1 Curriculum Vitae Gianluca Mattarocci Born in Rome (RM) on

Curriculum Vitae
Gianluca Mattarocci
Born in Rome (RM) on November 22nd , 1978
Tel. +39-06/72595931
Fax. +39-06/2040219
Address: Via Columbia 2 – 00133 Roma
Mail address: [email protected]
ID Skype: gianluca.mattarocci
Web page at the University of Rome “Tor Vergata”:
http://www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=279
Web pages where are available working papers:
SSRN
REPEC
1997
2001
2002
2005 - 2006
2005 - 2006
2006
2006 - 2007
20062007 2007 2008 2008 2010
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=450847
http://ideas.repec.org/f/pma381.html
Scientific maturity diploma
Bachelor in “Economics of financial institutions and markets”, University of Rome
“Tor Vergata”, Faculty of Economics
Degree 110/110 cum laude
Dissertation: “The role of stock price dynamics on the Federal Reserve Bank
policy”
Master in Asset Management, University of Rome “Tor Vergata”, Faculty of
Economics
Degree: distinction
Research activity at the Sefemeq Department of the University of Rome “Tor
Vergata”, Faculty of Economics
Professor of Asset Management at the University of Teramo, Faculty of Political
Sciences
Ph.D. in Banking and Finance, University of Rome Tor Vergata
Professor of Economics and Management of Financial Intermediaries at the
University of Teramo, Faculty of Political Sciences
From 21-12-2006 Assistant professor of Economics and Management of Financial
Intermediaries at the University of Rome “Tor Vergata”, Faculty of Economics
Teaches Corporate Finance for e-Learning School IAD at University of Rome
“Tor Vergata” (language Italian)
Teaches Corporate Finance at the University of Rome “Tor Vergata”, Faculty of
Economics – Bachelor Degree (language Italian)
Teaches Finance at the University of Rome “Tor Vergata”, Faculty of Economics –
Master of Science Degree (language English)
Member of the Ph.D. committee in Banking and Finance, University of Rome “Tor
Vergata”
Visiting scholar at Nanjing University (China)
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2011-2012
Visiting scholar at Old Dominion University (USA)
Scientific activities and research
a.y. 2001-2002 Master in Asset Management “e-Mgierre”
From a.y. 2002-2003 to 2004-2005 enrolled in the Ph.D. of Banking and Finance – University of
Rome “Tor Vergata”. On the 13th June 2006 he became Ph.D. doctor in Banking and Finance
During 2004 and 2005 he had collaborated with Newfin at the University of Milan “Bocconi”
a.y. 2005 – 2006 contract researcher at SEFEMEQ Department, Faculty of Economics, University
of Rome Tor Vergata.
From a.y 2005 he made research activities for the Laboratory of Real Estate Finance created by the
Ph.D. in Banking and Finance – University of Rome “Tor Vergata”
From 2006 he is assistant professor of Economics and Management of Financial Intermediaries at
the University of Rome “Tor Vergata”
From 2008 he is member of the Ph.D. committee in Banking and Finance - University of Rome
“Tor Vergata”
From 2010 he is member of the scientific committee of the laboratory on Real Estate Finance
created by the PhD in Banking and Finance - University of Rome “Tor Vergata”
In the 2010 he was visiting scholar at the Nanjing University (Cina). The thought research
methodologies to the PhD candidates of the School of Business (time period July- August 2010)
Dal 2011 è Chair del Research Interest Committee sul Risk Management promosso dall’Euromed
Research Business Institute
In the a.y. 2011-2012 he was visiting scholar at the Old Dominion Norfolk (Virginia - USA).
