Studying at the University of Verona
Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.
Academic calendar
The academic calendar shows the deadlines and scheduled events that are relevant to students, teaching and technical-administrative staff of the University. Public holidays and University closures are also indicated. The academic year normally begins on 1 October each year and ends on 30 September of the following year.
Course calendar
The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..
Period | From | To |
---|---|---|
Primo semestre Magistrali | Sep 26, 2016 | Jan 13, 2017 |
Secondo Semestre Magistrali | Feb 27, 2017 | Jun 1, 2017 |
Session | From | To |
---|---|---|
Appelli esami sessione invernale | Jan 16, 2017 | Feb 17, 2017 |
Appelli esami sessione estiva | Jun 5, 2017 | Jul 7, 2017 |
Appelli esami sessione autunnale | Aug 28, 2017 | Sep 15, 2017 |
Session | From | To |
---|---|---|
Sessione autunnale | Nov 30, 2016 | Dec 1, 2016 |
Sessione invernale | Apr 5, 2017 | Apr 7, 2017 |
Sessione estiva | Sep 11, 2017 | Sep 13, 2017 |
Period | From | To |
---|---|---|
Vacanze natalizie | Dec 23, 2016 | Jan 5, 2017 |
Vacanze pasquali | Apr 14, 2017 | Apr 18, 2017 |
Vacanze estive | Aug 7, 2017 | Aug 25, 2017 |
Exam calendar
Exam dates and rounds are managed by the relevant Economics Teaching and Student Services Unit.
To view all the exam sessions available, please use the Exam dashboard on ESSE3.
If you forgot your login details or have problems logging in, please contact the relevant IT HelpDesk, or check the login details recovery web page.
Academic staff
Borello Giuliana

Taschini Luca
Study Plan
The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University.
Please select your Study Plan based on your enrollment year.
1° Year
Modules | Credits | TAF | SSD |
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2° Year activated in the A.Y. 2017/2018
Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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Modules | Credits | TAF | SSD |
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Legend | Type of training activity (TTA)
TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.
Portfolio management (2016/2017)
Teaching code
4S02476
Teacher
Coordinator
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
Primo semestre Magistrali dal Sep 26, 2016 al Jan 13, 2017.
Learning outcomes
The course takes place in two parts.
The first part of the course is to provide students with the basic methodologies typical of the Technical Analysis for the study of the evolutionary characteristics of the quotations on the markets in order to develop tactical actions aimed at supporting investments.
The second part of the course develops, in the context of fundamental analysis, the modern theory of portfolio selection of investments with uncertain returns, typically investments in equity securities that the production / marketing of products and / or services. Attention is paid to the study of modeling for the composition of efficient portfolios, the identification of the preferred portfolio and analysis of balance on the capital market.
Program
Part One: Technical Analysis
Purpose descriptive, interpretative, forecasting, management. The system market.
1. The study of graphics for operational purposes
Price dynamic function of time. Dynamics of prices and volumes versus time. Detection of price changes in timeless dimension.
2. Models heuristic quantitative
Moving averages. Oscillators. Processing of historic prices: RSI, DMS, MI, CCI, VHF, ADI, VI. Processing time series of prices and volumes: OBV, ADL, MFI. Processing of historic prices and market indices: SMEs. Processing of series of sets of prices: ADI, ADR, NHNL. The logistics function.
3. Models for taking speculative positions.
Trend-following techniques: systems based on moving averages, Parabolic System, Volatility System, Swing System. Indicators generated from historical price and volume: Ease of Movement Value. Techniques for the management of positions in congested phases: TBPS, RTS, SO, indicators of Williams.
4. From the models depending on operating systems.
Qualification of the current phase of the market, setting the business strategy, estimating the evolutionary potential and the time horizon. Outline of technical neural and fuzzy logic.
Second part: Portfolio theory
1. Choices portfolio.
Markowitz model: No titloli equity analysis with a title and a certain return; analysis with n titloli equity, title to certain performance and the ability to borrow at some cost. Models single index: estimation of Beta, the market model. Models more indices, models average correlation and mixed models.
2. Identification of the optimal portfolio.
Utility functions and investment choices. Empirical evidence of preferred alternatives.
3. Other models of portfolio selection
Optimization of the geometric mean return. The Technical Safety First, the stochastic dominance, the analysis of skewness, the Value at Risk (VaR).
4. Diversification International
The global portfolio. Returns on investments in foreign markets. The risk of foreign securities; returns arising from international diversification; effect of exchange rate risk; models for managing international portfolios.
5. Models of equilibrium in the capital market
The CAPM, non-standard forms of CAPM, APT.
6. Evaluation of the performance of a portfolio
Technical evaluation; Decomposition of the overall assessment; APT and evaluation multi-index performance; analysis of the performance of mutual funds.
