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MARGHERITA CIGOLA

MARGHERITA CIGOLA
Associate Professor
Department of Decision Sciences

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Courses a.y. 2017/2018

20179 ANALISI DEI DATI / DATA ANALYSIS
30028 METODI QUANTITATIVI PER L'ECONOMIA [QUANTITATIVE METHODS FOR ECONOMICS]
30062 MATEMATICA - MODULO 1 (GENERALE) / MATHEMATICS - MODULE 1 (GENERAL)
30063 MATEMATICA - MODULO 2 (APPLICATA) / MATHEMATICS - MODULE 2 (APPLIED)
30449 MATHEMATICS - MODULE 2 (APPLIED MATHEMATICS)

Courses previous a.y.


Biographical note

Degree in Economics from the Università di Parma.


Academic CV

Associate Professor of Mathematics since 1998. She is a member of the Associazione per la Matematica Applicata alle Scienze Economiche e Sociali. She has taught at the Università di Sassari, the Università degli Studi di Parma and for the master programs of Banking&Finance for Development (Finafrica), Managerial Decisions and Public Ethics (Politeia), Financial Management (Istituto Superiore di Catania), Public Management (SDA), Accounting and Auditing (SDA).


Research areas

Decision theory. Static optimization. Financial markets.


Selected publications

"Concavità in mediana", in Atti XIII Convegno AMASES, Bologna: Pitagora Editrice, 1989; "Sui contratti di Interest Rate Swap a capitale variabile" (with E. Salinelli), in Giornale degli Economisti e Annali di Economia, Anno XLVIII, n. 11-12, 1989; "Duration Indices for Positive Cash-Flows", in Studi di Matematica finanziaria ed attuariale, n. 7, Istituto di Metodi Quantitativi, Università Bocconi, 1991; "On Certainty Equivalent", in Rivista AMASES, Anno 15°, n. 1, 1992; "A Note on Ordinal Concavity", in S. Komlósi, T. Rapcsák, S. and S.Schaible (eds.), Generalized Convexity, Berlin, Springer Verlag, 1994; "Discounting Risky Sums" (with F. Beccacece and L. Peccati), in Studi di Matematica Finanziaria ed Attuariale, n. 15, Istituto di Metodi Quantitativi, Università Bocconi, 1995; "Increasing Maps" (with F. Beccacece), in Optimization, 35, 1995; "On SSB Utility Theory" (with P. Modesti), in M. Bertocchi, E. Cavalli, S. Komlosi (eds.), Modelling Techniques for Financial Markets and Bank Management, Heidelberg, Physica Verlag, 1996; "Ordinally Quasiconcave Functions" (with M. Li Calzi), in Optimization, 40, 1997; "Invisible Points and Optimization" (with F. Beccacece), Studi Matematici, n. 38, Istituto di Metodi Quantitativi, Università Bocconi, 1998; "On Customer Equity" (with E. Coffetti), in Studi Matematici, n.49, Istituto di Metodi Quantitativi, Università Bocconi, 1999; "Monotone Maps and Global Stability", presentato al XXIV Convegno AMASES, Padenghe, 2000; "Evaluating the Marginal and the Total Productivity of Inputs" (with L. Peccati), in Ingegneria Economica, 74, 2002; "Intertemporal Utility: A Conflict Between Simplicity and Complexity" (with L. Peccati), presentato al X Convegno FUR, Torino, 2001; "On the Comparison Between the APV and the NPV Computed via the WACC" (with L. Peccati), EJOR, 161, 2005; "On Mergers and Acquisitions" (con P. Modesti), Managerial Finance, 34, 2008.