Starting from August 2011 to January 2012 he acts as a researcher for the College of Business and
Public Administration – Finance department
He is editorial board member for the Academy of Banking Studies Journal, International Journal of
Bonds and Currency Derivatives and International Journal of Finance and Accounting
He acts / has acted as a referee for Academy of Banking Studies Journal African Journal of
Agriculture research, Banca, Impresa e Società, Bancaria, EFMI working paper, International
Journal of Bank Marketing Journal of the International Academy for Case Studies and Savings and
Development
Teaching
From 2003-2004 he teaches at the Master in Asset Management “e-Mgierre” at faculty of
Economics of the University of Rome “Tor Vergata” (language Italian)
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In the a.a. 2003-2004 he thought of the Master in Economics and Management of Health Care
organized by CEIS at the University of Rome “Tor Vergata” (language Italian)
In the a.y. 2004-2005 he taught at Ph.D. S.I.C.S. organized by the University of Rome “Tre”
(language Italian)
In the a.a. 2005-2006 he taught at the Master MIMAP at faculty of Economics of the University of
Rome “Tor Vergata” (language Italian)
In the a.y. 2005-2006 he was visiting professor of Asset Management at the University of Teramo,
Faculty of Political Sciences (6 ECTS – language italian)
From a.y. 2006-2007 he teaches at the Master of Economics and Management of Real Estate
“MEGIM” at the University of Rome “Tor Vergata” (language Italian)
In the a.y. 2005-2006 he was visiting professor of Economics and Management of Financial
Intermediaries at the University of Teramo, Faculty of Political Sciences (9 ECTS - language
italian)
In the a.y. 2007-2008 he taught at the Financial Planner course (e-MFA) organized by the
University LUM “Jean Monnet” - Casamassima (BA) (language Italian)
In the a.y. 2007-2008 he taught at the master in Financial and Insurance Intermediation organized
by the University of “Kore” – Enna (language Italian)
From a.y. 2007-2008 he teaches Corporate Finance at the faculty of Economics of the University of
Rome “Tor Vergata” – Bachelor degree (6 ECTS) (language Italian)
From a.y. 2007-2008 he teaches Corporate Finance for e-Learning School IAD at University of
Rome “Tor Vergata” (5 ECTS) (language Italian)
From a.y. 2008-2009 he teaches Finance at the faculty of Economics of the University of Rome
“Tor Vergata” – Master of Science Degree (6 ECTS) (language English)
From a.y. 2009-2010 he teaches Finance at the master of Executive Real Estate Finance organizer
by the LUISS Business School (language Italian)
Publications
Mattarocci G. (2003) “Le anomalie di calendario: rassegna della letteratura ed evidenze empiriche
dal mercato azionario italiano”, Credito Popolare, vol. 10, issue 4, pp. 661-700
Mattarocci G. (2005), “Il rapporto tra impresa e agenzie di rating: la soluzione del multi-rating”,
Newfin working paper, Milan
Mattarocci G. (2005) “Le anomalie di calendario del mercato azionario: una rassegna della
letteratura”, in Carretta A., Mori M., Porzio C. and Schwizer P. (ed), Prospettive di ricerca in banca
e finanza, Denaro libri, Naples
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Gibilaro L. and Mattarocci G. (2006), La selezione del tasso di attualizzazione nella stima della
Loss Given Default, Newfin working paper, Milan
Mattarocci G. (2006), “L’ impatto dei Credit Register sul mercato del credito evidenze dal mercato
europeo”, in Carretta A., Filotto U. and Fiordelisi F., Informazione e governo del rischio di credito,
Franco Angeli, Milan
Schwizer P. and Mattarocci G. (2006), Managing factoring in banking groups, CREDIFACT
Discussion paper n° 1/2006, Milan
Giannotti C. and Mattarocci G. (2006), “La costruzione di un portafoglio immobiliare e i criteri di
diversificazione”, in Giannotti C. (ed), La gestione del fondo immobiliare: rischio, diversificazione
e pianificazione, EGEA, Milan
Giannotti C. and Mattarocci G. (2006), “I fondi immobiliari: tipologie, disciplina e leva
finanziaria”, in Cacciamani C. (ed), Real estate: manuale di economia e finanza immobiliare,
EGEA, Milan
Mattarocci G. (2006), “I limiti del processo di standardizzazione nel mercato dei Credit Bureaux”,
in AA.VV., I processi di standardizzazione in azienda. Aspetti istituzionali, organizzativi,
manageriali, finanziari e contabili. Atti del X Convegno nazionale di Aidea Giovani Dipartimento
di Studi Aziendali Università degli studi di Napoli Parthenope 17-18 marzo 2005, Franco Angeli,
Milan
Gibilaro L. and Mattarocci G. (2006), L’influenza della concentrazione sulla disponibilità del
credito alle imprese: un confronto fra crediti commerciali e crediti finanziari, CREDIFACT
Discussion paper n° 2/2006, Milan
Schwizer P. and Mattarocci G. (2006), “La rilevanza dei modelli istituzionali e dell’assetto
organizzativo nel factoring”, in Munari L. (ed), “Attualità e prospettive negli studi di Economia dei
Mercati e degli Intermediari Finanziari”, MUP, Parma
Mattarocci G. (2007), “La valutazione dei titoli obbligazionari” in Leonelli L. and Nicolini G.
