Davide Maspero
I was born in Milan in 1962 and received my Ph.D. in Economics from Bocconi University in 1987. After some teaching in other universities, I returned to Bocconi in 2001 as an Associate Professor in the Department of Finance.
I have been involved since its inception in the Master of Quantitative Finance and Risk Management (MAFINRISK) program, either as a Director or Coordinator.
I am married and have two children.
My teaching activity, as well as my main research interest, has always been in the fields of asset management, risk management, and asset pricing.
Measuring ex-ante Relative Risk for Asset Management Portfolios
Paper presentato al convegno europeo della Financial Management Association, ParigiL'attività in derivati delle banche: rischi e informazione integrativa di bilancio
Roma, BancariaApplicazioni avanzate delle reti neurali: pricing dei derivati e previsione della volatilità
Le applicazioni dell'intelligenza artificiale negli intermediari finanziari, Roma, BancariaUn confronto tra modelli VaR alternativi su posizioni in valuta durante la crisi del Sistema Monetario Europeo
La misurazione e la gestione dei rischi di mercato, Bologna, il MulinoI modelli VaR basati sulle simulazioni
La misurazione e la gestione dei rischi di mercato, Bologna, il MulinoL'uso degli strumenti derivati nella gestione del rischio di cambio in un portafoglio diversificato per valuta
Gli strumenti derivati e le tecniche innovative nella gestione di portafogli obbligazionari, Ricerca NEWFIN, MilanoContabilità a valori di mercato e crisi bancarie
Le crisi bancarie, Milano, EGEAIl Sistema Monetario Europeo
I mercati finanziari internazionali, Milano, EGEAI teach the Asset Management course (20248), which is an optional course for Master of Science students. My main goal in this course is to provide an updated picture of the main relevant technical themes in the asset management industry, enabling fifth-year students to successfully approach the job market in this sphere.
I also teach an introductory Derivatives course at MAFINRISK, which has the goal to level the playing field on this subject among students coming from different backgrounds. This course covers approximately the first half of the ubiquitous Hull textbook.