Davide Maspero

Davide Maspero is an Associate Professor in the Department of Finance at Bocconi University since 2001. He holds a Ph.D. in Economics from Bocconi (1987). His research and teaching focus on asset management, risk management, and asset pricing. He has been involved in the Master of Quantitative Finance and Risk Management (MAFINRISK) program as Director/Coordinator from its inception.

Education:

• Ph.D. in Economics, Bocconi University, 1987

Research Interests:

• Risk Management in Asset Management
• Quantitative Methods in Finance
• VaR Model Applications
• Derivatives Pricing
• Market and Credit Risk Assessment

Teaching:

• Asset Management (20248) – MSc elective course
• Derivatives (10052) – Introductory course at MAFINRISK

His publications explore advanced risk management techniques, neural network applications in finance, and banking crises. He contributed to foundational works on relative VaR testing and market valuation methodologies.