Alumni 2020/2021
Trainee at European Banking Authority
Emanuel Andrei
Thesis: "Swap spread strategy: profitability of using the Secured Overnight Financing Rate" Supervisor: Prof. Stefano Herzel
Analyst at Previdenza Cooperativa
Carlo Emanuele Autiero
Thesis: "Robust Portfolio Optimization Under Sparse Contamination" Supervisor: Prof. Alessio Farcomeni
Portfolio Manager at Cassa Nazionale del Notariato
Andrea Caputo
Thesis: "Resistance of ESG investments: a Socially Responsible approach during Covid-19 pandemic" Supervisor: Prof. Rocco Ciciretti
Pre Sales Consultant at Morningstar
Lorenzo Cianciullo
Thesis: "CSR role in investors’ choices: effects of deletion from the MSCI KLD400 Social Index" Supervisor: Prof. Rocco Ciciretti
Data Analyst - ICE
Domenico Roberto Curciariello
Thesis: "Does Bitcoin hedge inflation risk? A multivariate time series analysis" Supervisor: Prof. Tommaso Proietti
Risk Management at SACE
Luciana Fauceglia
Thesis: "Portfolio selection with ESG score: a new optimization approach to include investors’ ESG preferences" Supervisor: Prof. Ugo Pomante
March 2023 graduate
Simone GENNA
Thesis title: Climate-related risk: a financial perspective on CO2 emissions correlations
Associate | Valuation & Analytics | Deals at PwC Sweden
Mihail Huzun
Thesis: "Portfolio Performance Analysis: Combining Cryptocurrencies with Traditional Assets" Supervisor: Prof. Ugo Pomante
N.D.
Eduard Andrei Kiss
Thesis: "Forecasting Exchange Rates: An Empirical Analysis" Supervisor: Prof. Marianna Brunetti
Junior Financial Analyst at EPPI - Ente di Previdenza dei Periti Industriali
Domenico Leone
Thesis: "Central bank, monetary policy and interest rates" Supervisor: Prof. Stefano Herzel
Analyst - Investor Engagement at Morrow Sodali SPA
Cristina Mirabela Niscoveanu
Thesis: "Can Socially Responsible Investments “Do Well While Doing Good”? An analysis of the European funds from 2000 to nowadays" Supervisor: Prof. Rocco Ciciretti
Portfolio Analyst at Prometeia Advisor SIM
Marco Piazza
Thesis: "Different performance measures and their impact on mutual funds selection" Supervisor: Prof. Ugo Pomante
Financial Analyst at Previndai Fondo Pensione (Rome)
Giulia Proietti
Thesis: "Thematic Investments: Challenges and Perspectives for Asset Management" Supervisor: Prof. Ugo Pomante
ACP Analyst at BlackRock
Davide Radicioni
Thesis: "The Black-Litterman Model: Rigorous Review, Implementation and Application to the Market" Supervisor: Prof. Shmuel Nissim Baruch
Consultant at Reply e*Finance Consulting
Alina Sandu
Thesis: "Econometric Investigation of Volatility Clustering and Asymmetry Effects on the Italian Stock Market" Supervisor: Prof. Shmuel Nissim Baruch
Business Analyst - Investment Reporting at Allianz, Munich
Paiman Sobati
Thesis: "Generative Adversarial Networks and Their Application in Financial Time Series" Supervisor: Prof. Alessandro Ramponi
July 2023 Graduate
Alessandra Tallarico
Thesis title: The effect of uncertainty on firms investments in green technology
M&A Analyst at Holding Industriale SpA
Thiago Tatsch
Thesis: "Does Alternative Data Improve Financial Forecasting? A series of cases" Supervisor: Prof. Vincenzo Farina
Investment Fund Analyst at Deloitte, Luxembourg
Gianluca Varrenti
Thesis: "Is Diversification Overrated?" Supervisor: Prof. Shmuel Nissim Baruch