Alumni 2017/2018
Junior Financial Analyst | Acquisitions, Investments & Financial Advisory (AIFA) at ENGIE, Rome
Francesco Berretti
Thesis: "The Determinants of Italian Household Financial Planning" Supervisor: Prof. Rocco Ciciretti
N.A.
Andrea Bonelli
Thesis: "Forecasting Realized Volatility: Long vs Short Memory Processes" Supervisor: Prof. Gianluca Cubadda
Business Intelligence Consultant at Fellowmind, Gothenburg
Ana Botorce
Thesis: "Corporate Social Responsibility in Canadian Firms" Supervisor: Prof. Rocco Ciciretti
Fund Controller at Societe Generale Securities Services - SGSS, Milan
Marco Bruno
Thesis: "The determinants of the Reverse Takeovers: the case of Europe" Supervisor: Prof. Vincenzo Farina
Business Analyst at BIP, Rome
Lorenzo Capoano
Thesis "Optimal Combination of realised volatility estimators: a forecasting approach" Supervisor: Prof. Gianluca Cubadda
Senior Transfer Agency Administrator at State Street
Stefano Caputo
Thesis: "Bitcoin Trading Strategy on Twitter Sentiment Analysis" Supervisor: Prof. Vincenzo Farina
Investment Analyst at Geneva Management Group, Geneva
Annalisa Carosi
Thesis: "Modeling the evolution of market uncertainty. Hedge Fund returns and Volatility of Aggregate Volatility within a dynamic perspective" Supervisor: Prof. Stefano Herzel
Credit Portfolio Management at Intesa Sanpaolo, Milan
Aurora Cascioli
Thesis "High Dimensional Covariance Matrices Estimation: a comparison between Orthogonal GARCH and Generalized Orthogonal GARCH" Supervisor: Prof. Tommaso Proietti
Financial Risk Analyst at BNL Gruppo BNP Paribas, Rome
Claudio Cesaretta
Thesis: "Private Equity and Portfolio Performance, Risk and Diversification" Supervisor: Prof. Ugo Pomante
PhD Candidate at Vrije Universiteit Brussel
Jinghui Chen
Thesis: "The Effect of Horizon on Dynamic Asset Allocation without Parameter Uncertainty" Supervisor: Prof. Stefano Herzel
Fund Selector - Financial Asset Management at Cassa Dottori Commercialisti, Rome
Paolo Cianci
Thesis: "ESG rating and financial performance during the SARS-CoV-2" Supervisor: Prof. Rocco Ciciretti
Associate Client Executive at Marsh, Rome
Sara Ciarletta
Thesis: "Fintech: analysis of the relevance in the different activity’s areas of Italian Banks" Supervisor: Prof. Vincenzo Farina
Junior Economist at Inarcassa., Rome
Michele Corio
Thesis: "Forecasting stock index volatility using the daily range of price" Supervisor: Prof. Tommaso Proietti
Finance Leadership Development Program at Ecolab
Leonardo Di Geronimo
Thesis: "Optimal financial resources for Central Counterparties. Introducing default dependence of clearing members: a mixed binomial approach" Supervisor: Prof. Stefano Herzel
Reporting & Performance Analyst at Groupama Asset Management
Andrea Di Lelio
Thesis: "An Investable Cryptocurrency Index: the CRT30 Index" Supervisor: Prof. Ugo Pomante
Public Finance Data Analyst at at the Ministry of Economy and Finance (MEF)
Alessandro Di Matteo
Thesis: "Modeling and forecasting the Italian yield curve with a dynamic Nelson-Siegel approach." Supervisor: Prof. Alessandro Ramponi
Fund Accountant at State Street Bank
Michele Dimartino
Thesis: "Legal and Ethical characteristics of Sukuk to be a Sharia Compliant Financial Instrument" Supervisor: Prof. Amalia Diurni
Power Portfolio Specialist at Axpo Italia
Samy El Hallag
Thesis: "Forecasting the Electricity Demand in the Italian Market through Supervised Learning Methods" Supervisor: Prof. Gianluca Cubadda
Data Scientist at Target Reply, Rome
Eric Festuccia
Thesis: "Predictability of Expected Returns" Supervisor: Prof. Stefano Herzel
Administrator at MF srl
Marco Fioravanti
Thesis: "Anticipating market volatility using google trends data" Supervisor: Prof. Vincenzo Farina
Data Management & IT Process Integration Consultant at Deloitte, Rome
Emanuel Ignacio Gamboa Quintanilla
Thesis: Pairs Trading Strategy Efficiency: Cointegration Analysis in Derivative Markets" Supervisor: Prof. Gianni Nicolini
Ph.D. candidate at Université Laval, Canada
Yasaman Ghafarisomeh
Thesis: "Detecting Asymmetric Jumps and Semi-variation in Forecasting Realized Volatility" Supervisor: Prof. Gianluca Cubadda
Quantitative Analyst
Saeid Hosseinzadehfarahami
Thesis: "On Rough Fractional Stochastic Volatility and the Turbocharging Monte Carlo simulation for rBergomi model" Supervisor: Prof. Alessandro Ramponi
Business Research Analyst at Infomineo, Egypt
Mina Ibrahim Tawfik Ibrahim
Thesis: "CFD Trading in Financial Markets" Supervisor: Prof. Gianni Nicolini
Risk & Performance Management Consultant at SAS
Edis Izejroski
Thesis: "Measuring the connectedness between European stock indices with variance decomposition" Supervisor: Prof. Tommaso Proietti
Client Relationship Consultant at U.S. Bank
Fatemeh Khazaei
Thesis: "The Effect of Knowledge and Experience of Board of Companies on Mergers and Acquisitions" Supervisor: Prof. Rocco Ciciretti
Young Finance professional at USG Finance
Menno Krajenbrink
Thesis: "Lockup Expiration Effects" Supervisor: Prof. Vincenzo Farina
N.A.
