Lorenzo Casavecchia

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Lorenzo is Associate Professor of Finance and Associate Head (Industry Engagement) at the UTS Business School. with research and teaching interests in Funds Management and Investment Analysis. His research in asset management and financial regulation bridges theory and practice, informing policy at international regulatory bodies and shaping reform initiatives in Australia. His work explores systemic and liquidity risk, performance attribution, and fee structures in investment funds—offering practical insights for institutional investors and data-driven guidance for policymakers.

Lorenzo holds a PhD from UTS and an honours degree from Bocconi University. He has completed executive programs in Artificial Intelligence at MIT’s Sloan School of Management and CSAIL, and in Financial Engineering and Risk Management at Columbia University. Prior to entering academia, he worked as a quantitative analyst and corporate bond trader at leading global financial institutions.

Experience

  • 2019–present
    Senior lecturer, University of Technology Sydney

Education

  • 2008 
    University of Technology Sydney, PhD/Finance

Publications

  • 2011
    The Impact of the Pricing Process of Costly Active Management and Performance Chasing Clients, Journal of Economic Interaction and Coordination
  • 2011
    Profitability of Style Rotation on Value and Growth Stocks Along Their Earnings and Momentum Life Cycle, Journal of Asset Management
  • 2009
    Fundamental Indexation: An Australian Investigation, Australian Journal of Management
  • 2007
    Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience, European Journal of Finance
  • 2007
    Value Enhancement Using Momentum Indicators: The European Experience, International Journal of Managerial Finance
  • 2006
    Insight into the Momentum Life Cycle for the European Stocks, The Journal of Investing

Contact Lorenzo for

  • General
  • Media request
  • Speaking request
  • Consulting / Advising
  • Research collaboration
  • Research supervision