Lucio Sarno
DEPARTMENT
UNIVERSITY
CV
About
Lucio Sarno is Professor of Finance at Cambridge Judge Business School, University of Cambridge, where he also served as Head of the Finance Group from 2020 to 2024. He is also a Professorial Fellow of Girton College, and a Research Fellow of the Centre for Economic Policy Research (CEPR). Prior to joining the University of Cambridge, Lucio was Professor of Finance at the University of London (Bayes Business School, formerly Cass Business School), where he also served as Deputy Dean and Head of the Faculty of Finance; the Tommie Goh Distinguished Chair Professor of Finance at the Lee Kong Chian School of Business, Singapore Management University (part time); Professor of Finance at the University of Warwick, where he also served as Associate Dean of Research and Head of the Finance Group; the Schröder Fellow in Economics at University College, University of Oxford; a Post-doctoral scholar at Columbia University.
Lucio’s main research interests are in international finance, empirical asset pricing, and asset management. In particular, he has written extensively on various aspects of currency markets. He also has broad interests in macroeconomics and its interaction with financial markets, especially the effects of monetary and exchange rate policy on asset prices. He is the author of over 100 articles, published in top finance journals such as the Journal of Finance, the Journal of Financial Economics and the Review of Financial Studies, as well as general and top field journals in economics and management science. He has authored and edited several books, including the Handbook of Exchange Rates (Wiley, 2012) and the graduate textbook The Economics of Exchange Rates (Cambridge University Press, 2003). His work is often featured or quoted in the press, including the Financial Times, the Wall Street Journal, and the New York Times.