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Alessio Saretto

Economic Policy Advisor
Federal Reserve Bank of Dallas

Curriculum vitae

Alessio SarettoAlessio Saretto is an economic policy advisor and head of the banking and finance group in the research department at the Federal Reserve Bank of Dallas.

Before joining the Dallas Fed in 2021, he held positions in finance departments at Purdue University, the University of Texas at Austin, the University of Texas at Dallas and Washington University in St. Louis.

Saretto holds a PhD in applied mathematics from the University of Brescia and a PhD in finance from the University of California at Los Angeles.

Working Papers
  • “Can Options Returns Be Explained by a Factor Model? IPCA Says Yes,” with Amit Goyal.
  • “Real Options, Skewness and the Pricing of Equity Options,” with Andrea Gamba.
  • “Debt Maturity and Commitment on Firm Policies,” with Andrea Gamba.