Finance · Asset Pricing · Financial Econometrics

Daniel Batista

PhD Candidate in Finance
University of Geneva · Swiss Finance Institute

I am a PhD candidate in Finance at the University of Geneva and the Swiss Finance Institute. My research focuses on quantitative asset pricing and financial econometrics, with particular emphasis on volatility and tail risk, high-frequency finance, and portfolio construction.

I am particularly interested in exploring and understanding financial risk across its different dimensions, with the goal of contributing both to academic understanding and to practical solutions for investors and risk managers.

Available for the 2026–2027 Job Market
Portrait of Daniel Batista

Selected Research

01

Semivolatility-Managed Portfolios

with Marcelo Fernandes
Working PaperSSRN
02

The Jump–Diffusion Anatomy of Semibetas

Work in Progress
03

Upside Risk and Return Timing in Bitcoin

with Marcelo Fernandes
Under ReviewSSRNCode
04

Spectral Risk Factors and the Limits of Spanability

Working Paper