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Alumni 2012/2013

Financial Engineer at FINCAD, Dublin

Daniele Colarossi

Thesis: "Active Management and Return Dispersion" Supervisor: Prof. Rocco Ciciretti
Lead Pre-Sales Consultant EMEA at Morningstar, Milan

Andrea Di Rocco

Thesis: "Corporate Social Responsibility Around The World" Supervisor: Prof. Vincenzo Farina
PhD Candidate at Scuola Normale Superiore di Pisa

Walter Febo

Thesis: "Liquidity, Market Impact and Optimal Trading Strategies" Supervisor: Prof Stefano Herzel
Senior Lecturer at London South Bank University

Valerio Ficcadenti

Thesis: "Inflation and Growth: some empirical results from the European Union countries" Supervisor: Prof. Giovanni Trovato
Senior Financial Controller Expert at Allianz Services

Iringo Anna Kelemen

Thesis: "Tactical Asset Allocation Embedding With The Black-Litterman Model's Views" Supervisor: Prof. Ugo Pomante
Senior Analyst at Goldman Sachs

Sergey Klimovich

Thesis: "An Analysis of Co-integration of Financial Derivative Markets in a Worldwide Perspective" Supervisor: Prof. Gianni Nicolini
Senior at EY, Guernsey

Faustina Kraujutaityte

Thesis: "Competition Among Stock Exchanges : Comparison Of Listing Regulations Of Singapore Stock Exchange And London Stock Exchange" Supervisor: Prof. Nicoletta Ciocca
Co-Founder at Puyesh

Masoud Malekmohammadi

Thesis: "Portfolio Optimization with Parametric Quadratic Programming" Supervisor: Prof. Stefano Herzel
Head of Innovative Finance at United Nations World Food Programme, Rome

Nyasha Mtengwa

Thesis: "Impact Investing: an Advanced Market Capital Allocation Framework" Supervisor : Prof. Ugo Pomante
Project Manager at FinecoBank, Milan

Alessia Piccirelli

Thesis:"How Diversification Affects Idiosyncratic and Overall risk of Open-end Equity Funds" Supervisor: Prof. Rocco Ciciretti
Senior project manager at Generali Investments, Milan

Nicoletta Quaranta

Thesis: "CSR and Idiosyncratic Volatility" Supervisor: Prof. Rocco Cicireti
Auditor at Uniaudit, Florence

Giulia Ranalli

Thesis: "Minibond. What Kind Of Issuers Are Smes? Evidence Form The Financial Statement Analysis" Supervisor: Prof. Ugo Pomante
Product development specialist at Generali Group

Chiara Scalone

Thesis: "Italian Target Maturity Funds: Investment Style And Performance Analysis" Supervisor: Prof. Rocco Ciciretti
Risk Analyst at Cassa Depositi e Prestiti, Rome

Michele Stragapede

Thesis: " Portfolio Value at Risk with Jumps" Supervisor: Prof.Stefano Herzel
Vice President Structured Export Finance at ING

Tiziano Tallarida

Thesis: "Asset Market Microstructure: Order Book Analysis". Supervisor: Prof. Stefano Herzel
Data Scientist & Data Analyst Senior Consultant at KPMG, Rome

Matteo Tamburri

Thesis: "A comparison of forecasting performances between random walk, Garch-m and Egarch-m" Supervisor: Prof. Marianna Brunetti