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 (lauree magistrali) | Oct 5, 2020 | Dec 23, 2020 |
| secondo semestre (lauree magistrali) | Mar 1, 2021 | Jun 1, 2021 |
| Session | From | To |
|---|---|---|
| sessione invernale | Jan 11, 2021 | Feb 12, 2021 |
| sessione estiva | Jun 7, 2021 | Jul 23, 2021 |
| sessione autunnale | Aug 23, 2021 | Sep 17, 2021 |
| Session | From | To |
|---|---|---|
| sessione autunnale (validità a.a. 2019/20) | Dec 9, 2020 | Dec 11, 2020 |
| sessione invernale (validità a.a. 2019/20) | Apr 7, 2021 | Apr 9, 2021 |
| sessione estiva (validità a.a. 2020/21) | Sep 6, 2021 | Sep 8, 2021 |
| Period | From | To |
|---|---|---|
| Vacanze di Natale | Dec 24, 2020 | Jan 6, 2021 |
| Vacanze di Pasqua | Apr 3, 2021 | Apr 6, 2021 |
| Vacanze estive | Aug 9, 2021 | Aug 15, 2021 |
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.
Should you have any doubts or questions, please check the Enrolment FAQs
Academic staff
Vannucci Virginia
virginia.vannucci@univr.it
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 enrolment year.
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
1° Year
| Modules | Credits | TAF | SSD |
|---|
2° Year
| Modules | Credits | TAF | SSD |
|---|
| Modules | Credits | TAF | SSD |
|---|
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.
Asset Pricing Models (2021/2022)
Teaching code
4S006069
Academic staff
Coordinatore
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Period
secondo semestre (lauree magistrali) dal Feb 21, 2022 al May 13, 2022.
Learning outcomes
The course aims to provide a quantitative approach for dealing with investment and consumption problems under uncertainty. Fundamental topics presented in the course are also related to the efficient structure of financial markets and equilibrium theory.
Students may find useful to follow this course after those of Mathematical Finance, Financial Risk management and, Portfolio Management and Equity markets.
Program
1. Choices in presence of risk: preliminary aspects
a) utility functions;
b) risk aversion;
c) stochastic dominance.
2. Portfolio theory in a single time period
a) utility maximization;
b) mean-variance. Markowitz portfolio theory;
c) insurance, saving and consumption.
3. General equilibrium theory
a) pareto-optimality;
b) equilibrium theory;
c) fundamental theorem of asset pricing;
d) CCAPM, CAPM e APT models.
4. Asset pricing models
a) historical risk and return;
b) markets efficiency;
c) multi-factor models: CAPM;
d) real options.
5. Dynamic portfolio theory, multiple time periods
a) optimal investment and consumption: dynamic programming principle;
b) equilibrium theory and fundamental theorem of asset pricing;
c) optimal investment and consumption in continuous time: Merton problem.
6. Technical analysis
a) the market system, price and volume dynamics as a function of time;
b) heuristic-quantitative models: indicators and oscillators, logistic function;
c) from basic models to operating systems, qualification of the current market phase, definition of operational
strategy, evaluation of the evolutionary potential and time horizon.
TEACHING METHOD:
The course articulates in lectures. Attending lectures is strongly recommended but not compulsory. Lecture slides will be made available on Moodle platform.
Tutoring activities are scheduled during the course.
Bibliography
Examination Methods
The final exam is a written test containing both exercises and theoretical questions.
Type D and Type F activities
| years | Modules | TAF | Teacher |
|---|---|---|---|
| 1° 2° | Future matters | D |
Alessandro Bucciol
(Coordinatore)
|
| 1° 2° | Future matters | D |
Alessandro Bucciol
(Coordinatore)
|
| years | Modules | TAF | Teacher |
|---|---|---|---|
| 1° 2° | The fashion lab (1 ECTS) | D |
Maria Caterina Baruffi
(Coordinatore)
|
| 1° 2° | The fashion lab (2 ECTS) | D |
Maria Caterina Baruffi
(Coordinatore)
|
| 1° 2° | The fashion lab (3 ECTS) | D |
Maria Caterina Baruffi
(Coordinatore)
|
| years | Modules | TAF | Teacher |
|---|---|---|---|
| 1° 2° | Design and Evaluation of Economic and Social Policies | D |
Federico Perali
(Coordinatore)
|
| 1° 2° | Public debate and scientific writing - 2020/2021 | D |
Martina Menon
(Coordinatore)
|
| 1° 2° | Wake up Italia - 2020/2021 | D |
Sergio Noto
(Coordinatore)
|
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.
Further services
I servizi e le attività di orientamento sono pensati per fornire alle future matricole gli strumenti e le informazioni che consentano loro di compiere una scelta consapevole del corso di studi universitario.
Graduation
List of theses and work experience proposals
| theses proposals | Research area |
|---|---|
| Tesi di laurea magistrale - Tecniche e problemi aperti nel credit scoring | Statistics - Foundational and philosophical topics |
| Il metodo Monte Carlo per la valutazione di opzioni americane | Various topics |
| Proposte Tesi A. Gnoatto | Various topics |
