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Alumni 2010/2011

Commodity Trader & Risk Management specialist - Enel Group

Mariangela Capo

Thesis: "Managing Risk Exposures Using the Risk Budgeting Approach: the Equal Risk Contribution Portfolio Construction and Analysis" Supervisor: Prof. Ugo Pomante
Financial Controller at BNP Paribas Cardif

Deborah Flores

Thesis: "A Tactical Asset Allocation Perspective Applied To The Black-Litterman Model" Supervisor: Prof. Ugo Pomante
Group Credit Risk Validation - Lead Validator at Erste Group

Paolo Giacomino

Thesis: "Are Sovereign Credit Ratings Pro-cyclical? A Controversial Issue Revisited in Light of the Current Financial Crisis" Supervisor: Prof. Stefano Herzel
Director - Asset Management at M&G Real Estate

Gabriele Inglese

Thesis: "Home Bias And New Measures Of Bias In Asset Allocation" Supervisor: Prof. Ugo Pomante
Data Scientist at Wind Tre, Rho

Francesco Lautizi

Thesis: "Empirical Estimates of Pricing Kernel and Risk Aversion" Supervisor: Prof. Stefano Herzel
Analyst Programmer

Fabrizio Malatesta

Thesis: "Ethical Funds and Liquidity Risk" Supervisor: Prof. Stefano Herzel
Associate at PineBridge Investments, London

Marco Pavana

Thesis: "Mutual Fund Performance: Active Versus Passive Management" Supervisor: Prof. Ugo Pomante
Senior Accountant at CREDENCE

Dario Sangrigoli

Thesis: "The Evolution Of The Finance-Growth Nexus: Past Studies And New Perspectives" Supervisor: Prof. Leonardo Becchetti
Risk Manager at Banca del Fucino

Giulio Santorelli

Thesis: "Demographic Structure and Asset Returns: a New Prospective from International Data" Supervisor: Prof. Marianna Brunetti
Global Head of Omnichannel Performance at Moncler

Nicola Sarcinelli

Thesis: "Value creation through strategic diversification: the Fincantieri case" Supervisor: Prof. Sandro Brunelli