Juan Antolín-Díaz

I am an Assistant Professor of Finance at MIT Sloan School of Management. My research is at the intersection of Asset Pricing, Bayesian Econometrics, and Macroeconomics.

I hold a PhD in Economics from London Business School, an MSc in Economics from the London School of Economics, and a BSc in Economics from Universidad Complutense de Madrid. Before joining MIT, I started my career at the European Central Bank, and founded the Quantitative Research group at Fulcrum Asset Management, where I developed the integration of macroeconomic models into systematic investment strategies, and the use of neural networks in dynamic portfolio allocation.