Massimiliano
Marzo
Associate Professor of Economics University of Bologna Core Faculty
His current position is Associate Professor of Economics, in the Department of Economics, University of Bologna. In BBS I have the responsibility as Director of Master in Wealth Management. Adjoint Professor of Macroeconomics, Johns Hopkins University, Bologna Center, SAIS.
In 2002, he obtained a PhD in Economics from Yale University (New Haven, CT, USA), under the supervision of Christopher A. Sims, Nobel Prize in Economics. He also has a Ph.D. in Economics from University of Bologna, obtained in 1996.
Together with teaching and research he has conducted consulting activities for the private and public sector at both international and domestic level. He has been advisors for several asset management companies, as well as for the public sector. He has been Chairman of two Asset Management firms and I currently serve as Board Member of several companies.
He has also been engaged in several training program for private sector, mainly in banking and asset management companies: Banca Mediolanum, Emilbanca, ING.
He has been advisor for Central Bank of Mongolia for the construction of the medium-term macroeconomic model (Dynamic Stochastic General Equilibrium model) from March 2014 until October 2014. In 2010 He was also advisor of ION Group, a leader company in automated trading system.
He also accumulated several years of experience in teaching and working within an international context: I have been Visiting Scholar at Princeton University, and I am currently Adjoint Professor of Macroeconomics at Johns Hopkins University, SAIS; Bologna Center.
COURSES
Alternative funds: Hedge and Hedge Funds. Real Estate Funds. Management, assessment, commission regime and internal liquidity and how to allocate them to a capital. Funds linked to alternative investments, such as art and other types.
Basic elements for building an efficient portfolio. The Media-Variance Model and the Capital Asset Pricing Model: Limits and Effectiveness. Robust portfolio models: Black-Littermann and risk parity. Methodologies and Indicators of Investments and Investment Funds.
The course deals with monetary and macroeconomic relations between countries. Specifically, it covers topics such as the foreign exchange market, the causes and consequences of exchange rate movements, the implications of macroeconomic linkages between countries, costs and benefits of the European Monetary Union.
