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 Oct 2, 2017 Dec 22, 2017
Secondo Semestre Magistrali Feb 26, 2018 May 25, 2018
Exam sessions
Session From To
Esami sessione invernale Magistrali Jan 8, 2018 Feb 23, 2018
Esami sessione estiva Magistrali May 28, 2018 Jul 6, 2018
Esami sessione autunnale 2018 Aug 27, 2018 Sep 14, 2018
Degree sessions
Session From To
Lauree sessione autunnale (validità a.a. 2016/17) Nov 27, 2017 Nov 28, 2017
Lauree sessione invernale (validità a.a. 2016/17) Apr 4, 2018 Apr 6, 2018
Lauree sessione estiva (validità a.a. 2017/18) Sep 10, 2018 Sep 11, 2018
Holidays
Period From To
All Saints Day Nov 1, 2017 Nov 1, 2017
Festa Immacolata Concezione Dec 8, 2017 Dec 8, 2017
attività sospese (Natale) Dec 23, 2017 Jan 7, 2018
Easter break Mar 30, 2018 Apr 3, 2018
Liberation Day Apr 25, 2018 Apr 25, 2018
attività sospese (Festa dei lavoratori) Apr 30, 2018 Apr 30, 2018
Labour Day May 1, 2018 May 1, 2018
Festa Patronale May 21, 2018 May 21, 2018
attività sospese estive Aug 6, 2018 Aug 24, 2018

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

A B C D F G L M O P R S T V Z

Bottiglia Roberto

roberto.bottiglia@univr.it 045 802 8224

Bracco Emanuele

emanuele.bracco@univr.it 045 802 8293

Brunetti Federico

federico.brunetti@univr.it 045 802 8494

Cantele Silvia

silvia.cantele@univr.it 045 802 8220 (VR) - 0444 393943 (VI)

Carluccio Emanuele Maria

emanuelemaria.carluccio@univr.it 045 802 8487

Castellani Paola

paola.castellani@univr.it 045 802 8127

Confente Ilenia

ilenia.confente@univr.it 045 802 8174

De Mari Michele

michele.demari@univr.it 045 802 8226

Faccincani Lorenzo

lorenzo.faccincani@univr.it 045 802 8610

Fiorentini Riccardo

riccardo.fiorentini@univr.it 0444 393934 (VI) - 045 802 8335(VR)

Frigo Paolo

paolo.frigo@univr.it

Gnoatto Alessandro

alessandro.gnoatto@univr.it 045 802 8537

Grossi Luigi

luigi.grossi@univr.it 045 802 8247

Lubian Diego

diego.lubian@univr.it 045 802 8419

Messina Sebastiano Maurizio

sebastianomaurizio.messina@univr.it 045 802 8052

Minozzo Marco

marco.minozzo@univr.it 045 802 8234

Mion Giorgio

giorgio.mion@univr.it 045.802 8172

Ortoleva Maria Grazia

mariagrazia.ortoleva@univr.it 045 802 8052

Pichler Flavio

flavio.pichler@univr.it 045 802 8273

Renò Roberto

roberto.reno@univr.it 045 802 8526

Roffia Paolo

paolo.roffia@univr.it 045 802 8012

Rossi Francesco

francesco.rossi@univr.it 045 8028067

Scricciolo Catia

catia.scricciolo@univr.it 045 802 8341

Signori Paola

paola.signori@univr.it 0444 393942 (VI) 045 802 8492 (VR)

Taschini Luca

luca.taschini@univr.it 045 802 8736

Zago Angelo

angelo.zago@univr.it 045 802 8414

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.

CURRICULUM TIPO:
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.




SPlacements in companies, public or private institutions and professional associations

Teaching code

4S006069

Coordinatore

Francesco Rossi

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 25, 2019 al May 31, 2019.

Learning outcomes

The first part of the course aims to provide the student with the basic methodologies typical of the Technical Analysis aimed at studying the evolutionary characteristics of the quotations on the market in order to develop strategic and tactical actions aimed at supporting investments.
The second part of the course develops the modern portfolio selection theory with random returns, typically investments in equity securities or the production and marketing of products and / or services. The focus is on the study of models for the composition of efficient portfolios, the identification of the preferred portfolio and the analysis of the equilibrium on the capital market.

