Nome Bonaccolto Giovanni

Ciclo Ordinamento:

28

Cycle:

XXVIII

Qualification

Dottore di ricerca

At the

Department of Statistical Sciences University of Padua

Research Fellows:

no

Contacts (room / phone):
Email:

bonaccolto@stat.unipd.it

Years of study:

2013 - 2015

Supervisor:

Massimiliano Caporin

Education:

January 2013 – Today Ph.D. Student in Statistics (XVIII cycle), Department of Statistical Sciences, University of Padua.

,

October 2009 – July 2012 Master Degree in Financial Analysis, University of Modena and Reggio Emilia. Thesis Title: "Shrinkage estimators and aggregative strategies for a better performance of financial portfolios. Quantitative analysis and new suggestions". Supervisor: Prof. S. Paterlini. Final Mark: 110/110 cum laude.

,

October 2005 – July 2009 Bachelor Degree in Economics and Finance, University of Palermo. Thesis Title: "Okun’s law in Sicily: an econometric analysis". Supervisor: Prof. F. Mazzola. Final Mark: 110/110 cum laude.

Research:

Quantile Regression in Finance with focus on Risk Management and Asset Allocation.

Study visits:

September 2014 - Today

Visiting Scholar at European Business School University, Department of Finance, Accounting and Real Estate, Chair of Financial Econometrics and Asset Allocation, Wiesbaden (Germany).

Supervisor: Prof. Sandra Paterlini.

PhD Thesis Title:

Quantile Regression Methods in Economics and Finance

Publications:

Bonaccolto, G. and Caporin, M. (2014), "Modelling and Forecasting the Realized Range Conditional Quantiles", submitted.

Current Position:

Researcher, University of Enna

allegato:
4080