Quant.it - Quantitative Asset Management Workshop 2010

	Andrea Lippi, Ph.D. in Economics of the Institutions and Business Systems (XIX cycle) at the Institute for Studies in Business Economics at the Catholic University of the Sacro Cuore, Milan and Home Adjunct Professor in Economics of Financial Intermediaries at the Faculty of Economics headquarters at the Catholic University, Piacenza. Coordinator of the 1st level Master in Managed Savings at the Catholic University of Piacenza. Teacher in preparation for the examination of EFA level, in many courses of EFA maintenance and trainer for the banking and insurance sector in collaboration with ASAM and AIPB as well as in courses advanced training required for standing learning by Catholic University of Milan".
	Daniele Bernardi founded DIAMAN as an advisory company for institutional investors in 2002 to promote the use of quantitative investment processes in asset management. He directs a QUANT department composed of both academics and practitioners for developing proprietary methodologies for improved performance and exploiting the investment risk with new scenarios approach. Before his introduction in QUANT finance Daniele worked for seven years as a project manager in Aprilia SPA. He graduated as an Automotive Engineer from in Modena (ITALY) and he is involved as speaker in many Quant or financial conference in Italy.
	Ruggero Bertelli, Associate Professor, University of Siena. Founder of Hedge Fund Research Unit, Board of director of Prader bank, Diaman Sim; Head of scientific committee of Exponential SRL, he is an appreciate coaching in Italian financial industry.
	Maurizio Esentato
	Marco Corazza
	Edward I. Altman is a Professor of Finance at New York University`s Stern School of Business. He teaches for the TRIUM Global Executive MBA Program, an alliance of NYU Stern, the London School of Economics and HEC School of Management.[1] Professor Altman also teaches for the Master of Science in Global Finance, which is a joint program between Stern and the Hong Kong University of Science and Technology.[2] Altman is known for the development of the Z-Score formula, which he published in 1968. The Z-Score for Predicting Bankruptcy is a multivariate formula for a measurement of the financial health of a company and a powerful diagnostic tool that forecasts the probability of a company entering bankruptcy within a 2 year period. Studies measuring the effectiveness of the Z-Score have shown that the model has a 70%-80% reliability. Altman is also a board of scientific committee of Classis Capital SIM (waiting for CONSOB Authorisation in Italy).
	Paul Wilmott is a financial consultant, specializing in derivatives, risk management and quantitative finance. He has worked with many leading US and European financial institutions. Paul studied mathematics at St Catherine’s College, Oxford, where he also received his D.Phil. He founded the Diploma in Mathematical Finance at Oxford University and the journal Applied Mathematical Finance. He is the author of Paul Wilmott Introduces Quantitative Finance (Wiley 2007), Paul Wilmott On Quantitative Finance (Wiley 2006), Frequently Asked Questions in Quantitative Finance (Wiley 2006) and other financial textbooks. He has written over 100 research articles on finance and mathematics.
	Giovanni Beliossi is Managing Partner at FGS Capital LLP, where he is the CEO and is responsible for portfolio management. Previously he was Associate Director of hedge funds at First Quadrant Ltd, where he set up and was the portfolio manager of its Pan European long/short equity market neutral portfolios, and was responsible for UK-based hedge fund business. He has extensive experience of managing equity market neutral portfolios since 1995, when he joined the firm. Prior to that he was a tenured Research Fellow with the Economics Department of the University of Bologna in Italy, and he has held appointments with Barra International and Eastern Group Plc. He co-founded the Real Options Group to look at research and applications of Real Options to corporate finance and investments. He is an active member of AIMA (Alternative Investment Management Association) and a Research Committee member of Inquire UK. He is a Board member of the International Association of Financial Engineers (IAFE). He is the European Chair of the Steering Group of the Investor Risk Committee (IRC) of IAFE working on guidelines for disclosure and transparency for hedge funds. Giovanni is a CFA Charterholder
	Magne Orgland, Ph.D., is Managing Partner and Head of Asset Management Research & Portfolio Management at Wegelin & Co. In this function, he is responsible for research, development and implementation of innovative investment strategies. With his team he has developed several highly successful quantitative investment strategies including Active Indexing®, which represents a paradigm shift among indexing methods. Magne Orgland regularly authors leadership articles on key topics in asset management and is a frequent speaker at leading industry conferences. Before joining Wegelin & Co. in August 2000, Magne Orgland was a co-leader of McKinsey’s European Asset Management Practice. In this role, he advised leading financial institutions in Switzerland, Germany, Japan, and Scandinavia on asset management topics. Magne Orgland holds a MS in economics and a doctoral degree (summa cum laude) from the University of St. Gallen.
