Archive

Net Interest Income Forecasting

Posted on

NET INTEREST INCOME FORECASTING PROJECT During the academic year 2015-2016 we were involved as SFSA in econometrics research project commissioned by the Head of Active Value Management of Intesa Sanpaolo, Dott. Tullio Lucca. The project was focused on the Net Interest Income (NII) analysis and was overviewed by Rita Laura D’Ecclesia, full professor of Quantitative Finance […]

Archive

Chicago Quantitative Alliance Investment Challenge – Sapienza Team

Posted on

We are proud to announce that MSc Finance and Insurance (FINASS) students of Sapienza University are participating in the fifth annual Chicago Quantitative Alliance Investment Challenge. The Challenge, with more than 30 top universities around the world competing, gives the unique opportunity to manage a market neutral portfolio, interact with quantitative practitioners and provides access to several research tools […]