Courses a.y. 2022/2023
30268 MATEMATICA GENERALE E FINANZIARIA / MATHEMATICS
- Undergraduate courses: Mathematics, Financial Mathematics, Advanced Financial Mathematics.
- Graduate courses: Quantitative Methods for Management, Financial Models for Valuation.
- Master courses: Fixed Income, Asset Pricing.
I was born in February 11th, 1963.
I got my Degree in Economics from Università of Parma.
Actually, I am an Associate Professor of Financial Mathematics at Bocconi University, Milan.
Director of the Bachelor of Science in Economics and Management for Arts, Culture and Communication (2016-2019).
Director of Master in Quantitative Finance and Risk Management (2008-2010; 2012-2014).
My main research interests are: Quantitative Finance: financial markets models; asset pricing; term structure models, Decision theory and decision making in Finance: benchmarking models, Risk theory: models and applications for default risk.
Time dominance and I.R.R.
Modelling Reality and Personal Modelling, 1993
Immunization strategies in linear models
Operations Research Models in Quantitative Finance, 1994
On the flexible functional forms
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1994
Linear operator, time dominance and IRR
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1995
The Macaulay duration: a key indicator for the risk-adjustment in fair value
INTERNATIONAL JOURNAL OF BUSINESS AND MANAGEMENT, 2018
Enhancing portfolio diversification: are diamonds forever?
THE JOURNAL OF INVESTING, 2015
Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015
Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011
Brand valuation: A comparison of alternative models
INTERNATIONAL JOURNAL OF OPERATIONAL RESEARCH, 2009
Applying the benchmarking procedure: a decision criterion of choice under risk
THEORY AND DECISION, 2006
Dividend and Uncertainty: Evidence from the italian market
Internal Journal of Theoretical and Applied Finance, 2004
Survival Risk & Project Evaluation
Soft Computing for Risk Evaluation and Management, 2001
Time Dominance in a Stochastic Framework
GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI, 1996