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.

A.A. 2012/2013

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.

Academic calendar

Course calendar

The Academic Calendar sets out the degree programme lecture and exam timetables, as well as the relevant university closure dates..

Academic year:
Definition of lesson periods
Period From To
primo semestre Sep 24, 2012 Dec 21, 2012
secondo semestre Feb 18, 2013 May 24, 2013

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.

Exam calendar

Should you have any doubts or questions, please check the Enrolment FAQs

Academic staff

B C D L M N P R S V Z

Bucciol Alessandro

alessandro.bucciol@univr.it 045 802 8278

Caracausi Andrea

andrea.caracausi@univr.it

Cipriani Giam Pietro

giampietro.cipriani@univr.it 045 802 8271

De Sinopoli Francesco

francesco.desinopoli@univr.it 045 842 5450

Levati Maria Vittoria

vittoria.levati@univr.it 045 802 8640

Marquis Mel Jacob

meljacob.marquis@univr.it 0458028061

Noto Sergio

elefante@univr.it 045 802 8008

Pellegrini Letizia

letizia.pellegrini@univr.it 045 802 8345

Perali Federico

federico.perali@univr.it 045 802 8486

Peretti Alberto

alberto.peretti@univr.it 0444 393936 (VI) 045 802 8238 (VR)

Pertile Paolo

paolo.pertile@univr.it 045 802 8438

Ricciuti Roberto

roberto.ricciuti@univr.it 0458028417

Roffia Paolo

paolo.roffia@univr.it 045 802 8012

Sartor Nicola

nicola.sartor@univr.it 0458028508

Vaona Andrea

andrea.vaona@univr.it 045 8028537

Zoli Claudio

claudio.zoli@univr.it 045 802 8479

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.

ModulesCreditsTAFSSD
Un insegnamento a scelta tra i seguenti:
9
C
(SECS-P/02)
Un insegnamento a scelta tra i seguenti:
6
B
(SECS-P/11)
6
B
(SECS-P/08)
Prova finale
15
E
(-)

2° Year

ModulesCreditsTAFSSD
Un insegnamento a scelta tra i seguenti:
9
C
(SECS-P/02)
Un insegnamento a scelta tra i seguenti:
6
B
(SECS-P/11)
6
B
(SECS-P/08)
Prova finale
15
E
(-)

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.




SPlacements in companies, public or private institutions and professional associations

Teaching code

4S02466

Coordinatore

Francesco Betti

Credits

6

Scientific Disciplinary Sector (SSD)

SECS-P/11 - FINANCIAL MARKETS AND INSTITUTIONS

Language

English en

Period

secondo semestre dal Feb 18, 2013 al May 24, 2013.

Learning outcomes

The objective of the course is to analyse quantitative tools and methodologies in order to build robust and efficient portfolios of financial assets. Starting from Markowitz’s Modern Portfolio Theory, the course deals with the pitfalls of traditional optimization procedure and suggests alternative models such as constrained optimization, resampling and the Black&Litterman approach.
The strategic asset allocation is the first step of the investment process. The second step is the definition of the investor’s risk profile and the choice of the most appropriate managers’ selection model. Finally, the management of the tactical allocation phase requires the adoption of performance, performance attribution and risk-adjusted performance techniques.

Program

The topics of the course are:
- An introduction to the investment process: beliefs, risks and the rules of the game
- The global framework: Strategic, tactical and risk allocation
- The “math tools”: valuation models, risk models and optimization models
- Other allocation and risk contraints: transaction and liquidity costs
- Tactical allocation: risk budgeting, incentive schemes and the lesson of behavioral finance
- Investors’ preferences, managers’ expectations
- Performance analysis: from performance attribution to risk attribution, performance ratios, alpha measures and risk-adjusted returns

The Course is structured in lessons, practical working groups and case studies.

For students who attend the course, the examination will be based on the notes, references and slides provided during the course and available on the e-learning platform.

For students who do not attend the course, the examination will be based on the following textbook (Appendixes and the following Chapters will NOT BE included in the examination questions: Chapter 8, 9, 12, 14, 15, 23, 24, 26):

Bibliografia

Reference texts
Author Title Publishing house Year ISBN Notes
ELTON E.J.-GRUBER M.J.-BROWN S.J.-GOETZMANN W.N. Modern Portfolio Theory and Investment Analysis, 6th Edition Wiley and Sons 2003 0471428566

Examination Methods

The evaluation will be based on a written examination.

Type D and Type F activities

Academic year:

Modules not yet included

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.

Area riservata studenti


Gestione carriere


Graduation

List of theses and work experience proposals

theses proposals Research area
La (cattiva) gestione dei fondi comunitari in Italia ECONOMICS - ECONOMICS
Analisi dell'Impatto della Regolamentazione: potenziale e applicazioni concrete Various topics
Costs and benefits of the new Turin-Lyon railway line Various topics
Costs and benefits of new systems for speed control on italian motorways Various topics
Contingent valuation for the quality of hospital characteristics Various topics
Evaluating occupational impacts of large investment projects Various topics

Internships


Linguistic training CLA


Admission policy

ADMISSION POLICY

The admission procedure for international students is explained in details at:
www.magecverona.it/admission-benefits/
For further information please contact magec@dse.univr.it


Additional information

 

Additional information

For further information visit the program website, http://magec.dse.univr.it, or send an email at magec@dse.univr.it.

 


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.