	Jan Longeval, CFA, is Managing Director and Member of the executive committee of Bank Degroof n.v./s.a. and Chairman of the board of Degroof Fund Management Company n.v./s.a. He obtain a Certificate in Corporate Finance and a Master in Commercial and Economic Sciences
	Francesco Corielli, is Associate Professor of Statistics, Department of Finance (formerly Institute of Quantitative Methods). Previously Researcher in Methodological Statistics. Visiting Professor at the London Business School and Imperial College of Arts and Sciences, London. Currently pursuing the following research strands: empirical analysis of corporate finance; statistical quality of performance metrics in financial management; risk management (issues of modelling risk); robustness of models for the valuation of derivatives.
	Massimo Scolari, graduated in Economics in 1982 at the Bocconi University in Milan with a dissertation “Monetary control in Uk”, tutored by the Prof. Mario Monti. In the same year Mr. Scolari began his career in the Bank of Italy Research Department (in Turin). In 1987 he joined Gestnord Fondi, a domestic asset management company held by Banca Sella Group, working as macroeconomic analyst. In 1990 Mr Scolari was appointed as general manager of Gesnord Fondi; he remained in the company until 2002. In 2003 was appointed Chairman of the Board of Compam Fund Sicav, a Luxembourg based fund advised by Compass Asset Management of Lugano (Switzerland). From 2003 until May 2006 he was the Ceo of Zenit Alternative Investments Sgr, an indipendent Italian asset management company focused on funds of hedge funds business. He also had the responsibility of the management of the funds of funds of the company. Fron June 2006 member of the board of Pragma Alternative Sgr, a new Italian management company of Funds of Hedge Funds, with the responsibility of managing the Funds of Funds. He was also chairman of Lcm S.i.m, chairman of DIAMAN SIM and board of directors of Horatius SIM. Mr. Scolari is also Vice President of the “Hedge Funds Permanent Commission” of the Italian Private Banking Association.
	Alessandro Rota got his Master’s Degree in Economics (summa cum laude) at Bocconi University in April 1998. At the beginning of 2000, after a short experience as financial analyst in the Organization and Information Technology department of Deutsche Bank (Italian branch), he joined Assogestioni - the Italian fund manager association. There, he followed a distinctive career path and had the opportunity to get extensive knowledge of the complex regulatory and economic features of the asset management industry. After this achievement, he became the responsible within the association for advisory services on the economic and financial impact of the UCITS and the MiFID rules on portfolio and fund management activities. Alessandro is, among other things, the Italian representative in the Global Investment Performance Standards (GIPS) Council and in the European Fund Classification Forum (EFCF). He also participated as a member in the Comitato Tecnico per la Piazza Finanziaria Italiana (2007). He is a regular speaker at conferences and seminars on asset management-related topics.
	Maria Augusta Miceli, after graduating in statistics (U. Rome La Sapienza), she specialized later (M Phil. Cambridge, PH.D. Rome and Post doc Harvard) in economic and econometric theory, focusing on choice, game and contract decisions making under uncertainty. At Harvard in 1993-95, she became increasingly interested in finance and derivatives and she held a teaching position on the subject. Assistant professor in economic theory at U. of Rome La Sapienza she teaches Micro, Macro, Finance and Ind. Organisation in both faculties of Economics and Engineering since 1996. While consulting at Ministry of Treasury (Expert Council, Rome 1998-2000), she started focusing on using macroeconomic data and news into micro decision making. During her cooperation with CFM (Paris 2004-2007) she developed quantitative routines for asset allocation, today enlarged to methodological issues as well as applications on VaR.
	Claudio Giraldi, is Senior Manager at Prometeia SPA, Head of advisory activity for innovative product and strategic finance for insurance company. He studied at Florence and Johns Hopkins University, Washington DC and worked at OEDC, Banca Commerciale Italiana, INA and was co-founder of CMA (capital Market Advisers) before joint Prometeia SPA in 2008.
	Stefano Zanchetta Head of a stockbroker derivatives branch for five years. Professor in business schools, risk management and consultant; founding partner and director of Derivatives & Consulting, a company that develops decision support systems for managing the market risk as OptionCube, a trading platform software dedicated to institutional and private investors