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. 2010/2011

ModulesCreditsTAFSSD
9
C
SECS-S/06
6
C
SECS-S/06
6
B
SECS-P/09
9
B
SECS-S/06
9
B
SECS-S/01
6
F
-
15
E
-
activated in the A.Y. 2010/2011
ModulesCreditsTAFSSD
9
C
SECS-S/06
6
C
SECS-S/06
6
B
SECS-P/09
9
B
SECS-S/06
9
B
SECS-S/01
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 (2009/2010)

Teaching code

4S00241

Credits

9

Coordinator

Diego Lubian

Language

Italian

Location

VERONA

Scientific Disciplinary Sector (SSD)

SECS-P/05 - ECONOMETRICS

Seminars 0

The teaching is organized as follows:

1 - lezione

Credits

7

Period

2nd semester

Location

VERONA

Academic staff

Diego Lubian

2 - lezione

Credits

2

Period

2nd semester

Location

VERONA

Academic staff

Alessandro Bucciol

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
3.2 Statistical inference on the efficient frontier
4. Market equilibrium, risk and return
4.1 The Capital Asset Pricing Model (CAPM)
4.2 The econometrics of CAPM (time series)
4.3 The econometrics of CAPM (cross-section)
4.4 Extensions: Black-Litterman
5. Portfolio performance

Bibliography

Reference texts
Activity Author Title Publishing house Year ISBN Notes
1 - lezione 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