Alumni 2019/2020
Fund Administration Analyst at Intermediate Capital Group, Warsaw
Assel Altynbek
Thesis: "European Cooperative Banking Group" Supervisor: Prof. Stefano Caiazza
Financial Plan and Debt Analyst at Eni
Riccardo Angeli
Thesis: "The Covid-19 Effect on Oil Spot and Futures Market and Potential Hedging Strategies" Supervisor: Prof. Gianni Nicolini
Specialist in Financial Risk Management at Poste Italiane
Roberto Bauer
Thesis: "Machine Learning applied to dynamic Hedging strategies: a comparison between ANNs and linear regression models." Supervisor: Prof. Alessandro Ramponi
Assistant Manager at Deloitte UK
Giorgia Carena
Thesis: "Stochastic models for simultaneous trading in the lit market and a dark pool: a numerical study" Supervisor: Prof. Katia Colaneri
Data Scientist • Digital - Insight, Analytics & Research at Entain
Andrei Carp
Thesis: "Machine Learning applications to predict stock prices based on technical indicators." Supervisor: Prof. Alessandro Ramponi
Investment Strategist at BancoPosta Fondi S.p.a SGR
Maria Ciobanu
Thesis: "Behaviour of Healthcare Index: A GARCH forecasting approach to predict volatility." Supervisor: Prof. Tommaso Proietti
Consultant and auditor at Studio Dott. Vidal & Partners, Venice
Valerio D'Agostini
Thesis: "The Hard Landing of the Chinese Shadow Banking: how China’s printing machine and financial system practices may overwhelm its and other countries’ economy." Supervisor: Prof. Ugo Pomante
N.A.
Lavinia Del Treste
Thesis: "The announcement effect of green bond issuers on their listed share price" Supervisor: Prof. Rocco Ciciretti
Business Advisory Analyst at Accenture Czech Republic
Diana Andreea Dudas
Thesis: "Are Cat Bonds better than Reinsurance? A numerical study." Supervisor: Prof. Katia Colaneri
Risk Manager at CDP Cassa Depositi e Prestiti
Michela Fiore
Thesis: "Reinforcement Learning for Automatic Option Hedging" Supervisor: Prof. Stefano Herzel
Financial Risk Analyst at Poste Italiane
Gianluca Franceschini
Thesis: "The Effectiveness of Weather Derivatives as Risk Mitigating Tool in Wine Industry" Supervisor: Prof. Gianni Nicolini
Fixed Income Analyst at Wellington Management, Boston
Omar Gaye
Thesis: "ESG Factors and Performance in Portfolio Construction: Energy and Power Utility Sector" Supervisor: Prof. Ugo Pomante
Financial Advisor at Zolal, Teheran
Fakhteh Ghalami
Thesis: "Mean-Variance efficient portfolio and skewed assets performance comparison" Supervisor: Prof. Shmuel Nissim Baruch
Account Analyst at PIMCO
Daniele Maggio
Thesis: "Corporate Reputation: a Systematic ESG Risk Approach" Supervisor: Prof. Rocco Ciciretti
Junior Financial Analyst at Previndai Fondo Pensione
Francesco Milani
Thesis: "The Integration of ESG Factors into the Investment Process: an application in the Portfolio Construction Model" Supervisor: Prof. Ugo Pomante
Investment Analyst at Allfunds Bank
Laura Morrocchi
Thesis: "Risk-Return Optimization and ESG Opportunities in the Current Financial Market: an Empirical Study on Model Portfolios" Supervisor: Prof. Ugo Pomante
N.A.
Tiara Fatin Binti Nasip
Thesis: "A Comparison of Methods for Sentiment Analysis of Private Companies: The Case of Recent Tweets about Tesla Inc." Supervisor: Prof. Alessio Farcomeni
PhD Candidate at the Norwegian School of Economics, NHH
Saeedeh Ostovari
Thesis: "Investigating the Statistical Properties of the Hurst Exponent Estimator of Rough Volatility Model" Supervisor: Prof. Tommaso Proietti
Risk Control at Eni Trade & Biofuels
Matteo Ronci
Thesis: "Volatility Analysis of Bitcoin and Ethereum Before and After the Introduction of Futures" Supervisor: Prof. Gianni Nicolini
Investment Advisor at BNL Gruppo BNP Paribas
Roberto Rosina
Thesis: "The Determinants of Financial Derivatives Use: an Empirical Analysis From European Banking Industry" Supervisor: Prof. Gianni Nicolini
Credit Risk Modeller at BNL BNP Paribas
Edoardo Sabetta
Thesis: "Doing Well While Doing Good? A Performance Comparison Analysis of European Mutual Funds in Pandemic Times" Supervisor: Prof. Vincenzo Farina
Risk Management Analyst at Enel Global Trading
Flaminia Sarrantonio
Thesis: "Power market fundamental approach to study the dynamics of the electricity sector in Latin America" Supervisor: Prof. Rocco Ciciretti
Advanced Digital Solutions Analyst at Intesa Sanpaolo
Noemi Viggiano
Thesis: "Does it matter to be green? The Effect of Green Investment on Corporate Behavior" Supervisor: Prof. Stefano Herzel
Deals Strategy Associate at PwC Italy
Aizhan Yermekova
Thesis: "Determinants of M&A premium: evidence from quantile regression analysis" Supervisor: Prof. Alessio Farcomeni