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.

Study Plan

A.A. 2024/2025 A.A. 2023/2024 A.A. 2022/2023 A.A. 2021/2022 A.A. 2020/2021 A.A. 2019/2020 A.A. 2018/2019 A.A. 2017/2018 A.A. 2016/2017 A.A. 2015/2016 A.A. 2014/2015 A.A. 2013/2014 A.A. 2012/2013 A.A. 2011/2012 A.A. 2010/2011 A.A. 2009/2010

This information is intended exclusively for students already enrolled in this course.
If you are a new student interested in enrolling, you can find information about the course of study on the course page:

Laurea magistrale in Banca e finanza - Enrollment from 2025/2026

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.

CURRICULUM TIPO:

1° Year 

ModulesCreditsTAFSSD
9
B
IUS/04
9
B
SECS-P/05
9
B
SECS-P/11
6
B
SECS-P/01
9
B
SECS-S/06
9
B
SECS-S/06
9
D
-

2° Year   activated in the A.Y. 2011/2012

ModulesCreditsTAFSSD
6
B
SECS-P/09
6
C
SECS-S/06
9
B
SECS-S/01
9
C
SECS-S/06
9
B
SECS-S/06
6
F
-
15
E
-
activated in the A.Y. 2011/2012
ModulesCreditsTAFSSD
6
B
SECS-P/09
6
C
SECS-S/06
9
B
SECS-S/01
9
C
SECS-S/06
9
B
SECS-S/06
6
F
-
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.

A Basic activities
B Characterizing activities
C Related or complementary activities
D Activities to be chosen by the student
E Final examination
F Other training activities
S Placements in companies, public or private institutions and professional associations

Financial econometrics  (2010/2011)

Teaching code

4S00241

Teacher

Diego Lubian

Coordinator

Diego Lubian

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-P/05 - ECONOMETRICS

Period

Second semester dal Feb 21, 2011 al May 25, 2011.

Seminars 0

Learning outcomes

Module:
-------
A course in financial econometrics

Program

Module:
-------
1. Review of probability and statistics
2. The classical linear regression model
2.1 The simple regression model
2.2 The multiple linear regression model
3. Portfolio choice
3.1 The efficient frontier (review)
3.2 Statistical inference on the efficient frontier
4. Market equilibrium, risk and return
4.1 The Capital Asset Pricing Model (review)
4.2 The econometrics of CAPM (time series)
4.3 The econometrics of CAPM (cross-section)
4.4 Extensions: Black-Litterman
5. Econometric Analysis of portfolio performance

Reference texts
Author Title Publishing house Year ISBN Notes
James H. Stock, Mark W. Watson Introduzione all'econometria (Edizione 4) Pearson Education Italia 2016 978-8-891-90124-8

Examination Methods

Module:
-------
Written Examination

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE