Alumni 2017/2018
Graduated in 2020
Francesco BERRETTI
Manager | Valuation & Modeling Advisory | Project & Infrastructure Finance at Deloitte -Thesis: "The Determinants of Italian Household Financial Planning" Supervisor: Rocco Ciciretti
Graduated in 2020
Andrea BONELLI
Financial Expert at Banca d'Italia - Thesis: "Forecasting Realized Volatility: Long vs Short Memory Processes" Supervisor: Gianluca Cubadda
Graduated in 2021
Marco BRUNO
Funds Corporate Actions Analyst at Euroclear Bank Brussels - Thesis: "The determinants of the Reverse Takeovers: the case of Europe" Supervisor: Vincenzo Farina
Graduated in 2019
Lorenzo CAPOANO
Senior Associate at PwC Italy - Thesis "Optimal Combination of realised volatility estimators: a forecasting approach" Supervisor: Gianluca Cubadda
Graduated in 2022
Stefano CAPUTO
Data Engineer at BID Company - Thesis: "Bitcoin Trading Strategy on Twitter Sentiment Analysis" Supervisor: Vincenzo Farina
Graduated in 2019
Annalisa CAROSI
Investment Specialist at J.P. Morgan Private Bank Zurich - Thesis: "Modeling the evolution of market uncertainty. Hedge Fund returns and Volatility of Aggregate Volatility within a dynamic perspective" Supervisor: Stefano Herzel
Graduated in 2019
Aurora CASCIOLI
Credit Portfolio Management at Intesa Sanpaolo- Thesis: "High Dimensional Covariance Matrices Estimation: a comparison between Orthogonal GARCH and Generalized Orthogonal GARCH" Supervisor: Tommaso Proietti
Graduated in 2019
Claudio CESARETTA
Structured Finance Associate at BNL Gruppo BNP Paribas - Thesis: "Private Equity and Portfolio Performance, Risk and Diversification" Supervisor: Ugo Pomante
Graduated in 2019
Jinghui CHEN
Research Assistant Professor at University of Connecticut - Thesis: "The Effect of Horizon on Dynamic Asset Allocation without Parameter Uncertainty" Supervisor: Stefano Herzel
Graduated in 2020
Paolo CIANCI
Fund Selector - Thesis: "ESG rating and financial performance during the SARS-CoV-2" Supervisor: Rocco Ciciretti
Graduated in 2019
Sara CIARLETTA
Associate Client Executive at Marsh - Thesis: "Fintech: analysis of the relevance in the different activity’s areas of Italian Banks" Supervisor: Vincenzo Farina
Graduated in 2019
Michele CORIO
Expert at Banca d’Italia - Thesis: "Forecasting stock index volatility using the daily range of price" Supervisor: Tommaso Proietti
Graduated in 2019
Leonardo DI GERONIMO
Senior Finance Controller at SECO Northern Europe GmbH Hamburg - Thesis: "Optimal financial resources for Central Counterparties. Introducing default dependence of clearing members: a mixed binomial approach" Supervisor: Stefano Herzel
Graduated in 2019
Andrea DI LELIO
Investment Specialist at Groupama Asset Management - Thesis: "An Investable Cryptocurrency Index: the CRT30 Index" Supervisor: Ugo Pomante
Graduated in 2019
Alessandro DI MATTEO
Inspectorate General for Information Technology and Technological Innovation (IGIT) at the Ministry of Economy and Finance (MEF) - Thesis: "Modeling and forecasting the Italian yield curve with a dynamic Nelson-Siegel approach." Supervisor: Alessandro Ramponi
Graduated in 2022
Michele DIMARTINO
Process Lead at Amazon - Thesis: "Legal and Ethical characteristics of Sukuk to be a Sharia Compliant Financial Instrument" Supervisor: Amalia Diurni
Graduated in 2020
Samy EL HALLAG
Power Portfolio Specialist at Axpo Italia - Thesis: "Forecasting the Electricity Demand in the Italian Market through Supervised Learning Methods" Supervisor: Gianluca Cubadda
Graduated in 2020
Eric FESTUCCIA
Senior Data Scientist at Neurons Reply - Thesis: "Predictability of Expected Returns" Supervisor: Stefano Herzel
