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.

Academic calendar

Course calendar

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

Definition of lesson periods
Period From To
primo semestre magistrali Sep 30, 2019 Dec 20, 2019
secondo semestre magistrali Feb 24, 2020 May 29, 2020
Exam sessions
Session From To
Sessione invernale magistrali Jan 7, 2020 Feb 21, 2020
Sessione estiva magistrali Jun 3, 2020 Jul 10, 2020
Autumn Session exams Aug 24, 2020 Sep 11, 2020
Degree sessions
Session From To
Autumn Session Dec 2, 2019 Dec 4, 2019
Winter Session Apr 7, 2020 Apr 9, 2020
Summer session Sep 7, 2020 Sep 9, 2020

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 Enrollment FAQs

Academic staff

B C D F G M P R S V Z

Bazzani Claudia

symbol email claudia.bazzani@univr.it symbol phone-number 0458028734

Bottiglia Roberto

symbol email roberto.bottiglia@univr.it symbol phone-number 045 802 8224

Bracco Emanuele

symbol email emanuele.bracco@univr.it symbol phone-number 045 802 8293

Broglia Angela

symbol email angela.broglia@univr.it symbol phone-number 045 802 8240

Brunetti Federico

symbol email federico.brunetti@univr.it symbol phone-number 045 802 8494

Bucciol Alessandro

symbol email alessandro.bucciol@univr.it symbol phone-number 045 802 8278

Carluccio Emanuele Maria

symbol email emanuelemaria.carluccio@univr.it symbol phone-number 045 802 8487

Confente Ilenia

symbol email ilenia.confente@univr.it symbol phone-number 045 802 8174

Cortese Mauro

symbol email mauro.cortese@univr.it

De Mari Michele

symbol email michele.demari@univr.it symbol phone-number 045 802 8226

Faccincani Lorenzo

symbol email lorenzo.faccincani@univr.it symbol phone-number 045 802 8610

Frigo Paolo

symbol email paolo.frigo@univr.it

Gnoatto Alessandro

symbol email alessandro.gnoatto@univr.it symbol phone-number 045 802 8537

Grossi Luigi

symbol email luigi.grossi@univr.it symbol phone-number 045 802 8247

Mancini Cecilia

symbol email cecilia.mancini@univr.it

Menon Martina

symbol email martina.menon@univr.it

Minozzo Marco

symbol email marco.minozzo@univr.it symbol phone-number 045 802 8234

Mion Giorgio

symbol email giorgio.mion@univr.it symbol phone-number 045.802 8172

Perali Federico

symbol email federico.perali@univr.it symbol phone-number 045 802 8486

Picarelli Athena

symbol email athena.picarelli@univr.it symbol phone-number 045 8028242

Pichler Flavio

symbol email flavio.pichler@univr.it symbol phone-number 045 802 8273

Renò Roberto

symbol email roberto.reno@univr.it symbol phone-number 045 802 8526

Rossi Francesco

symbol email francesco.rossi@univr.it symbol phone-number 045 8028067

Scricciolo Catia

symbol email catia.scricciolo@univr.it symbol phone-number 045 8028341

Signori Paola

symbol email paola.signori@univr.it symbol phone-number 0458028492

Zoli Claudio

symbol email claudio.zoli@univr.it symbol phone-number 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 enrollment year.

CURRICULUM TIPO:

2° Year   activated in the A.Y. 2020/2021

ModulesCreditsTAFSSD
Stage
6
F
-
Final exam
15
E
-
activated in the A.Y. 2020/2021
ModulesCreditsTAFSSD
Stage
6
F
-
Final exam
15
E
-
Modules Credits TAF SSD
Between the years: 1°- 2°

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.




S Placements in companies, public or private institutions and professional associations

Teaching code

4S00241

Credits

9

Language

Italian

Scientific Disciplinary Sector (SSD)

SECS-P/05 - ECONOMETRICS

Period

primo semestre magistrali dal Sep 30, 2019 al Dec 20, 2019.

Learning outcomes

L'obiettivo di questo corso è fornire un'introduzione ai modelli econometrici per i mercati finanziari e alla loro applicazione alla modellazione e alla previsione dei dati di serie temporali finanziarie. Il corso si propone di introdurre all'analisi empirica di modelli finanziari (CAPM, Fama-French) e alla verifica empirica dell'efficienza di portafogli. Particolare attenzione sarà inoltre dedicata alla modellazione e previsione dei rendimenti e della volatilità, Al temine delle lezioni ci si attende che lo studente (a) abbia una solida conoscenza dei temi di base in econometria finanziaria; (b) conosca e sia in grado di utilizzare concetti e notazioni frequentemente utilizzati in ambito dell'analisi econometrica dei mercati finanziari; (c) sia in grado di condurre applicazioni empiriche di teoria finanziaria basate su dati finanziari utilizzando tecniche econometriche; (d) sia in grado di interpretare i risultati di applicazioni empiriche condotte da altri.

