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CARLO AMBROGIO FAVERO

PhD supervision

Supervision of PhD students is one of my favourite research activities. My involvement with PhD students in Economics and Finance at Bocconi has been constant since the Phd Programme has been established at the beginning of this millennium. I feel privileged for the chance I had to meet and work with my PhD students.

Castelnuovo, Efrem
PhD Dissertation: "On the Fed's Interest Rate Smoothing" 
Year of completion: 2004, Bocconi University
Current Employment:Associate Professorr, Melbourne Institute of Applied Economics and Social Research

Surico, Paolo
PhD Dissertation: "On the Policy Preferences of the Federal Reserve" 
Year of completion: 2004, Bocconi University
Current Employment: London Business School

Aiolfi, Marco
PhD Dissertation: "Essays in Asset Allocation and Econometrics" 
Year of completion: 2006, Bocconi University
Current Employment: Vice-President at Quantitative Management Associates LLC 

 Maier, Stephan
PhD Dissertation: Liquidity and Risk Premia of Long-Term Government Bonds - Evidence from EMU and Accession Countries
Year of completion: 2006, Bocconi University
Current Employment: Economist, Unicredit Research & Strategy, Milan 

Pettenuzzo, Davide
PhD Dissertation:"Forecasting and asset allocation decisions under structural breaks" 
Year of completion: 2006, Bocconi University
Current Employment: Assistant Professor, Department of Economics, Brandeis University  

Carriero, Andrea
PhD Dissertation: "Parameters Uncertainty and Tests of Present Value Models" 
Year of completion: 2007, Bocconi University
Current Employment: Professor of Economics, School of Economics and Finance,Queen Mary College , Univ of London  

 Kaminska, Iryna
PhD Dissertation: "The Term Structure of Interest Rates and Macroeconomic Dynamics" 
Year of completion: 2007, Bocconi University
Current Employment: Bank of  England

 Consolo, Agostino
PhD Dissertation: "Essays in Model Evaluation for Monetary Policy" 
Year of completion: 2008, Bocconi University
Current Employment: European Central Bank,

 Niu, Linlin
PhD Dissertation: "Interest rate term structure modeling and forecasting with macro-finance models " 
Year of completion: 2008, Bocconi University
Current Employment: Assistant Professor WISE - Wang Yanan Institute for Studies in Economics, Xiamen University of China

Milia, Carlo
PhD Dissertation: "Essays in market manipulation and Insider Trading " 
Year of completion: 2008, Bocconi University
Current Employment: CONSOB, Milan

 Li, Junye (joint supervision with Fulvio Ortu)
PhD Dissertation: "Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models"
Year of completion: 2009, Bocconi University
Current Employment: ESSEC Business School, Paris-Singapore

Paccagnini Alessia
PhD Dissertation: Econometric Model Evaluation of DSGE models
Year of Completion 2010
Current Employment: State University of Milan, EUI Florence

Agrippino Silvia Miranda
PhD Dissertation: Measuring Risk, contagion and Interdependence:CoVaR
Year of Completion 2010
Current Employment: PostDoc, London Business School

Tortora, Andrea
PhD Dissertation "Exchange rate forecasting: Bayesian Model Averaging and Structural Instability"
Year of Completion 2011
Current Employment: Economist, Cassa Depositi e Prestiti

Gozluklu Arie
PhD Dissertation "Inflation, Stock Market and Long-Term Investors: Real Effect of Changing Demographics"
Year of Completion 2011
Current Employment: Assistant Professor Warwick Business School

Uhl Bjorn
PhD Dissertation "Particle-Based Clustering of Financial Time-Series: a Novel Approach to Identify Pairs Trading Opportunities"
Year of Completion 2011
Current Employment: Allianz Group

Andrea Tamoni (joint supervision with Fulvio Ortu)
PhD Dissertation "Essays in Asset Pricing"
Year of Completion 2012
Current Employment: Assistant Professor, Dept. of Finance The London School of Economics and Political Sciences

Federico Nucera
PhD Dissertation "The comovement between sovereign and bank credit risk during the nancial crisis: the case of the Euro area"
Year of Completion 2012
Current Employment: Assistant Professor, LUISS Rome  

Antonio Gargano
PhD Dissertation "Essays on Predictability of Returns and Asset Pricing"
Year of Completion 2013
Current Employment: Assistant Professor, Dept. of Finance University of Melbourne

Roberto Steri
PhD Dissertation "Collateral based asset pricing"
Year of Completion 2013
Current Employment: Assistant Professor, Dept. of Finance University of Lausanne 

 

Last change 19/09/2014