(2007), Economia del mercato mobiliare, TEXMAT, Rome
Gibilaro L. and Mattarocci G. (2007), “The selection of the discount rate in estimating the Loss
Given Default”, Global Journal of Business Research, vol. 1, issue 2, pp. 15-35
Carretta A. and Mattarocci G. (2008), La valutazione delle riviste scientifiche: proprietà, limiti e
condizioni di efficacia delle metodologie di classificazione, Bancaria, vol. 64, issue 5, pp. 78-87
Carretta A. and Mattarocci G. (2008), La valutazione delle riviste scientifiche: proprietà, limiti e
condizioni di efficacia delle metodologie di classificazione, Banking & Finance Lab - B&F Lab,
vol. 2 , issue 1
Giannotti C. and Mattarocci G. (2008), “I fondi immobiliari: tipologie, disciplina e leva
finanziaria”, in Cacciamani C. (ed), Real estate: manuale di economia e finanza immobiliare,
EGEA, Milan
Giannotti C. and Mattarocci G. (2008), “Risk diversification in a real estate portfolio: evidence
from Italian market”, Journal of European Real Estate Research, vol. 1, n. 3, pp. 214-234
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Mattarocci G. (2008), “Le fonti informative disponibili per la valutazione del merito creditizio delle
PMI” in Nadotti L. (ed), Le imprese dell'Appennino Centrale nella prospettiva di Basilea 2, Franco
Angeli, Milano
Carretta A. and Mattarocci G. (2009), “Evaluating scientific journals: properties, limits and
conditions of effectiveness of classification methodologies”, Journal of Economics and Economic
Education Research, vol. 10, n. 2, pp. 95-122
Carretta A. and Mattarocci G. (2009), “Fund of funds' portfolio composition and its impact on
performance: evidence from the Italian market” in Carretta A., Fiordelisi F. and Mattarocci G.
(eds), New drivers of performance in a changing financial world, Palgrave MacMillan, Houndmills
Carretta A., Fiordelisi F. and Mattarocci G. (2009) (eds), New drivers of performance in a changing
financial world, Palgrave MacMillan, Houndmills
Carretta A. and Mattarocci G. (2009), “Performance evaluation of hedge funds: a comparison of
different approaches” in Carretta A., Fiordelisi F. and Mattarocci G. (eds), New drivers of
performance in a changing financial world, Palgrave MacMillan, Houndmills
Giannotti C. and Mattarocci G. (2009), “How to evaluate risk for Italian real estate funds”, Journal
of European Real Estate Research, vol. 2, n. 2, pp. 132-150
Giannotti C. and Mattarocci G. (2009), “Real estate selection and portfolio construction model: data
analysis from the Italian market” in Carretta A., Fiordelisi F. and Mattarocci G. (eds), New drivers
of performance in a changing financial world, Palgrave MacMillan, Houndmills
Gibilaro L. and Mattarocci G. (2009), “Characteristics of the recovery process for small financial
intermediaries: the case of Italian cooperative banks”, Academy of Banking Studies Journal, vol. 8,
n. 2, pp. 75-94
Gibilaro L. and Mattarocci G. (2009), “Concentration in lending: commercial vs financial credits”,
Academy of Banking Studies Journal, vol. 8, n. 1, pp. 39-60
Gibilaro L. and Mattarocci G. (2009), “L’influenza della concentrazione sulla disponibilità del
credito alle imprese: un confronto tra crediti commerciali e crediti finanziari” in Carretta A. (ed),
Factoring: regolamentazione, mercato e gestione, Uniservice Editrice, Milan
Gibilaro L. and Mattarocci G. (2009), “Rating groups vs rating of group members: evidence from
the Italian financial market”, Journal of Finance and Accountancy, vol. 2, pp. 54-71
Giannotti C. and Mattarocci G. (2009), “Il rischio dei flussi finanziari legati all’investimento
immobiliare: evidenze empiriche dal mercato italiano”, Bancaria, n. 10, pp. 47-63
Giannotti C. and Mattarocci G. (2009), “La struttura finanziaria del fondi immobiliari italiani:
principi, caratteristiche ed evidenze empiriche” in Comana M. and Brogi M. (eds), Banca, mercati e
risparmio - Scritti in onore di Tancredi Bianchi vol. 3, Bancaria Editrice, Rome
Mattarocci G. (2009) “Market characteristics and chaos dynamics; an international comparison” in
Carretta A., Fiordelisi F. and Mattarocci G. (eds), New drivers of performance in a changing
financial world, Palgrave MacMilliam, Houndmills
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Giannotti C. and Mattarocci G. (2010), “I fondi immobiliari: tipologie, leva finanziaria e profili di
rendimento e rischio“, in Cafferata R. (ed), Appunti di management immobiliare, TEXMAT, Rome
Giannotti C. e Mattarocci G. (2010), “Il rischio del portafoglio immobiliare: volatilità dei flussi
finanziari e variabili rilevanti” in Giannotti C. (ed), Il risk management dei fondi immobiliari.
