JOR 17 5 Authors
The Journal of Risk
Volume 17, Issue 5
Domenico Curcio
Domenico Curcio is an assistant professor in Financial Markets and Institutions at the Department of Economics, Management and Institutions of the University of Naples "Federico II" and an adjunct professor at the University LUISS Guido Carli of Rome, where he holds the chair of Management of financial institutions (advanced course). Domenico has a Ph.D. in Finance from the University LUISS Guido Carli. He also served as the scientific advisor and teaching coordinator of the area banks and financial intermediaries at the LUISS Business School. He has also served as Senior Financial Economist at ASSONEBB (Italian Association of Banking and Finance). Domenico was visiting scholar at the Department of Finance of the Stern School of Business, New York University and at the International Center for Financial Research of the Lally School of Management and Technology, Rensselaer Polytechnic Institute, Troy (NY). His teaching activities and research interests are in the fields of banking risk management and regulation and supervision of the financial institutions. His studies have been presented at international conferences and published in referred scientific journals. In April 2014 Domenico received the National Scientific Qualification as Associate Professor in Banking and Finance within the Italian University system.
|
|
Igor Gianfrancesco
Igor Gianfrancesco serves in the Risk Management Department at the Banco di Desio e della Brianza. In the past he worked in the Risk Management Department at the Banca Popolare di Spoleto and in the Research Department at Capitalia banking group. Igor has a Ph.D. in Finance from the University LUISS Guido Carli in Rome and was Visiting Scholar at the Department of Finance of the Stern School of Business, New York University and at the International Center for Financial Research of the Lally School of Management and Technology, Rensselaer Polytechnic Institute, Troy (NY). Igor has also served as Senior Financial Economist at ASSONEBB (Italian Association of Banking and Finance). He teaches in undergraduate courses at LUISS University and in executive training risk management programs. Igor parallels his job activity with autonomous research in banking risk management, especially in the fields of asset and liability management and credit risk. His researches have been presented at international conferences and published in referred scientific journals. In April 2014 Igor received the National Scientific Qualification as Associate Professor in Banking and Finance within the Italian University system.
|
|
Rosa Cocozza
Rosa Cocozza is Full Professor of Banking and Finance at the Department of Economics, Management and Institutions of the University of Naples "Federico II". She holds a Ph.D. in Business Administration from the University of Naples "Federico II" and a M.A. in Banking and Finance from the U.C.N.W. (UK). She is the Chair of the Board of Directors of the Pension Fund of the University of Naples "Federico II". Rosa also serves as advisor in financial derivatives and portfolio management. Former Director of the Ph.D. Program in Mathematics for Finance of the University Federico II, she is the Director of the Finance Post Graduate Program and holds the chair of Financial Risk Management and the chair of Financial Engineering. She also served as Scientific Director of the Insurance Section of the LUISS Business School in Rome. She is author of two main monographs, an insurance management textbook and an extensive number of research papers published in referred scientific journals. Her studies have been presented at international conferences in banking and finance.
|
|
Doug Martin
Professor Doug Martin began his academic career in Electrical Engineering at the University of Washington and subsequently moved to the Statistics Department, where he was the second Chair of Statistics. In 2012 he moved to the Applied Mathematics Department where has led the development of MS degree program in Computational Finance and Risk Management. A consultant in the Mathematics and Statistics Research Center at Bell Laboratories from 1973 to 1983, Martin later founded Statistical Sciences to commercialize the S language for data analysis and statistical modelling in the form of S-PLUS. Subsequently he was a co-founder and Chairman of FinAnalytica, Inc., developer of the Cognity portfolio construction and risk management system, serving as CEO from 2006 to 2008. Martin has authored numerous publications on time series and robust statistical methods, and is co-author of two books: Modern Portfolio Optimization (2005) and Robust Statistics: Theory and Methods (2006). His research is on applications of modern statistical methods in finance and investment. He holds a Ph.D. in Electrical Engineering from Princeton University.
|
|
Yindeng Jiang
Yindeng Jiang is a Quantitative Research Analyst and Investment Officer with the investment program at the University of Washington. Yindeng has authored publications on probability theory and quantitative finance topics and his research interest is on mathematical and statistical applications in finance. He holds a BA degree from Peking University, and a Ph.D. in Statistics from the University of Washington.
|
|
