Alumni


The following list includes the MSc in Finance and Banking Alumni who have authorized the use of their personal details.

Click on the name or picture to find out the current job placement.

If you graduated in the MSc in Finance and Banking and you want to be part of this community contact us msc_finance@economia.uniroma2.it


CLASS OF 2015/2016


 

BERNARDI Cristiano

Thesis: "Four Moments Portfolio Optimization: an Empirical Test" Supervisor: Prof. Ugo Pomante

CAIRONE Simone

Thesis: "The inductive research of the change in decision-making of family business founder" Supervisor: Prof. Tommaso Proietti

CARROZZI Stefano

Thesis: "Negative Rates in the SABR Model" Supervisor: Prof. Stefano Herzel

CESARONI Giulia

Thesis: "Contingent Convertible Bonds: a Market-Conform Equity Derivative Model" Supervisor: Prof. Stefano Herzel

CESARONI Giulia

Thesis: "Contingent Convertible Bonds - A Market-Conform Equity Derivative Model" Supervisor: Prof. Stefano Herzel

D'ARIA Marianna

Thesis: "The Credit Valuation Adjustment: Regulation and Implementation" Supervisor: Prof. Stefano Herzel

FAZZI Francesco

Thesis: "The Evolution in Portfolio Construction: Different Approaches of Optimization" Supervisor: Prof. Ugo Pomante

GENOVESE Jacopo

Thesis: "The Growth of Reits Market in East Asia" Supervisor: Prof. Ugo Pomante

GENTILE Cristina

Thesis: "Measures of Asymmetric Information in Financial Markets" Supervisor: Prof. Davide Pirino

MAROTTA Calogero Daniele

Thesis: "Data Driven Pricing Model" Supervisor: Prof. Alessandro Ramponi

MELONE Alessandro

Thesis: "Understanding and Forecasting Financial Market Volatility Over Long Horizons" Supervisor: Prof. Tommaso Proietti

NOVIKOV Iurii

Thesis: "What are the country specific factors that influence the foreign direct investment?" Supervisor: Prof. Vincenzo Farina

PALMISANO Giovanni

Thesis: "Investment decisions in a Non-Normal Environment" Supervisor: Prof. Ugo Pomante

PANDOLFO Valeria

Thesis: "ETF Smart Beta: the new investment frontier" Supervisor: Prof. Gianni Nicolini

RENZETTI Francesco

Thesis: "Empirical analysis on the phenomenon of delisting" Supervisor: Prof. Vincenzo Farina

ROGNONE Lavinia

Thesis: "Pricing interest rate derivatives in a negative yield environment" Supervisor: Prof. Stefano Herzel

ROMUALDI Marco

Thesis: "The Asset-Liability Management: Implementation, Structure and Diffusion. Focus on ALM in Assurance Company" Supervisor: Prof. Ugo Pomante

SCALZI Sergio

Thesis: "Optimization of Hedge Fund Strategies: An Empirical Analysis" Supervisor: Prof. Ugo Pomante

SCHIAVO Edoardo

Thesis: "Financial crisis, Buyout investments, and Corporate performance: the Italian case" Supervisor: Prof. Vincenzo Farina

VITTIGLIO Emanuele

Thesis: "Cointegration and trading opportunities: an empirical analysis" Supervisor: Prof. Vincenzo Farina

CLASS OF 2014/2015


 

ALESSANDRO Cortesini

Thesis: "Test on Fama French factor on Hong Kong Singapore and India stock market" Supervisor: Prof. Rocco Ciciretti

ALMONTE Stefania

Thesis: "Assessing the predictive ability of financial variables through a mixed frequency approach: some evidence from the Italian case" Supervisor: Prof. Gianluca Cubadda

ARNONE Raffaella

Thesis: "Econometric analysis of Value-at-Risk and Expected Shortfall" Supervisor: Prof. Tommaso Proietti

BAGGIA ZUNIGA Douglas

Thesis: "Succession Process In Family Owned Businesses in Honduras: Incorporating new young members" Supervisor: Prof. Luca Gnan

CARNEVALI Laura

Thesis: "An Empirical Analysis of the Italian attitude toward Mortagage Refinancing" Supervisor: Prof. Rocco Ciciretti

CORDINER Lorenzo

Thesis: "Statistical Arbitrage with Index Options: An Empirical Study of the European Option Market" Supervisor: Prof. Marianna Brunetti

GIACOMAZZI Consuelo

Thesis: "Optimization of CFDs portfolio implementing SMA technique" Supervisor: Prof. Gianni Nicolini

IASENZIO Stefano

Thesis: "A Vector Heterogeneous Autoregressive Index Model for Realized Volatility: some empirical results for European Equity Indexes" Supervisor: Prof. Gianluca Cubadda

JIAO Xuyang

Thesis: "Are There Tournaments in Mutual Funds?" Supervisor: Prof. Stefano Herzel

