Francis J. DiTraglia

I joined the Penn Economics Department in 2012 after completing my PhD studies with Richard Smith at Cambridge University. Before transferring to Cambridge, I earned an MA in economics at UC San Diego, an MSc in statistics at the University of St Andrews and a BA in economics and mathematics at the College of William and Mary. My research interests include econometrics, empirical finance, and experimental economics.

535 McNeil Building
University of Pennsylvania
3718 Locust Walk
Philadelphia, PA 19104
Tel: 215-898-1506
Email: fditra@sas.upenn.edu

Portfolio Selection: An Extreme Value Approach (with Jeffrey Gerlach), Journal of Banking and Finance, 2013, 37 (2), pp. 305-323
Measuring Altruism in a Public Goods Experiment: A Comparison of U.S. and Czech Subjects, (with Lisa Anderson and Jeffrey Gerlach), Experimental Economics, 2011, 14 (3), pp. 426-437.
Yes, Wall Street, There is a January Effect: Evidence from Laboratory Auctions, (with Lisa Anderson and Jeffrey Gerlach), Journal of Behavioral Finance, 2007, 8 (1), pp. 1-8.

Generalized Focused Information Criterion, Econometric Society North American Summer Meeting, 13 June 2013.
Forecasting Inflation, Wharton Tripartite Seminar, 18 May 2013. (code1, code2)
Generalized Focused Information Criterion, UW Madison Econometrics Seminar, 15 March 2013.