Mirco Rubin

Associate Professor

Main contributions

Econometrica (2019), Journal of Financial Econometrics (2017 ; 2019 ; 2020)

Discipline: Econometrics
Faculty: Data Science, Economics & Finance


Mirco Rubin holds a Bachelor and two Master Degrees in Economics and Finance from Ca' Foscari University of Venice, Italy and a Doctorate in Finance and Economics from the Swiss Finance Institute and Università della Svizzera Italiana in Lugano, Switzerland. Before joining EDHEC, Mirco was a professor at the University of Bristol, UK. Mirco's research interests are at the intersection of Econometrics, Financial Economics, Macroeconomics, and Asset Allocation. He is specialized in the development of new econometric methodologies for large and mixed-frequency dataset. In his recent papers he employs new latent factor models to: i) study of comovement among financial and macroeconomic data observed at different frequencies, ii) develop asset allocation strategies based on the expected rank, or position, of the portfolio value, iii) forecast the European GDP exploiting higher frequency predictors and stochastic volatility. Personal Website: https://sites.google.com/site/mircorubin/

Publications of Mirco Rubin

30.10.2023 - EDHEC publication

Pourquoi les fonds d’investissement dits « responsables » ne sont pas forcément plus vertueux que les autres

Mirco Rubin, Ioana Popescu, Thomas Gibon

EDHEC VOX, October 2023

15.10.2023 - Article in a non peer reviewed journal

Smoke and Mirrors: A look inside ESG fund portfolios

Gianpaolo Parise, Mirco Rubin

Voxeu, Volume 1, October 2023

19.04.2023 - Working paper

Time-varying Environmental Betas and Latent Green Factors

Emanuele Chini, Mirco Rubin

EDHEC-Risk Climate working paper, April 2023

Derniers articles EDHEC Vox


Why so-called "responsible" investment funds are not necessarily more virtuous than others

  • Mirco Rubin , Associate Professor
  • Ioana Popescu , LIST - Luxemburg
  • Thomas Gibon , List - Luxemburg