Analisi, valutazione e cultura della compliance, Bancaria Editrice, Rome
Giannotti C. e Mattarocci G. (2010), “La scelta della misura di rischio nella classificazione dei
fondi immobiliari italiani”, Economia e Diritto del Terziario, vol. 22, n. 3, pp. 549-570
Giannotti C., Mattarocci G. and Spinelli L. (2010), “The relative importance of sector and regional
factors in the hotel industry: evidence from Italian market”, Journal of Property Investment &
Finance, vol. 28, n. 3, pp. 162-180
Gibilaro L. and Mattarocci G. (2010), “Il costo del recupero del credito e i tempi di rivalsa”, in
Filotto U. and Caratelli M. (eds), Cessione del quinto, nuove opportunità? Brasile, India, Cina e
l’esperienza italiana, Bancaria Editrice, Rome
Gibilaro L. and Mattarocci G. (2010), “Le variabili predittive della posizione netta in credito
commerciale: evidenze empiriche per le imprese italiane”, CREDIFACT Discussion paper n°
1/2010, Milano
Gibilaro L. e Mattarocci G. (2010), “Predictors of net trade credit exposure: evidence from the
Italian market”, International Journal of Business and Finance Research, vol. 4, n. 4, pp. 103-119
Mattarocci G. (2010), “La domanda di credito alle famiglie”, in Filotto U. and Caratelli M. (eds),
Cessione del quinto, nuove opportunità? Brasile, India, Cina e l’esperienza italiana, Bancaria
Editrice, Rome
Mattarocci G. (2010), “La valutazione dei titoli obbligazionari” in Leonelli L. and Nicolini G. (eds),
Economia del mercato mobiliare, EIF-e.book
Mattarocci G. (2010), “Le caratteristiche degli immobili e i fattori di rischio dell’investimento” in
Giannotti C. (ed), Il risk management dei fondi immobiliari. Analisi, valutazione e cultura della
compliance, Bancaria Editrice, Rome
Giannotti C., Gibilaro L. and Mattarocci G. (2011), ''Liquidity risk exposure for specialized and
unspecialized real estate banks: evidences from the Italian market”, Journal of Property, Investment
& Finance, vol. 29, i. 2, pp. 98-114
Giannotti C. and Mattarocci G. (2011), “I fondi immobiliari: disciplina, caratteristiche,
indebitamento e profili di rendimento e rischio”, in Cafferata R., Mari M., Abatecola G. e
Formisano V. (eds) Management immobiliare, FrancoAngeli, Milan
Giannotti C. and Mattarocci G. (2011), “La scelta della misura di rischio nella classificazione dei
fondi immobiliari italiani”, Economia e Diritto del Terziario, vol. 22, i. 3, pp. 549-570
Gibilaro L. and Mattarocci G. (2011), “Interaction between trade credit and debt: Evidence from the
Italian market”, International Business & Economics Research Journal, vol. 10, i. 3, pp. 103-112
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Giannotti C., Mattarocci G. and Spinelli L. (2011), “The role of portfolio diversification in the hotel
industry: evidence from the Italian market”, Euromed Journal of Business Research, vol. 6, i. 1, pp.
24-45
Gibilaro L. and Mattarocci G. (2011), “Measuring customers’ portfolio concentration for rating
agencies. Evidence from Fitch, Moody’s and S&P”, International Journal of Bank Marketing, vol.
