ALUMNI

The following list includes all the alumni of the Master's degree "Economia dei Mercati e degli Intermediari Finanziari" who authozied the use of their personal details.

Academic Year 2014/2015

BELMONTE Emanuela

Thesis: “Portfolio insurance strategies: a simulative comparison”

CUTINI Elisa

Thesis: "Juridical and economic aspects of the opening of a new branch: the case of Genazzano's branch of the Cooperative Credit Bank of Bellegra"

D'ALESSIO Giuseppe

Thesis: "The impact of hedging with derivative instruments on reported earnings: volatility empiric analysis of italian banks"

EPIFANI Stefano

Thesis: "The detection of the mood of financial news"

LANZANI Gabriele

Thesis:"Credit Expansion and the Business Cycle: Empirical Evidence"

PERGOLIZZI Daniele

Thesis: "The home biases in the asset allocation process: focus on the domestic bias"

VERRIGNI Fabio

Thesis: "Risk Management in the Banks: models and techniques of risk assessment"

Accademic Year 2013/2014

BENVENUTI Flavia

Thesis: "The offer of financial tools in the public sector after the economic crisis"

BORDONARO Manuele

Thesis: "Approaches, Models and Empiric Evidences"

CAFOLLA Alessandro

Thesis: "The Value Relevance of financial intermediaries equity. Theoretical profile and empirical evidence"

CENTOLA Sara

Thesis: "Credit risk management in banks. Theoretical profiles and empirical evidence"

CHIORBOLI Matteo

Thesis: "Cointegration and trading: an empirical analysis"

D'ASARO Giuseppe

Thesis: "The effects of hedge accounting in the value creation of Italian banks"

FOFI Mauro

Thesis: "Payment methods. Alternative techniques in comparison"

MALASPINA Marco Maria

Thesis: "The value relevance of regulatory capital. A global view of risk and the relevance of the measures in the financial statements of financial intermediaries"

SANTELLI Erica

Thesis: "Impact on the commodities prices after the introduction of Futures in China"

ZAGAEVSCHI Gabriela

Thesis: "Integration of Russian derivatives market: empirical evidence"

Accademic Year 2012/2013

ABROSINO Giulia

Thesis: "The Frauds in the retail credit"

ARCURI Alessandro

Thesis: "Levy jump stochastic processes and options pricing models”

BARONI Francesco

Thesis: "Mutual and Exchange-Traded Funds: A Rating Model"

COMMENTUCCI Luca

Thesis: "commodities price volatility: an empirical analysis of wheat market"

D'ALESSANDRO Diego

Thesis: "The commodities volatility. The tin case"

DE LUCA Diana

Thesis: "Forecasting the probability of default of the Euro Area’s corporate sector: Aggregation versus Disaggregation"

DI CARLO Sergio

Thesis: "The performance of firms target of Leveraged Buyout: the European case study"

MARANGIO Annalia

Thesis: "Credit to credit. A bridge to recovery. The role of banking system to growth, between risk management, Basel 3 and internal rating systems. TheRisk Management in BNL Gruppo BNP Paribas."

MARCHETTI Damiano

Thesis: "Guide lines for new Microcredit’s contract model"

MIRABELLI Carlotta

Thesis: "Bayesian Factor Mimicking: the role of factors in Black-Litterman Model"

OTTAIANO Cristina

Thesis: "Socially responsible investments: a qualitative and quantitative analysis of ethical funds in Italy"

RAGONA Lorenzo

Thesis: "Portfolio Optimization Based on Higher Moments Analysis and the Use of Multivariate Generalized Hyperbolic Distributions for Returns Time Series Simulation: an Empirical Workout"

SANTORUM Davide Andrea

Thesis: "Measuring and managing liquidity risk, an estimate of possible costs arising from the implementation of basel III"

Academic Year 2011/2012

BUDASSI Giorgio

Thesis: "Non parametric analysis of the financial crisis"

CIAVARELLA Michele

Thesis: " Empirical analysis of derivatives usage incidence on balanced mutual funds performance, risks and skills"

DE NOVA Valerio

Thesis: "The Investment Certificates in the Italian Market: The Bonus Cap Certificates of BNP." Paribas and Deutsche Bank".

MARCA Alessandro

Thesis: "Statistical analysis of finance BRIC"

ORPELLI Ettore

Thesis: "Euro sustainability in the long period"

PINTO Cristiana

Thesis: "Evaluation of the quality of universities: current methodologies and empirical analysis"

TOMMASI Andrea

Thesis: "The relevance of the Middle Eastern investors in the European financial market"

TRIPODI Giuseppe

Thesis: "Media sentiment and financial markets: a relationship analysis"

VERZINO Antonio

Thesis: “Survival analysis on small and medium Italian firms. An empirical evaluation with Cox Proportional Hazard model”