Mr. BARTOLUCCI Andrea

2017 – present PhD in Finance
City University of Hong Kong
Supervisor: Professor Yue Ma
Panel: Professor Junbo Wang, Dr Xueping Wu

2016 M.S. in Financial Markets and Quantitative Finance, cum laude
University of Rome “Tor Vergata”, Italy
Dissertation: Dynamic Asset Allocation Under Regime Switching: An In-Sample and Out-of-Sample Study Under the Copula-Opinion Pooling Framework.”
Supervisor: Professor Stefano Herzel

2013 Summer School in Financial Markets
London School of Economics and Political Science, London

2013 Exchange Semester
School of Economics and Management, Lund University, Lund, Sweden

2011 B.S. in Economics and Finance, cum laude
Marche Polytechnic University, Ancona, Italy

Author IDs

Biography

I have developed a special interest in the field of regime switching model, especially Markov regime switching applied to price and return models and I am very interested in the whole area of empirical asset pricing. I want to broaden the application of regime switching models in the whole field of finance exploring their role and implications in unsurveyed areas of the discipline.

Qualifications/Experiences

Wealth Management & Personal Finance Analyst
Prometeia Spa, Bologna, Italy, 2013-2017

  • Design and prototype of financial algorithms of a proprietary software that simulates MiFID complaint financial products budgeting campaign and test placement potential within the customer base
  • support in the development of portfolio product picking optimization software