KORSAYE Sofonias Alemu

Thesis: "Artificial Neural Networks for Implied Volatility Surface: Construction and Dynamics" Supervisor: Prof. Cesare Robotti

LUZZI Francesco

Thesis: "News related to macroeconomic variable as risk factors on equity returns: evidence from Asian markets" Supervisor: Prof. Rocco Ciciretti

MAINO Andrea

Thesis: "Time Varying Dependence and Panic Copula model for Risk Measurements" Supervisor: Prof. Stefano Herzel

PETROVA Denitza

Thesis: "On Psychological Barriers and Price Behaviors: Evidence from Eastern European Markets" Supervisor: Prof. Gianni Nicolini

PROCACCI Pier Francesco

Thesis: "Flexible Bayesian Framework in Portfolio Construction: Entropy Pooling" Supervisor: Prof. Ugo Pomante

RICCARDO Antonio

Thesis: "Vector Heterogeneous Autoregressive Index Model: an application on NYSE Major Banks' assets" Supervisor: Prof. Gianluca Cubadda

RINALDI Francesco

Thesis: "Portfolio construction and valuation: machine learning techniques applied to quantitative trading system" Supervisor: Prof. Ugo Pomante

ROMANIELLO Christian

Thesis: "Central Couterparties: A numerical implementation of the default waterfall" Supervisor: Prof. Stefano Herzel

SANTURELLI Simone

Thesis: "The impact of reputation on banks liquidity risk: a study of Italian listed banks" Supervisor: Prof. Vincenzo Farina

SARDO Simone

Thesis: "Sovereign CDS: how the default probability influence the market" Supervisor: Prof. Gianni Nicolini

SCALIA Roberto

Thesis: "Forecasting Real Estate Prices" Supervisor: Prof. Tommaso Proietti

TARABORRELLI Gessica

Thesis: "The management of a real estate fund" Supervisor: Prof. Ugo Pomante

VERNEAU Guglielmo

Thesis: "Loss estimation in structured credit products" Supervisor: Prof. Stefano Herzel

CLASS OF 2013/2014


 

AGUILAR JAUREGUI Catherine Stefany

Thesis: "Sustainability and outreach trade-off of microfinance institutions in Peru" Supervisor: Prof. Leonardo Becchetti

AMIRASLANOV Farid

Thesis: "A comparative analysis of the family business governance in UK, Canada and China" Supervisor: Prof. Luca Gnan

AZZARELLI Filippo

Thesis: "The impact of corporate governance on capital structure" Supervisor: Prof. Vincenzo Farina

BERNARDO Giuseppe

Thesis: "Lines of credit in corporate finance" Supervisor: Prof. Gianluca Mattarocci

BOLOGNI Enrico

Thesis: "The effect of microfinance on poverty reduction. The case study of buen vivir, ecuador" Supervisor: Prof. Leonardo Becchetti

BORZI Chiara

Thesis: "Real estate factor premium" Supervisor: Prof. Gianluca Mattarocci

BRESCIA Mauro

Thesis: "The optimal capital structure of the firm with taxes, bankruptcy costs and stochastic volatility" Supervisor: Prof. Stefano Herzel

CAVARRETTA Maria Chiara

Thesis: "Power options in the italian electricity market: an assessment of their potential in managing risk for the italian operators" Supervisor: Prof. Gianni Nicolini

CEA Lorenzo

Thesis: "A libor market model with multiple curves" Supervisor: Prof. Stefano Herzel

DI COSMO Marco

Thesis: "Calendar anomalies: Evidence from Real Estate Investment vehicles" Supervisor: Prof. Gianluca Mattarocci

DI MARIO Alessio

Thesis: "Prospectus content, investor attention and ipo first-day returns" Supervisor: Prof. Vincenzo Farina

DUCCI Lorenzo

Thesis: "Estimating the probability of default with balance sheet information: an empirical analysis on US Smes during the last financial crisis" Supervisor: Prof. Sandro Brunetti

FORMICHELLA Valentina

Thesis: "The credit value adjustment" Supervisor: Prof. Stefano Herzel

FORTUNA Alice

Thesis: "Multiple bankin: the Italian case" Supervisor: Prof. Marianna Brunetti

GIOSI Pierluigi

Thesis: "Pricing variance swap contracts" Supervisor: Prof.Stefano Herzel

GOMEZ CANCHIS Walter Alexander

Thesis: "Return style analysis of globally invested flexible mutual funds" Supervisor: Prof. Ugo Pomante

GOUDARZI Mostafa

Thesis: "Dynamic spillover effect in future market" Supervisor: Prof. Gianni Nicolini

LEONE Stefano

Thesis: "ALM logic for pension refunds" Supervisor: Prof. Ugo Pomante

MAO Wenli

Thesis: "The Influence of Venture Capital on Family Governance System" Supervisor: Prof. Luca Gnan