29, i. 4, pp. 333-356
Gibilaro L. and Mattarocci G. (2011), “Pricing policies and customers’ portfolio concentration for
rating agencies: evidence from Fitch, Moody’s and S&P”, Academy of Banking Studies Journal,
vol. 10, i. 1, pp. 23-52
Gibilaro L. and Mattarocci G. (2011), “The impact of discount rate choice in estimating the workout
LGD”, Journal of Applied Business Research, vol. 27, i. 2, pp. 139-148
Mattarocci G. (2011), “Multi-rating choice determinants: evidence from Fitch, Moody’s and
Standard and Poor’s ratings”, Academy of Banking Studies Journal, vol.10, i. 2, pp. 9-22
Mattarocci G. and Sampagnaro G. (2011), “Financial crisis and short selling: do regulatory bans
really work? evidence from the Italian market”, Academy of Accounting and Financial Studies
Journal, vol. 15, i. 4, pp. 115-140
Carretta A. and Mattarocci G. (2012) (eds), Financial Systems in Troubled Waters Information,
Strategies, and Governance to Enhance Performances in Risky Times, Routledge, Oxfordshire
Filotto U., Mottura P. and Mattarocci G. (2012), “La banca: fra pubblico e privato” in Bracchi G.
e Masciandaro D. (eds), Banche, mercati e stati: le nuove dinamiche, Bancaria Editrice, Rome
Giannotti C. and Mattarocci G. (2012), “I fondi immobiliari: tipologie, disciplina e leva
finanziaria”, in Cacciamani C. (ed), Real estate: manuale di economia e finanza immobiliare,
EGEA, Milan
Giannotti C. and Mattarocci G. (2012), “La gestione finanziaria dei fondi immobiliari ad apporto”,
in Cacciamani C. (ed), I fondi immobiliari ad apporto specializzato, EGEA, Milan
Gibilaro L. and Mattarocci G. (2012), “Le competenze distintive delle BCC nella valutazione e
gestione del rischio di credito: il caso della LGD”, in Carretta A. (ed), Il credito cooperativo. Storia,
diritto, economia, organizzazione, Il Mulino, Bologna
Carretta A. e Mattarocci G. (2013) (eds), Asset Pricing, Real Estate and Public Finance over the
Crisis, Palgrave MacMillan, Houndmills
Papers presented during national and international conferences
Mattarocci G., “I limiti del processo di standardizzazione nel mercato dei Credit Bureaux”,
Convegno AIDEA Giovani “I processi di standardizzazione in azienda”, Naples (Italy) 03-17/182005
Mattarocci G., “The role of multi-rating in the world market”, EURAM 2005, Munich
(Deutschland) 06-4/5-2005
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Carretta A. and Mattarocci G., “The performance evaluation of hedge funds: a comparison of
different approaches”, International Symposium of Forecasting 2005, San Antonio (USA) 06-12/152005
Mattarocci G., “La valutazione dei titoli obbligazionari emessi dagli enti locali”, Convegno AIDEA
Giovani L’innovazione nella Pubblica Amministrazione. Teoria e Prassi, University of Rome “Tor
Vergata”, Rome (Italy) 07-15-2005
Carretta A. and Mattarocci G., “The performance evaluation of hedge funds: a comparison of
different approaches”, XIV International “Tor Vergata” Conference on Banking and Finance,
University of Rome “Tor Vergata”, Rome (Italy) 12-5/7-2005
Mattarocci G., “L’ impatto dei Credit Registers sul mercato del credito: evidenze dal mercato
europeo”, Workshop Research trends in Banking & Finance, Naples (Italy) 05-30-2006
Schwizer P. and Mattarocci G., “La rilevanza dei modelli istituzionali e dell’assetto organizzativo
nel factoring”, Attualità e Prospettive negli Studi di Economia dei Mercati e degli Intermediari
Finanziari, Parma (Italy) 11-4-2005
Mattarocci G., “Market characteristics and chaos dynamics in stock markets: an international
comparison”, International Symposium of Forecasting 2006, Santander (Spain) 06-11/14-2006
Gibilaro L. and Mattarocci G., “The selection of discount rate in estimating Loss Given Default”,
Global Conference on Business and Finance 2007, San Jose (Costa Rica) 05-23/27-2007
Gibilaro L. and Mattarocci G., “Concentration in lending: commercial vs. financial credits”, Small
business banking and financing: a global perspective”, Cagliari (Italy) 25/26-05-2007
Gibilaro L. and Mattarocci G., “La selezione del tasso di attualizzazione nella stima della Loss
