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