Program

1. Introduction
a. Econometrics
b. Statistics recap and introduction to the software

2. Optimal portfolio allocation
a. Mean-Variance criterion; Sharpe index
b. Efficient frontiera with and without risk-free asset; Tangency portfolio; Two-fund separation theorem

3. Ordinary Least Squares (OLS) model
a. Univariate and multivariate regressions; Marginal effects and elasticities; Goodness of fit of the model
b. Hypothesis testing: t and F tests, diagnostics

4. Market equilibrium
a. Capital Asset Pricing Model and empirical assessment
b. Multi-factor models; Fama-MacBeth tests

5. Portfolio tests
a. Return estimates (historical, equilibirum, implicit); Black-Litterman approach
b. Efficient portfolios; Robustness to return estimates; Efficiency test of Jobson-Korkie; Britten-Jones approach

6. Models for financial time series
a. AR, MA and ARMA models to estimate returns
b. ARCH and GARCH models to estimate volatilities

Lecture method: frontal teaching

Reference texts
Author Title Publishing house Year ISBN Notes
Verbeek, M. A Guide to Modern Econometrics Wiley 2000
Elton, E.J., Gruber, M.J., Brown, S.J., Goetzmann, W.N. Teorie di Portafoglio e Analisi degli Investimenti Apogeo 2013

Examination Methods

The exam is made of one written essay and one individual homework; the final grade is given by the average of the grades in the essay and the homework, with 75% and 25% weights respectively. In order to pass the exam, it is necessary to obtain a grade not below 16/30 in the written essay.
The written essay is taken in a teaching room, lasts two hours and covers the whole program of the course. Use of handheld calculator, personal notes or other teaching material is not allowed.
The homework is developed individually outside the teaching rooms, and can be of two types (Homework I or Homework II). Each student can choose which type of homework to deliver, but must deliver one of them. Once the deadline for delivery of Homework I has expired, it is possible to deliver Homework II only. The homework grade remains valid throughout the academic year.
Homework I aims to develop analytical skills through personal data analysis.
Homework II aims to develop critical skills with respect to empirical applications.

During the summer session the written essay is held remotely and lasts one hour, with exercises in line with standard essays and with what seen in class. The final grade is still defined as the average between the written essay and the homework, with the written essay having a 75% weight.

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

Type D and Type F activities

Second semester bachelor degree From 2/17/20 To 6/5/20
years Modules TAF Teacher
Simulation and Implementation of Economic Policies D Federico Perali (Coordinator)
1° 2° Enactus Verona 2020 D Paola Signori (Coordinator)
1° 2° Parlare in pubblico e economic writing D Martina Menon (Coordinator)
1° 2° Samsung Innovation Camp D Marco Minozzo (Coordinator)
secondo semestre magistrali From 2/24/20 To 5/29/20
years Modules TAF Teacher
Simulation and Implementation of Economic Policies D Federico Perali (Coordinator)
1° 2° Predictive analytics for business decisions - 2019/20 D Claudio Zoli (Coordinator)
1° 2° Professional communication for economics - 2019/20 D Claudio Zoli (Coordinator)
1° 2° Parlare in pubblico e economic writing D Martina Menon (Coordinator)
1° 2° Regulation, procurement and competition - 2019/20 D Claudio Zoli (Coordinator)
List of courses with unassigned period
years Modules TAF Teacher
1° 2° Advanced Risk and Portfolio Management Bootcamp (3 cfu) - 2019 D Roberto Renò (Coordinator)
1° 2° Advanced Risk and Portfolio Management Bootcamp (6 cfu) - 2019 D Roberto Renò (Coordinator)
1° 2° Elements of financial risk management D Claudio Zoli (Coordinator)
1° 2° English for business and economics D Claudio Zoli (Coordinator)
1° 2° Il Futuro Conta! D Alessandro Bucciol (Coordinator)
1° 2° Il Futuro Conta! D Alessandro Bucciol (Coordinator)
1° 2° Introduction to Java Programming D Alessandro Gnoatto (Coordinator)
1° 2° Data Analysis Laboratory with R D Marco Minozzo (Coordinator)
1° 2° Data Analysis Laboratory with R (Verona) D Marco Minozzo (Coordinator)
1° 2° Data Visualization Laboratory D Marco Minozzo (Coordinator)
1° 2° Python Laboratory D Marco Minozzo (Coordinator)
1° 2° Data Science Laboratory with SAP D Marco Minozzo (Coordinator)
1° 2° Advanced Excel Laboratory (Verona) D Marco Minozzo (Coordinator)
1° 2° Excel Laboratory (Verona) D Marco Minozzo (Coordinator)
1° 2° The fashion lab (1 ECTS) D Angela Broglia (Coordinator)
1° 2° The fashion lab (2 ECTS) D Angela Broglia (Coordinator)
1° 2° The fashion lab (3 ECTS) D Angela Broglia (Coordinator)
1° 2° Methods and tools to support strategic marketing and business management decisions - 2019 D Claudia Bazzani (Coordinator)
1° 2° Marketing Plan D Ilenia Confente (Coordinator)
1° 2° Presente e futuro del pianeta D Federico Brunetti (Coordinator)
1° 2° Programming in Matlab D Marco Minozzo (Coordinator)
1° 2° Programming in SAS D Marco Minozzo (Coordinator)
1° 2° Robo-Ethics D Giorgio Mion (Coordinator)
1° 2° Univero' - Job Orienteering festival D Paola Signori (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.

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
Proposte Tesi A. Gnoatto Various topics

Linguistic training CLA


Gestione carriere


Internships


Student login and resources


Modalità di erogazione della didattica

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.