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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

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