Ariel Aldo Giovanni Lanza

Finance Department
Kellogg School of Management
Northwestern University

Contact Information

Education

Ph.D. Finance, Kellogg School of Management, 2024 (expected)

M.S. Mathematics, University of Udine 2018, (diploma from the Scuola Superiore)

B.S. Mathematics, University of Udine 2016

Awards

Borsa di Studio G. Mortara – 2018 – Bank of Italy

With these scholarships, the Bank of Italy funds promising graduates who are seriously interested in doing research.

Working Papers

Mind the gap! Machine learning, ESG metrics and sustainable investment

Ariel Lanza, Enrico Bernardini and Ivan Faiella
June 2020

This study aims to overcome some of the limits of the sustainability ratings of firms (known as ESG scores – Environment, Social and Governance) by using artificial intelligence techniques to better identify the components of these metrics that contribute most to identifying efficient portfolios. The proposed methodology selects indicators which, both as regards sustainability factors as a whole and the environmental component alone, contribute significantly to identifying portfolios with better risk-return profiles (i.e. they provide greater returns for a given risk or present lower risks for a known return). [Banca d’Italia, Occasional Paper No. 561][ssrn.3659584]