 2007-2008? (with Baixiao Liu and John McConnell), 2010, Journal of Fixed Income, 20, 5-18.

       Auction Failures and the Market for Auction Rate Securities (with John McConnell), 2010, Journal of Financial Economics, 97, 451-469.

       Cross-Section of Option Returns and Volatility (with Amit Goyal), 2009, Journal of Financial Economics, 94, 310-326.

       Option Strategies: Good Deals and Margin Calls (with Pedro Santa-Clara), 2009, Journal of Financial Markets 12, 391-417.

 

Working Papers

       Firm Policies and the Cross-section of CDS Spreads (with Andrea Gamba)

       Dynamic Capacity Choice, Dynamic Capital Structure, and Credit Risk (with Mamen Aranda and Andrea Gamba)

       Leverage and the Interaction Between  Firms and Non-financial Stakeholders: Evidence from Contract Negotiations and Union Strikes (with Brett Myers)

       Predicting and Pricing the Probability of Default

 

Work in Progress

       Complex Securities and Business Ties (with John Griffin and Richard Lowery)

       Credit Default Swaps and Managerial Risk Taking (with Sriya Anbil and Heather Tookes)

 

Research Interest

       Empirical Asset Pricing, Capital Structure, Credit Risk, Structured Finance