Zhuo Li
Thesis: "Econometric Analysis of Skewness and Risk Premia in Asset Returns" Supervisor: Prof. Tommaso Proietti
Trader at A2A
Marco Lorenzo
Thesis: "High-Dimensional Density Forecasting for Financial Time Series" Supervisor: Prof. Tommaso Proietti
Audit consultant at Deloitte, Rome
Irene Magni
Thesis: "Private Equity and Turnaround Funds: an Italian case study" Supervisor: Prof. Vincenzo Farina
PhD Student in Management at Tor Vergata University
Simona Mare
Thesis: "Empirical Analysis of the Mortgage Market Granted to Italian Families" Supervisor: Prof. Rocco Ciciretti
Sr Associate Software Developer - R&D RQS at SAS, Rome
Simone Mosconi
Thesis: "Artificial Neural Networks for Option Pricing: an application to the Heston model Calibration" Supervisor: Prof. Alessandro Ramponi
Senior Analyst at FactSet
Rihards Novikovs
Thesis: "Governance factors determining FDI inflows in emerging countries: cross-regional comparative study" Supervisor: Prof. Vincenzo Farina
UCITS Specialist at Fondazione ENPAIA
Alessandro Olivieri
Thesis: "Merger and Acquisition operations in the global energy sector: assessing Efficient Market Hypothesis" Supervisor: Prof. Rocco Ciciretti
N.A.
Meruert Ramazanova
Thesis: "A review of volatility estimators for financial assets" Supervisor: Prof. Davide Pirino
Trader and financial analyst at Reef Investment
Cesare Russo
Thesis: "Portfolio construction considering the impact of shocks on higher moments" Supervisor: Prof. Stefano Grassi
Expert at Bank of Italy, Rome
Federica Sabbi
Thesis: "The sentiment analysis: an application with the Black Litterman Model" Supervisor: Prof. Ugo Pomante
Treasurer at Credem Banca
Onofrio Saponaro
Thesis: "Cointegrated market neutral portfolios: identification and performance analysis" Supervisor: Prof. Gianluca Cubadda
WW Junior Retail Controller at Bottega Veneta, Milan
Michele Sorbo
Thesis: "Risk volatility measures: a comparison." Supervisor: Prof. Tommaso Proietti
Data Scientist (Financial Analyst) at AAK TELE-SCIENCE, California
Mahshid Teimouri
Thesis: "Machine Learning Algorithms in Default Loans Prediction" Supervisor: Prof. Tommaso Proietti
Finance Intern at Marriott International, Frankfurt
Vinh Vu Duc Dieu
Thesis: "Risk assessment with value at risk and expected shortfall during crises" Supervisor: Prof. Tommaso Proietti
N.A.
Yuming Wang
Thesis: "Refining the father to son model with the cases of Chinese family firms" Supervisor: Prof. Luca Gnan
Portfolio Manager at Eurizon, Milan | CFA Level 3 Candidate
Gianlorenzo Zeccolella
Thesis: "The effect of Mergers and Acquisitions on Bidder Default Risk in the Banking Sector" Supervisor: Prof. Stefano Caiazza
N.A.
Zbyněk Štursa
Thesis: "Thresholding for high-dimensional covariance matrix estimation" Supervisor: Prof. Tommaso Proietti