Student authentication

Is it the first time you are entering this system?
Use the following link to activate your id and create your password.
»  Create / Recover Password

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

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

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

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

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

Zbyněk Štursa

Thesis: "Thresholding for high-dimensional covariance matrix estimation" Supervisor: Prof. Tommaso Proietti