Graduated in 2020
Marco FIORAVANTI
Administrator at MF srl - Thesis: "Anticipating market volatility using google trends data" Supervisor: Vincenzo Farina
Graduated in 2020
Emanuel Ignacio GAMBOA QUINTANILLA
IT & Cyber Risk Specialist at BCC Banca Iccrea - Thesis: Pairs Trading Strategy Efficiency: Cointegration Analysis in Derivative Markets" Supervisor: Gianni Nicolini
Graduated in 2021
Saeid HOSSEINZADEHFARAHAMI
Financial Analyst at Tunel Pey Khazar Iran - Thesis: "On Rough Fractional Stochastic Volatility and the Turbocharging Monte Carlo simulation for rBergomi model" Supervisor: Alessandro Ramponi
Business Research Analyst at Infomineo, Egypt
Mina Ibrahim Tawfik Ibrahim
Thesis: "CFD Trading in Financial Markets" Supervisor: Prof. Gianni Nicolini
Graduated in 2020
Edis IZEJROSKI
Senior Consultant at Deloitte - Thesis: "Measuring the connectedness between European stock indices with variance decomposition" Supervisor: Tommaso Proietti
Graduated in 2022
Fatemeh KHAZAEI
Product Designer at Orta Manchester - Thesis: "The Effect of Knowledge and Experience of Board of Companies on Mergers and Acquisitions" Supervisor: Rocco Ciciretti
Graduated in 2019
Menno KRAJENBRINK
Business Controller at Start People Amsterdam - Thesis: "Lockup Expiration Effects" Supervisor: Vincenzo Farina
Graduated in 2020
Marco LORENZO
Quantitative Energy Trading Professional at A2A - Thesis: "High-Dimensional Density Forecasting for Financial Time Series" Supervisor: Tommaso Proietti
Graduated in 2020
Irene MAGNI
Assistant Manager at Deloitte - Thesis: "Private Equity and Turnaround Funds: an Italian case study" Supervisor: Vincenzo Farina
Graduated in 2020
Simona MARE
Research Fellow in Management at Tor Vergata University - Thesis: "Empirical Analysis of the Mortgage Market Granted to Italian Families" Supervisor: Rocco Ciciretti
Graduated in 2020
Simone MOSCONI
Sr Associate Software Developer - R&D RQS at SAS - Thesis: "Artificial Neural Networks for Option Pricing: an application to the Heston model Calibration" Supervisor: Alessandro Ramponi
Graduated in 2019
Rihards NOVIKOVS
Associate Manager at FactSet - Thesis: "Governance factors determining FDI inflows in emerging countries: cross-regional comparative study" Supervisor: Vincenzo Farina
Graduated in 2020
Alessandro OLIVIERI
UCITS Specialist at Fondazione ENPAIA - Thesis: "Merger and Acquisition operations in the global energy sector: assessing Efficient Market Hypothesis" Supervisor: Rocco Ciciretti
Graduated in 2020
Cesare RUSSO
Portfolio Specialist at Axpo Italia - Thesis: "Portfolio construction considering the impact of shocks on higher moments" Supervisor: Stefano Grassi
Graduated in 2019
Federica SABBI
Expert at Bank of Italy - Thesis: "The sentiment analysis: an application with the Black Litterman Model" Supervisor: Ugo Pomante
Graduated in 2019
Onofrio SAPONARO
Asset Manager at Credem Banca - Thesis: "Cointegrated market neutral portfolios: identification and performance analysis" Supervisor: Gianluca Cubadda
Graduated in 2019
Michele SORBO
Merchandise Planner at Essilorluxottica - Thesis: "Risk volatility measures: a comparison." Supervisor: Tommaso Proietti
Graduated in 2020
Mahshid TEIMOURI TOULABI
Technical Editor at International journal of Supply and Operations Management (IJSOM)- Thesis: "Machine Learning Algorithms in Default Loans Prediction" Supervisor: Tommaso Proietti
Graduated in 2019
Gianlorenzo ZECCOLELLA
AT1 Fund Manager at Eurizon - Thesis: "The effect of Mergers and Acquisitions on Bidder Default Risk in the Banking Sector" Supervisor: Stefano Caiazza