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DAVIDE MASPERO

DAVIDE MASPERO
Associate Professor
Department of Finance

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Courses a.y. 2018/2019

10052 DERIVATIVES
20248 ASSET MANAGEMENT

Courses previous a.y.


Biographical note

Born June 12th, 1962. Degree in Economics from Università Bocconi.


Academic CV

Associate Professor of Financial Markets and Institutions since November 2001. Previously he was an associate professor at the Università degli Studi del Molise (1998-2001) and a researcher at Università Bocconi (1994-1998). Director of the Master of Quantitative Finance and Risk Management (2004-2007).


Research areas

Asset management. Risk measurement and management in financial institutions. Pricing of derivatives and risk management.


Selected publications

"Investable hedge fund indices: how expensive is liquidity?" Newfin Working Paper, December 2006; Risk Management for asset managers: a test of Relative VaR (with F. Saita), Journal of Asset Management, April 2005;  Maspero D. and F. Saita (2005), "Risk Measurement for Asset Managers: A Test of Relative VaR", Journal of Asset Management.