Massi De SantisSenior Researcher
Dimensional Fund Advisors
Massi De Santis, a senior research associate at Dimensional, is a financial economist with more than 10 years of experience in asset management, academia, and consulting. Massi came to Dimensional from the securities and finance practice of NERA Economic Consulting, a unit of Oliver Wyman Group. His consulting projects have included risk and performance analysis of a variety of asset classes, risk measurement and analysis in asset management and banking, business cycle analysis and economic forecasting, analysis of ultra-high-frequency trading data, and valuation of damages in securities class actions and other lawsuits involving financial institutions and financial investments.
Massi holds a PhD in economics from the University of California, Davis. He was an assistant professor at Dartmouth College, where he taught finance and macroeconomics classes, and conducted research at the frontier of finance and business cycles. His research has direct implications in valuation and risk measurement, and has been published in journals including The American Economic Review, The BE Journal of Macroeconomics, and Studies in Nonlinear Dynamics and Econometrics. He has lectured and presented research at a number of universities, central banks, and professional associations. He has also testified as an expert witness before the American Arbitration Association on matters relating to the valuation of business damages and the risk of interest rate swaps.