I am an assistant professor in the Department of Econometrics at the Erasmus School of Economics, Erasmus University of Rotterdam.

My research lies at the intersection of Asset Pricing and Statistical Learning, with an emphasis on the development of the theory of penalized estimators and their applications to problems in financial econometrics. My teaching spans topics in Statistics, Financial Econometrics, Machine Learning and Optimization.

Previously, I was a postdoctoral research scientist at the Statistics Department of Columbia University, working with Ming Yuan. I received my PhD in Statistics from GSEM, Université de Genève, advised by Fabio Trojani.

Please feel free to reach out if we may share research interests! You can find me on Github and Google Scholar or email me at quaini [at] ese [dot] eur [dot] nl.