Given Default: un’applicazione al mercato italiano”, Convegno ADEIMF 2007, Lecce (Italy) 0615/16-2007
Giannotti C. and Mattarocci G., “Risk diversification in a real estate portfolio: evidence from the
Italian market”, European Real Estate Society – 2007 annual conference, London (UK) 06-27/302007
Giannotti C. and Mattarocci G., “Risk diversification in a real estate portfolio: evidence from Italian
market”, REIW Global Opportunities 2007, New York (USA) 10-31/11-2-2007
Giannotti C. and Mattarocci G., “Risk diversification in a real estate portfolio: evidence from Italian
market”, REIW Nordic conference 2007, Stockholm (Sweden) 11-27/29-2007
Gibilaro L. and Mattarocci G., “Le specificità del processo del recupero per gli intermediari
finanziari di piccole dimensioni: il caso delle Banche di Credito Cooperativo”, Convegno AIDEA
giovani 2008, Palermo (Italy) 05-29/30-2008
Gibilaro L. and Mattarocci G., “La relazione tra i rating del gruppo e dei membri del gruppo:
evidenze empiriche dal sistema finanziario italiano”, Convegno ADEIMF 2008, Capri (Italy) 0612/13-2008
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Giannotti C. and Mattarocci G., “How to evaluate risk for Italian real estate funds”, European Real
Estate Society – 2008 annual conference, Krakow (Poland) 06-18/21-2008
Carretta A. and Mattarocci G., “Evaluating scientific journals: properties, limits and conditions of
effectiveness of classification methodology”, Allied Academies Fall 2008 International Conference,
Reno (USA) 10-15/17-2008
Gibilaro L. and Mattarocci G., “Characteristics of the recovery process for small financial
intermediaries: the case of Italian cooperative banks”, Allied Academies Fall 2008 International
Conference, Reno (USA) 10-15/17-2008
Giannotti C. and Mattarocci G., “How to evaluate risk for Italian real estate funds”, XVII
International “Tor Vergata” Conference on Banking and Finance, Rome (Italy) 12-3/5-2008
Gibilaro L. and Mattarocci G., “Rating groups vs. rating group members: evidence from the Italian
financial market”, 21st Australasian conference on Banking and Finance, Sidney (Australia) 1216/18-2008
Mattarocci G., “Multi-rating dynamics in the world market: evidence from Fitch, Moody's and S&P
ratings”, Allied Academies Spring 2009 International Conference, New Orleans (USA) 04-08/102009
Gibilaro L. and Mattarocci G., “Politiche di pricing e indipendenza economica delle ECAI”,
Convegno ADEIMF 2009, Palermo (Italy) 06-12/13-2009
Mattarocci G. and Sampagnaro G., “The efficacy of short selling restrictions: evidences from Italy
in post-Lehman turmoil”, International Risk Management Conference 2009, Venice (Italy), 0622/24-2009
Giannotti C., Mattarocci G. and Spinelli L., “Are portfolio diversification criteria useful for hotel
investments: evidence from Italian market”, European Real Estate Society – 2009 annual
conference, Stockholm (Sweden) 06-24/27-2009
Giannotti C., Mattarocci G. and Spinelli L., “Are portfolio diversification criteria useful for hotel
investments: evidence from Italian market”, 2009 Annual Meeting of the European Association of
University Teachers in Banking and Finance, Rome (Italy) 09-2/4-2009
Gibilaro L. and Mattarocci G., “Pricing policies and economic independence of ECAIs. Evidence
from Fitch, Moody’s and S&P”, Allied Academies Fall 2009 International Conference, Las Vegas
(USA) 10-14/16-2009
Giannotti C., Mattarocci G. and Spinelli L., “The role of portfolio diversification in the hotel
industry: evidence from the Italian market”, 2nd EuroMed Conference of the EuroMed Academy of
Business, Salerno (Italy), 10-26/29-2009
Giannotti C., Mattarocci G. and Spinelli L., “The relative importance of sector and regional factors
in the hotel industry: Evidence from Italian market”, XVIII International “Tor Vergata” Conference
on Money, Banking and Finance, Rome 12-2/4-2009
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Darcy S., Mattarocci G. and Perlingeiro B., “An analysis of Brazilian residential real estate market:
