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CV (English)
(pdf, en, 113 KB, 04/01/24)
CV (Italiano)
(pdf, it, 124 KB, 04/01/24)
I hold an MSc in Mathematics from the University of Milan, an MA in Finance from Collegio Carlo Alberto in Turin, and a PhD in Financial Mathematics from ETH Zurich. From 2017 to 2023 I was assistant professor in Finance and Insurance at the University of Zurich and a member of the Swiss Finance Institute. Since 2023 I have joined the University of Verona. My core research interests lie at the intersection between risk and capital management.
Modules running in the period selected: 8.
Click on the module to see the timetable and course details.
Di seguito sono elencati gli eventi e gli insegnamenti di Terza Missione collegati al docente:
| Topic | Description | Research area |
|---|---|---|
| JEL D81 - Criteria for Decision-Making under Risk and Uncertainty | Theoretical study of decision-making under risk and uncertainty. It includes, also, models of risk measurement, evaluation of the effects of policies and economic choices under uncertain contexts. Multidimensional analysis of individual risk attitudes and its applications in the areas of risk sharing and analysis of the distribution of risks at the social level. |
Welfare and Collective Choice
Information, Knowledge, and Uncertainty |
| JEL G11 - Portfolio Choice; Investment Decisions | This reseach field studies optimal investment and consumption using financial assets and insurance policies. Both methodological (modelling and calibration) and practical (impact on short and long term behavior) aspects are investigated. |
Quantitative Finance
General Financial Markets |
| JEL G12 - Asset Pricing; Trading volume; Bond Interest Rates | Research on asset pricing focuses on two main topics: modelling interest rates, with the aim of pricing bonds and derivatives, and modelling stocks, to study the main factors which determine their price variation. |
Quantitative Finance
General Financial Markets |
| JEL G22 - Insurance; Insurance Companies | Risk analysis and management with a focus on the insurance context. This field of study involves several topics, both methodological and applied, including actuarial mathematics of non-life and life insurance, risk measures, insurance statistics, and solvency of insurance companies. |
Quantitative Finance
Financial Institutions and Services |
| JEL G28 - Government Policy and Regulation | The goal of this research area is to study issues related to government policies and regulation of financial institutions and securities. It primarily focuses on bailouts, bank licenses, bank regulation, Basel Accords, capital requirements, deposit insurance, financial disclosure, financial supervision, Insurance Capital Standards, insurance regulation, Solvency Standards |
Quantitative Finance
Financial Institutions and Services |
| JEL G32 - Financing Policy - Financial Risk and Risk Management - Capital and Ownership Structure - Value of Firms - Goodwill | The goal of this research area is to study issues related to the financing policies and risk management of firms. This includes the study of firm value, capital-ownership structure, foreign and domestic or public and private ownership structure, corporate defaults, financial ratios and other measures of performance and risk such as value at risk and expected shortfall. |
Quantitative Finance
Corporate Finance and Governance |
| Office | Collegial Body |
|---|---|
| Commissione Terza Missione Public Engagement - Department Economics | |
| member | Economics Department Council - Department Economics |
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