PRINCIPE Claudia

Thesis: "Impact of international cross-listing on stock liquidity: evidence from European stock exchanges" Supervisor: Prof. Gianluca Mattarocci

SERAFINI Alberto

Thesis: "Comparative analysis of socially responsible and traditional investments" Supervisor: Prof. Stefano Herzel

STRAUSS Magdalena

Thesis: "A Discussion of a Matrix Exponential Model for Spatially Correlated Data" Supervisor: Prof. Maura Mezzetti

TORELLI Edoardo

Thesis: "Convexity Correction for Interest Rate Derivatives" Supervisor: Prof. Stefano Herzel

TOTEV Aleksandar

Thesis: "Corporate Ownership of American and German Companies: a Comparative Analysis of Dual-class Shares" Supervisor: Prof. Luca Gnan

TROIANO Federica

Thesis: "Labour Market Differences between Natives and Immigrants" Supervisor: Prof. Franco Peracchi

TUCCI Simone

Thesis: "The usefulness of the omega ratio in evaluating investment opportunities in the Greek market, during the crisis" Supervisor: Prof. Gianluca Mattarocci

VISELLI Gabriele

Thesis: The share of income from non-intermediation activities in the European cooperative banks" Supervisor: Prof. Rocco Ciciretti

WANG Cizhi

Thesis: "Case Study in Wand and Huawei, so that we can Find some Suggestion on Shareholder Structure and Employees" Supervisor: Prof. Luca Gnan

YANJUN Li

Thesis: "Credit Cycle and Macroprudential Policy" Supervisor: Prof. Luisa Corrado

CLASS OF 2012/2013


 

COLAROSSI Daniele

Thesis: "Active Management and Return Dispersion" Supervisor: Prof. Rocco Ciciretti

DI ROCCO Andrea

Thesis: "Corporate Social Responsibility Around The World" Supervisor: Prof. Vincenzo Farina

FEBO Angelo Walter

Thesis: "Liquidity, Market Impact and Optimal Trading Strategies" Supervisor: Prof Stefano Herzel

FICCADENTI Valerio

Thesis: "Inflation and Growth: some empirical results from the European Union countries" Supervisor: Prof. Giovanni Trovato

KELEMEN Iringo Anna

Thesis: "Tactical Asset Allocation Embedding With The Black-Litterman Model's Views" Supervisor: Prof. Ugo Pomante

KILMOVICH Sergey

Thesis: "An Analysis of Co-integration of Financial Derivative Markets in a Worldwide Perspective" Supervisor: Prof. Gianni Nicolini

KRAUJUTAITYTE Faustina

Thesis: "Competition Among Stock Exchanges : Comparison Of Listing Regulations Of Singapore Stock Exchange And London Stock Exchange" Supervisor: Prof. Nicoletta Ciocca

MALEK MOHAMMADI Masoud

Thesis: "Portfolio Optimization with Parametric Quadratic Programming" Supervisor: Prof. Stefano Herzel

MTENGWA Nyashazashe

Thesis: "Impact Investing: an Advanced Market Capital Allocation Framework" Supervisor : Prof. Ugo Pomante

PICCIRELLI Alessia

Thesis:"How Diversification Affects Idiosyncratic and Overall risk of Open-end Equity Funds" Supervisor: Prof. Rocco Ciciretti

QUARANTA Nicoletta

Thesis: "CSR and Idiosyncratic Volatility" Supervisor: Prof. Rocco Cicireti

RANALLI Giulia

Thesis: "Minibond. What Kind Of Issuers Are Smes? Evidence Form The Financial Statement Analysis" Supervisor: Prof. Ugo Pomante

SCALONE Chiara

Thesis: "Italian Target Maturity Funds: Investment Style And Performance Analysis" Supervisor: Prof. Rocco Ciciretti

STRAGAPEDE Michele

Thesis: " Portfolio Value at Risk with Jumps" Supervisor: Prof.Stefano Herzel

TALLARIDA Tiziano

Thesis: "Asset Market Microstructure: Order Book Analysis". Supervisor: Prof. Stefano Herzel

TAMBURRI Matteo

Thesis: "A comparison of forecasting performances between random walk, Garch-m and Egarch-m" Supervisor: Prof. Marianna Brunetti

CLASS OF 2011/2012


 

ABBASOV Farid

Thesis: "Liquidity Risk and Basel III" Supervisor: Prof. Gianluca Mattarocci

ABDUL SAMAD Remi

Thesis: "Credit Risk Management in Islamic Banks" Supervisor: Prof. Vincenzo Farina

BENDZIUTE Doville

Thesis: "Commercial and Investment Banking in Economies with Asymmetric Information" Supervisor: Prof. Eloisa Campioni