evidence from Sao Paulo”, XVIII International “Tor Vergata” Conference on Money, Banking and
Finance, Rome 12-2/4-2009
Gibilaro L. and Mattarocci G., “The relationship between pricing policies and measures of
economic independence of ECAIs: evidence from Fitch, Moody’s and S&P”, 22nd Australasian
conference on Banking and Finance, Sidney (Australia) 12-16/18-2009
Gibilaro L. and Mattarocci G., “What does predict the firm’s net trade credit position? Evidence
from the Italian market”, Global Conference on Business and Finance 2009, Kailua-Kona (Haway)
01-03/06-2010
Mattarocci G., “Multi-rating choice determinants: evidence from Fitch, Moody’s and Standard and
Poor’s ratings”, Allied Academies Spring 2010 International Conference, New Orleans (USA) 1014/16-2010
Gibilaro L. and Mattarocci G., “Predictors of net trade credit exposure: evidence from the Italian
market”, EURAM 2010, Rome 05-19/22-2010
Mattarocci G. and Siligardos G., “Tourism in Greece: Main characteristics in foreign and internal
demand”, 9th Special Conference of HELORS, Agios Nikolaos (Greece) 05-27/29-2010
Biasin M., Giannotti C., Mattarocci G. and Siligardos G., “Income return vs capital gain for retail
real estate investment funds: Evidence from the Italian market”, European Real Estate Society –
2010 annual conference, Milan 06-23/26-2010
Giannotti C. and Mattarocci G., “The role of risk measures’ choices in ranking real estate funds:
evidence from the Italian market”, European Real Estate Society – 2010 annual conference, Milan
06-23/26-2010
Giannotti C., Gibilaro L. and Mattarocci G., ''Liquidity risk exposure for specialized and
unspecialized real estate banks: evidences from the Italian market”, European Real Estate Society –
2010 annual conference, Milano 06-23/26-2010
Mattarocci G. and Siligardos G., ''The relevance of real estate market trends for Investment property
funds asset allocation: evidence from France, Germany, Italy and United Kingdom'', European Real
Estate Society – 2010 annual conference, Milan 06-23/26-2010
Mattarocci G. and Sampagnaro G., “Financial crisis and short selling: do regulatory bans really
work? evidence from the Italian market”, Allied Academies Summer 2010 International
Conference, 07-19/30-2010
Mattarocci G. and Siligardos G., “The relevance of real estate market trends for Investment
property funds asset allocation: Evidence from France, Germany, Italy and United Kingdom”, 5th
Annual International Symposium on Economic Theory, Policy and Applications, Athens (Greece),
07-26/29-2010
Giannotti C., Gibilaro L. e Mattarocci G., ''Liquidity risk exposure for specialized and unspecialized
real estate banks: evidences from the Italian market”, XIX International “Tor Vergata” Conference
on Money, Banking and Finance, Rome 12-15/17-2010
10
Giannotti C. and Mattarocci G., “The role of risk measures choice in ranking real estate funds:
evidence from the Italian market”, XIX International “Tor Vergata” Conference on Money,
Banking and Finance, Rome 12-15/17-2010
Gibilaro L. and Mattarocci G., “Interaction between trade credit and debt: Evidence from the Italian
market”, 2011 Maui International Business & Economics Conference, Maui (USA), 01-03/05-2011
Gibilaro L. and Mattarocci G., “The impact of discount rate choice in estimating the workout
LGD”, 2011 Maui International Business & Economics Conference, Maui (USA), 01-03/05-2011
Gibilaro L. and Mattarocci G., “L’interazione tra la politica di credito e il debito commerciale nelle
imprese italiane”, Convegno banche, mercati e territorio… ricordando Sergio Corallini, Terni, 0510-2011
Giannotti C. and Mattarocci G., “The role of risk measures choice in ranking real estate funds
evidence from REIT”, European Real Estate Society – 2011 annual conference, Eindhoven
(Netherlands) 06-16/18-2011
Gibilaro L. and Mattarocci G., “The impact of discount rate choice in estimating the workout
LGD”, European Financial Management Association – 2011 Annual Meeting, Braga (Portugal), 0622/25-2011
Gibilaro L. and Mattarocci G., “Does group affiliation affect the interbank market exposure?
