Alberto Quaini is a tenured Assistant Professor at the Erasmus School of Economics, Erasmus University Rotterdam, and a Tinbergen Institute Candidate Fellow. He obtained his PhD in Statistics from the Université de Genève and was a Postdoctoral Researcher in Statistics at Columbia University. His research combines statistics, econometrics, machine learning, and financial economics, with a particular focus on asset pricing and financial econometrics. More specifically, his work studies factor models, stochastic discount factors, risk premia, portfolio selection, return predictability, and high-dimensional inference. Recently, his research has focused on developing modern statistical and machine-learning methods for testing asset pricing models, constructing tradable risk premia, and analyzing large-scale financial datasets. His work has appeared or is forthcoming in journals including Management Science and the Journal of Financial Economics.