Textbooks
For the first part:
M. Pring, Introduction to Technical Analysis, McGraw-Hill, NY, 1998 or JJ Murphy, technical analysis of financial markets, Hoepli, Milano, 2002.
For the second part:
F. Rossi, F. Mantovani, Portfolio theory: diversification of investments and control of the risk-return profile, Monduzzi Editore, Bologna, 2010.
The conduct of the lessons
The lessons, for a total of 60 hours, are held in a classroom equipped with computers and software. Lectures are developed, so even with applications and simulations. There are hours of tutoring in the classroom aimed at support for the use of the software and the preparation of the project work.
Examination Methods
With the help and under the supervision of the teacher, they will be formed study groups (of up to 4 students) will analyze from 5 to 10 securities / indices over time and produce a paper, project work, to be sent to the teacher via email, for evaluation.
In this project work you will have to make the best use all the techniques, models and methods of analysis svilluppati gradually over and which are the key points of the same.
The part of the project work on the Technical Analysis will be developed, compiled and evaluated by the teacher before mid November.
The project work in his capacity as full and final will be sent via mail to the teacher for approval at least one week before of the exam where the students involved are concerned. Only after positive evaluation (maximum 4/30) of the project work will be accessible examination.
The project work is part of the methods of active participation of students in the course and is introduced with the aim of:
- Stimulate students to the systematic study and regular matter as they tackle the various issues and then to improve the learning process as methods and models that gradually propose are the foundations on which to develop more complex models and methods that They are proposed in the sequence of lessons;
- Improve the capacity and quality of interpersonal relationships and in particular the work in teams;
- Improve the capacity and quality of presentation / display using patterns and vocabulary typical asset management.
These elements play an important role in professional training and are highly regarded in the labor market.
The exam consists of a written test, two hours, throughout the program, with exercises, an open question, a question of your choice, and possible interview aimed at verifying the depth and breadth of knowledge gained, the properties of language , the ability to connect in systemic form knowledge.
Type D and Type F activities
years | Modules | TAF | Teacher | |
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1° | Programming in Matlab | D | Not yet assigned | |
1° | Programming in SAS | D | Not yet assigned | |
1° | Programming Stata (3 cfu) | D | Not yet assigned | |
1° 2° | Advanced Excel Laboratory (Verona) | D |
Marco Minozzo
(Coordinator)
|
|
1° 2° | Excel Laboratory (Verona) | D |
Marco Minozzo
(Coordinator)
|
Career prospects
Module/Programme news
News for students
There you will find information, resources and services useful during your time at the University (Student’s exam record, your study plan on ESSE3, Distance Learning courses, university email account, office forms, administrative procedures, etc.). You can log into MyUnivr with your GIA login details: only in this way will you be able to receive notification of all the notices from your teachers and your secretariat via email and also via the Univr app.
Modalità di frequenza, erogazione della didattica e sedi
Le lezioni di tutti gli insegnamenti del corso di studio, così come le relative prove d’esame, si svolgono in presenza.
Peraltro, come ulteriore servizio agli studenti, è altresì previsto che tali lezioni siano videoregistrate e che le videoregistrazioni vengano messe a disposizione sui relativi spazi e-learning degli insegnamenti, salvo diversa comunicazione del singolo docente.
La frequenza non è obbligatoria.
Maggiori dettagli in merito all'obbligo di frequenza vengono riportati nel Regolamento del corso di studio disponibile alla voce Regolamenti nel menu Il Corso. Anche se il regolamento non prevede un obbligo specifico, verifica le indicazioni previste dal singolo docente per ciascun insegnamento o per eventuali laboratori e/o tirocinio.
È consentita l'iscrizione a tempo parziale. Per saperne di più consulta la pagina Possibilità di iscrizione Part time.
Le sedi di svolgimento delle lezioni e degli esami sono le seguenti
Graduation
List of thesis proposals
theses proposals | Research area |
---|---|
Tesi di laurea magistrale - Tecniche e problemi aperti nel credit scoring | Statistics - Foundational and philosophical topics |
I covered bond | Various topics |
Il metodo Monte Carlo per la valutazione di opzioni americane | Various topics |
Il Minimum Requirement for own funds and Eligible Liabilities (MREL) | Various topics |
L'acquisto di azioni proprie | Various topics |
Linguistic training CLA
Gestione carriere
Internships
The curriculum of the three-year degree courses (CdL) and master's degree courses (CdLM) in the economics area includes an internship as a compulsory training activity. Indeed, the internship is considered an appropriate tool for acquiring professional skills and abilities and for facilitating the choice of a future professional outlet that aligns with one's expectations, aptitudes, and aspirations. The student can acquire further competencies and interpersonal skills through practical experience in a work environment.