Alumni 2014/2015
Graduated in 2017
Stefania ALMONTE
Business Analyst at Invitalia - Thesis: "Assessing the predictive ability of financial variables through a mixed frequency approach: some evidence from the Italian case" Supervisor: Gianluca Cubadda
Graduated in 2016
Raffaella ARNONE
Senior Market Risk Officer at ABN AMRO Bank N.V., Amsterdam - Thesis: "Econometric analysis of Value-at-Risk and Expected Shortfall" Supervisor: Tommaso Proietti
Graduated in 2016
Alessandro AVOLI
Manager at EY, Luxembourg - Thesis: "The CDS spread and spread charge determinants in the US Market" Supervisor: Marianna Brunetti
Graduated in 2017
Douglas BAGGIA
General Manager at Moore Stephens, Honduras - Thesis: "Succession Process In Family Owned Businesses in Honduras: Incorporating new young members" Supervisor: Luca Gnan
Graduated in 2017
Salvatore BARRANO
Credit Analyst at AlmavivA - Thesis: "The Implied volatility as a risk predictor: the case of Brexit" Supervisor: Gianni Nicolini
Graduated in 2016
Laura CARNEVALI
Project Manager at Aurelio- Thesis: "An Empirical Analysis of the Italian attitude toward Mortagage Refinancing" Supervisor: Rocco Ciciretti
Graduated in 2016
Lorenzo CORDINER
Consultant at N.Y. Based Investment Firm - Thesis: "Statistical Arbitrage with Index Options: An Empirical Study of the European Option Market" Supervisor: Marianna Brunetti
Graduated in 2016
Alessandro CORTESINI
Project controller at ENEL Green Power - Thesis: "Test on Fama French factor on Hong Kong Singapore and India stock market" Supervisor: Rocco Ciciretti
Graduated in 2017
Consuelo GIACOMAZZI
Wealth Advisor presso Banca Generali S.p.A. - Thesis: "Optimization of CFDs portfolio implementing SMA technique" Supervisor: Gianni Nicolini
Graduated in 2016
Stefano IASENZIO
Financial & Protection Advisor at BNL Paribas, Rome - Thesis: "A Vector Heterogeneous Autoregressive Index Model for Realized Volatility: some empirical results for European Equity Indexes" Supervisor: Gianluca Cubadda
Graduated in 2016
Xuyang JIAO
Finance Manager at DF Aviation S.r.l, Milan - Thesis: "Are There Tournaments in Mutual Funds?" Supervisor: Stefano Herzel
Graduated in 2016
Sofonias Alemu KORSAYE
Assistant Professor of Finance at The Johns Hopkins University, US - Thesis: "Artificial Neural Networks for Implied Volatility Surface: Construction and Dynamics" Supervisor: Cesare Robotti
Graduated in 2016
Francesco LUZZI
Director at Fitch Ratings, Milan- Thesis: "News related to macroeconomic variable as risk factors on equity returns: evidence from Asian markets" Supervisor: Rocco Ciciretti
Graduated in 2017
Andrea MAINO
PhD Fellow Financial Economics Research at SFI Swiss Finance Institute - Thesis: "Time Varying Dependence and Panic Copula model for Risk Measurements" Supervisor: Stefano Herzel
Graduated in 2016
Luka PETRILLI
Analytics for Pricing Product Manager at ConTe.it Admiral Group - Thesis: "Undirected Graphs for Large Scale Portfolios of European Stocks" Supervisor: Tommaso Proietti
Graduated in 2017
Denitza PETROVA
Cost Controller at Experian - Thesis: "On Psychological Barriers and Price Behaviors: Evidence from Eastern European Markets" Supervisor: Gianni Nicolini
Graduated in 2016
Pier Francesco PROCACCI
Head of Institutional Product at Kraken, London - Thesis: "Flexible Bayesian Framework in Portfolio Construction: Entropy Pooling" Supervisor: Ugo Pomante
Graduated in 2017
Antonio RICCARDO
Senior Data Strategist at Intesa Sanpaolo, Turin - Thesis: "Vector Heterogeneous Autoregressive Index Model: an application on NYSE Major Banks' assets" Supervisor: Gianluca Cubadda
Graduated in 2016
Francesco RINALDI
Independent Portfolio Manager - Thesis: "Portfolio construction and valuation: machine learning techniques applied to quantitative trading system" Supervisor: Ugo Pomante
Graduated in 2016
Christian ROMANIELLO
Client Director at Schroders, Milan - Thesis: "Central Couterparties: A numerical implementation of the default waterfall" Supervisor: Stefano Herzel
Graduated in 2016
Simone SANTURELLI
Financial Controlling & Analytics Senior Manager at Angelini Pharma - Thesis: "The impact of reputation on banks liquidity risk: a study of Italian listed banks" Supervisor: Vincenzo Farina
Graduated in 2016
Simone SARDO
Analytics Manager at ConTe.it - Admiral Group, Rome - Thesis: "Sovereign CDS: how the default probability influence the market" Supervisor: Gianni Nicolini
Graduated in 2016
Roberto SCALIA
Data Analyst at PRA Group, London - Thesis: "Forecasting Real Estate Prices" Supervisor: Tommaso Proietti
Graduated in 2017
Bilyana SVETLOMIROVA
Quoting Manager Lead at GTT - Thesis: "Cryptocurrency: Nature and Features" Supervisor: William De Ascaniis
Graduated in 2016
Gessica TARABORRELLI
Commodity Buyer at Rheinmetall - Thesis: "The management of a real estate fund" Supervisor: Ugo Pomante
Graduated in 2016
Guglielmo VERNEAU
Relationship Manager at Banca Finnat Euramerica - Thesis: "Loss estimation in structured credit products" Supervisor: Stefano Herzel