Director of Research
Giorgio De Santis is director of research and a founding partner of Kepos Capital. Prior to Kepos, he was a partner in the Quantitative Investment Strategies Group at Goldman Sachs Asset Management, where he was the co-head of the research team as well as a senior portfolio manager. He also previously was a member of the faculty at the Marshall School of Business at USC.
De Santis has published articles in the Journal of Finance, Journal of Financial Economics, Journal of International Money and Finance, and other publications. He has also contributed chapters to several books on investment management and is a co-author of Modern Investment Management: An Equilibrium Approach. His research covers various topics in international finance, from dynamic models of risk in developed and emerging markets to optimal portfolio strategies with multiple asset classes and time-varying market conditions.
De Santis holds a bachelor’s degree from the Libera Universita’ Internazionale degli Studi Sociali in Rome, and a master’s degree and a doctorate in economics from the University of Chicago.