PhD

Vivek VARUN, "Stochastic Programming Model for Optimal Risk Control with Derivatives", Ph.D. in Quantitative Methods, at University of Bergamo, 2014-2018 (co-supervised with Giorgio Consigli)

Research Assistants

Ardelia Luthfiyah AMARDANA, "Sustainability and financial risk management", PNRR GRINS Project 2022-2024

Gianni FILOGRASSO, "Sustainable investing: risks and returns through the ESG lenses", PNRR GRINS Project, 2022-2024

Bachelor and Master

Thesis supervision on topics of sustainable finance, green finance, behavioral finance, risk measurement, and management models, portfolio selection models, investment strategies, intertemporal decision models, optimal decision models under uncertainty, financial products, and markets, financial mathematics. 

More generally, mathematical/quantitative aspects of economics and finance.