Attilio Meucci - Università degli studi di Pavia
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Attilio Meucci - Università degli studi di Pavia
Attilio Meucci via Palestro 4, 22100 Como, Italy tel: +39-335-7529-810 [email protected] Education • in progress: C.F.A. • June '99: M.A., Economics, Bocconi University, Milan • March '99: Ph.D., Mathematics, Università Statale, Milan Dissertation: The bi-Hamiltonian route to the discrete Sato Grassmannian B.A. summa cum laude, Physics, Università Statale, Milan • July '94: Thesis: A generalization of Arnold diffusion Experience • July ’99-present: Bain & Company, Milan. Current position: manager Projects: personal financial planning, credit-and market-risk measurement, portfolio insurance, tactical and strategic asset allocation, performance attribution • Fall '99-present: • • • • Bocconi University, Milan. Graduate School of Economics Lecturer: Mathematics, Risk Management Spring '02: Università di Pavia, Pavia. Master in Applied Econometrics Lecturer: Asset Allocation October '01: CEIBS, Shanghai. MBA Program Visiting professor: Applied Finance Dec '95-May '97: U.C. Berkeley. Dept. of Mathematics Visiting Scholar Fall '94, Spring '95: Università dell’ Insubria, Como. Dept. of Physics Teaching Assistant: Mechanics Languages (♦♦♦♦) close to native speaker (♦♦♦) very good (♦♦) good (♦) basic knowledge • English.....................(♦♦♦♦) • French......................(♦♦♦♦): Centre Culturel Francais1, DALF2 • German....................(♦♦♦♦): Goethe Institut1, GDS2 • Italian........................(♦♦♦♦): native language • Spanish.....................(♦♦♦♦): Instituto Cervantes1, DELES2 • Mandarin Chinese...(♦♦♦) • Modern Greek.........(♦♦) 1 Sole official institution 2 Certificate of highest proficiency Publications • • • • • • • • • • • Mr. Risk: Getting to Know Him Better. To appear EGEA (2002) Multi-period Optimal Asset Allocation for a Multi-Currency Hedged Portfolio, with D.Mignacca. Comp. Methods in DM, Economics and Finance. Kluwer 1 (2002), 1-12 Introducing Mr.Risk. EGEA (2001) A Common Pitfall in Mean-Variance Asset Allocation. www.wilmott.com (2001) Tuning a practitioner’s views. working paper Bayesian Diagnostics for Portfolio Allocation, with F.Corielli. working paper Style Analysis Revisited, with F.Corielli. working paper A Dynamic Factor Model for Bond Portfolio Allocation, with G.Fusai. working paper Toda equations, bi-Hamiltonian systems, and compatible Lie algebroids. Mathematical Physics, Analysis and Geometry, 4 (2001), 131-146 Compatible Lie algebroids and periodic Toda lattice. Journal of Geometry and Physics, 35 (2000), 273-287 The bi-Hamiltonian route to the discrete Sato Grassmannian, Ph.D. dissertation (1998) Computer skills • • • Programming: C++, Visual Basic Mat/Stat/Eco packages: Matlab, Maple, Mathematica, PcFiml, PcGive, E-views,... General: Windows Office (XL, Word, Access, PP), www (HTML, JavaScript),... International schools • • Spain, Valladolid, July '95. European School of Group Theory Germany, Dresden, September '93. Summer School of Quantum Physics Honors • • • • • • R.E. Invernizzi Fellowship (for the M.A. in Economics), Sept.'98 through June '99 Italian Government Dottorato Fellowship, November '94 through October '98 Italian Government Fellowship (for study abroad), December '95 through May '97 EU Fellowship (for the European School of Group Theory), July '95 First B.S. in Physics, Università Statale, Milan, Polo di Como, July '94 WE-Heraeus Fellowship (for the Summer School of Quantum Physics), Sept. '93 Pastimes • Basketball, fitness, biking, hiking References • • • • Prof. Francesco Corielli, Dept. of Quantitative Methods, Bocconi University, Milan [email protected] Prof. Carlo Favero, IGIER, Bocconi University, Milan [email protected] Prof. Marco Pedroni, Dept. of Mathematics, Università Statale, Genova [email protected] Prof. Cecilia Chu, Dept. of East Asian Languages, U.C. Berkeley [email protected]