CANORI Alfredo

Thesis: "Basel III: a new regulatory framework" Supervisor: Prof. Sandro Brunelli

CESARI Lorenzo

Thesis: "ESG Performance and Financial Performance of US Equity Mutual Funds" Supervisor: Prof. Stefano Herzel

CILLA Edoardo

Thesis: "Measuring and Modelling the Risk of Liquidity" Supervisor: Prof. Stefano Herzel

CRISTELL Luca

Thesis: "Journalists and Markets: Framing Financial Media" Supervisor: Prof. Vincenzo Farina

DONATO Ludovico

Thesis: "Investor Sentiment and Asset Prices. Can a Profitable Trading Strategy Be Devised from a Pessimism Index?" Supervisor: Prof. Ugo Pomante

GIRARDI Alessio

Thesis: "Investing in vice: An empirical study based on the U.S. market" Supervisor: Prof. Ugo Pomante

GRASSO Adriana

Thesis: "Dynamic Portfolio Strategies with Liquidity Costs" Supervisor: Prof. Stefano Herzel

LAMAJ Erisa

Thesis: "An Overview of VaR. An Application of Block Maxima Method in Risk Management for Heavy Tailed Stock Returns" Supervisor: Prof. Ugo Pomante

MARCONE Michela

Thesis: "Maximum Likelihood Estimation of Noisy Rational Expectation Models For Financial Markets" Supervisor: Prof. Roberto Monte

MARIOTTI Sara

Thesis: "Pricing and Hedging CDOs Using Copulas" Supervisor: Prof. Stefano Herzel

NORANTE VALENTINI Giulio

Thesis: "Multinational companies and currency risk in the speculative attacks" Supervisor: Prof. Gianluca Mattarocci

PETRINI Francesco Maria

Thesis: "From Bail-out to Bail-in: a new framework of rules " Supervisor: Prof. Leonardo Becchetti

PETRONGARI Michael

Thesis: "Future on Commodities: Agrex - Agricultural Derivatives Exchange" Supervisor: Prof. Gianni Nicolini

RECUPERO Silvia

Thesis: "The Gold Pricing: Evidence from the Spot and the Future Gold Pricing" Supervisor: Prof. Gianni Nicolini

SARKHAN Rahimli

Thesis: "Constant Proportion Portfolio Insurance Strategies And Related Gap Risk Measures For Processes With Jumps And Applications" Supervisor: Prof. Sergio Scarlatti

CLASS OF 2010/2011


 

CAPO Mariangela

Thesis: "Managing Risk Exposures Using the Risk Budgeting Approach: the Equal Risk Contribution Portfolio Construction and Analysis" Supervisor: Prof. Ugo Pomante

FLORES Deborah

Thesis: "A Tactical Asset Allocation Perspective Applied To The Black-Litterman Model" Supervisor: Prof. Ugo Pomante

GIACOMINO Paolo

Thesis: "Are Sovereign Credit Ratings Pro-cyclical? A Controversial Issue Revisited in Light of the Current Financial Crisis" Supervisor: Prof. Stefano Herzel

INGLESE Gabriele

Thesis: "Home Bias And New Measures Of Bias In Asset Allocation" Supervisor: Prof. Ugo Pomante

LAUTIZI Francesco

Thesis: "Empirical Estimates of Pricing Kernel and Risk Aversion" Supervisor: Prof. Stefano Herzel

MALASTESTA Fabrizio

Thesis: "Ethical Funds and Liquidity Risk" Supervisor: Prof. Stefano Herzel

OSHAFI Vasna

Thesis: "Trading in Secondary Loan Markets" Supervisor: Prof. Andrea Kamal Attar

PAVANA Marco

Thesis: "Mutual Fund Performance: Active Versus Passive Management" Supervisor: Prof. Ugo Pomante

SANGRIGOLI Dario

Thesis: "The Evolution Of The Finance-Growth Nexus: Past Studies And New Perspectives" Supervisor: Prof. Leonardo Becchetti

SANTORELLI Giulio

Thesis: "Demographic Structure and Asset Returns: a New Prospective from International Data" Supervisor: Prof. Marianna Brunetti

SARCINELLI Nicola

Thesis: "Value creation through strategic diversification: the Fincantieri case" Supervisor: Prof. Sandro Brunelli

CLASS OF 2008/2009


 

CASSETTI Sante

Thesis: "Sequential Conditional Correlation" Supervisor: Prof. Tommaso Proietti

FORMICA Francesco

Thesis: "Basel III and Its Potential Impact on Global Banks" Supervisor: Prof. Stefano Caiazza

PERIOTTO Marco

Thesis: "Provate Equity and Venture Capital" Supervisor: Prof. Vincenzo Farina

SANTANGELO Daniela

Thesis: "The Goldman Sachs Event and SRI Funds" Supervisor: Prof. Rocco Ciciretti