Evidence from main European banking groups”, IFABS 2011 - 2011 International Finance and
Banking Society conference, Rome, 06-30/07-02-2011
Giannotti G., Mattarocci G., Bellardo P. and Insom C., “L’edilizia universitaria tra le aspettative di
ritorno economico degli investitori e le esigenze socio-economiche del territorio: il caso dei fondi
immobiliari”, AISRE annual meeting 2011, Turin, 09/15-17/2011
Giannotti G., Mattarocci G., Bellardo P. and Insom C., “L’edilizia universitaria tra le aspettative di
ritorno economico degli investitori e le esigenze socio-economiche del territorio: il caso dei fondi
immobiliari”, AIDEA annual meeting 2011, Perugia, 10/13-14/2011
Mattarocci G. and Siligardos G., “Investor attention for retail and institutional investors: a test on
the real estate market”, European Real Estate Society – 2012 annual conference, Edinburgh (UK)
06-14/16-2012
Gibilaro L. and Mattarocci G., “Landmark Buildings and Diversification Opportunities in the
Residential Market”, European Real Estate Society – 2012 annual conference, Edinburgh (UK) 0614/16-2012
Giannotti C. e Mattarocci G., “The risk measurement choice in selecting reits: evidence from the us
market”, IRMC – 2012 annual conference, Rome 06-18/19-2012
Gibilaro L. e Mattarocci G., “Does group affiliation affect the interbank market exposure? Evidence
from main European banking groups”, European Financial Management Association – 2012 Annual
Meeting, Barcelona (Spain), 06-27/30-2012
Research Awards
11
Outstanding Research Award for the paper “The selection of the discount rate in estimating the
Loss Given Default” presented during the Global Conference on Business and Finance 2007 - San
Jose (23-27/05/2007)
IPD Prize for the Best Paper on Direct Property Investment for the paper “Risk diversification
in a real estate portfolio: evidence from Italian market” presented during the ERES annual
conference 2007 - London (27-30/06/2007)
IPD Prize for the Best Paper on Direct Property Investment for the paper “How to evaluate risk
for Italian real estate funds” presented during the ERES annual conference 2007 - Krakow (1821/06/2008)
Distinguished Research Award – Academy of Banking Studies Journal for the paper
“Characteristics of the recovery process for small financial intermediaries: the case of Italian
cooperative banks” presented during the Allied Academies Fall 2008 International Conference Reno (15-18/10/2008)
Targa ADEIMF – Best publication for 2007-2008 for the paper “L’influenza della concentrazione
sulla disponibilità del credito alle imprese: un confronto fra crediti commerciali e crediti finanziari”.
Award assigned during the ADEIMF 2009 annual conference - Palermo (12-13/06/2009)
Distinguished Research Award – Academy of Banking Studies Journal for the paper “Pricing
policies and economic independence of ECAIs. Evidence from Fitch, Moody’s and S&P”,
presented during the Allied Academies Fall 2009 International Conference - Las Vegas (14/16-102009)
Highly Commended Award of the 2008/2009 Emerald/EMRBI Business Research Award for
Young Researchers for the paper “The role of portfolio diversification in the hotel industry:
evidence from the Italian market” presented during the 2a EuroMed Conference of the EuroMed
Academy of Business – Salerno (26-29/10/2009)
Outstanding Research Award and Best Paper in Session Award for the paper “What does
predict the firm’s net trade credit position? Evidence from the Italian market” presented during the
Global Conference on Business and Finance 2010 – Kailua-Kona (03-06/01/2010)
Distinguished Research Award – Academy of Banking Studies Journal for the paper “Multirating choice determinants: evidence from Fitch, Moody’s and Standard and Poor’s ratings”,
presented during the Allied Academies Spring 2010 International Conference, Orlando (USA)
14/16-10-2010
Distinguished Research Award – Academy of Accounting and Financial Studies for the paper
“Financial crisis and short selling: do regulatory bans really work? Evidence from the Italian
market”, presented during the Allied Academies Summer 2010 International Internet Conference,
19/30-07-2010
ERES Awards 2010 - Journal of Property Investment & Finance Prize for the Best Paper in
Real Estate Finance" for the paper "Liquidity risk exposure for specialised and unspecialised real
estate banks: evidence from the Italian market" presented during ERES 2010, Milan 23/26-06-2010
12
Best Paper in Session Award for the paper “Interaction between trade credit and debt: Evidence
from the Italian market” presented during Clute Institute - 2011 Maui International Academic
Conference, Maui (USA) 03-05/01/2011
Best Paper in Session Award for the paper “The impact of discount rate choice in estimating the
workout LGD” presented during Clute Institute - 2011 Maui International Academic Conference,
Maui (USA) 03-05/01/2011
13