Program

First part: Technical Analysis
The market system.
1. The study of graphs for operational purposes. Price dynamics as a function of time. Dynamics of prices and volumes as a function of time. Detection of price variations in a timeless dimension.
2. Heuristic-quantitative models. Moving averages. Oscillators. Elaboration of historical price series: RSI, DMS, MI, CCI, VHF, ADI, VI. Elaboration of time series of prices and volumes: OBV, ADL, MFI. Elaboration of time series of prices and market indices: SMEs. Elaboration of time series of quotation sets: ADI, ADR, NHNL. The logistic function.
3. Models for taking speculative positions. Trend-following techniques: systems based on moving averages, Parabolic System, Volatility System, Swing System. Indicators generated by historical series of prices and volumes: Ease of Movement Valuen (EMV). Techniques for managing positions in congested phases: TBPS, RTS, SO, Williams indicators.
4. From basic models to operating systems. Qualification of the current market phase, setting of the operating strategy, estimation of the evolutionary potential and the time horizon. Outlines of neuronal techniques and fuzzy logic.

Second part: portfolio theory and capital market equilibrium.
1. Portfolio choices. The criterion of mean-variance. Lagrangian characterization. Quadratic optimization methods. The Markowitz Model: analysis with n stocks and a certain yield security; analysis with n stocks, a security with a certain return and the possibility of borrowing at a certain cost. Single-index (Sharpe) models: Beta estimate, market model, SML, multi-index models, average correlation models and mixed models.
2. Identification of the optimal portfolio. Utility functions and investment choices. Empirical evidence of preferred alternatives.
3. International diversification. The global portfolio. Returns on investments in foreign markets. Risk on foreign securities, returns deriving from international diversification, exchange rate risk, models for the management of international portfolios.
4. Models of equilibrium of the capital market. The CAPM, non-standard forms of CAPM, the Consumption CAPM (CCAPM), the APT, Fama-French models.
5. Evaluation of the performance of a portfolio. Evaluation techniques, decomposition of the overall evaluation, evaluation of the APT multi-index and performance, analysis of the performance of mutual funds.

Textbooks
For the first part:
M. Pring, Technical Analysis, McGraw-Hill, NY, Fifth Edition o edizione italiana del 2003
ovvero
J.J. Murphy, Analisi tecnica dei mercati finanziari, Hoepli, Milano, 2002.
For the second part:
F. Rossi, F. Mantovani, Teoria di portafoglio: diversificazione degli investimenti e controllo del profilo rendimento-rischio, Monduzzi Editore, Bologna, 2010.
or
Elton E.J., Gruber M.J., Brown S.J., Goetzmann W.N., Modern Portfolio Theory and Investment Analysis, J. Wiley, NY, 2003
or
Bodie-Kane-Marcus, Investments, Mc Graw Hill, Fifth Edition, 2003

The 54 hours of lectures are developed with applications and simulations. Interventions by professionals / experts are planned as well as tutoring activities for the preparation of the Project Work necessary to access the exam.

Examination Methods

Under the supervision of the teacher, study groups will be formed (maximum 3 students) that will analyze some titles / indexes over time and produce a written work, Project Work (PW), to be sent to the teacher, via email, for evaluation at least one week before the exam session the students involved are interested in.
In this PW all the techniques, the models and the methods of analysis developed gradually in the course and which constitute the qualifying points of the same should be used at best.
Only after a positive evaluation of the PW (maximum 3/30 bonus points) it will be possible to enter the exam.
The PW is part of the methods of active participation of students in the course and has the following purposes:
- stimulate the student to the systematic and assiduous study of the subject as the various themes are tackled and therefore to improve the learning process, given that the methods and models proposed are the bases on which more complex methods and models are developed;
- improve skills and quality in interpersonal relationships and in particular in team work;
- improve the skills and quality of presentation / exposure using schemes and vocabulary typical of asset management.
The aforementioned elements play an important role in professional qualification and are highly considered in the labor market.
The exam consists of a written test, of two hours, on the whole program, with exercises, an open question, a question of choice, and possible interview aimed at verifying the depth and breadth of the preparation.

Type D and Type F activities

List of courses with unassigned period
years Modules TAF Teacher
An Introduction to the History of Economics and Business Economics D Sergio Noto (Coordinatore)
Introduction to dynamic optimization with economic applications D Not yet assigned
1° 2° Python Laboratory D Marco Minozzo (Coordinatore)
1° 2° Advanced Excel Laboratory (Verona) D Marco Minozzo (Coordinatore)
1° 2° Excel Laboratory (Verona) D Marco Minozzo (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.

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

Internships


Linguistic training CLA


Gestione carriere


Area riservata studenti