معرفی
Rosella Giacometti is a Full Professor in Mathematical Methods for Economics and Actuarial and Financial Sciences at the Department of Management, University of Bergamo, Italy. Since February 2022, she has served as Dean of the School of Economics and Management at the University of Bergamo. Her academic career spans several decades with extensive teaching experience in financial mathematics, risk measurement, and portfolio theory.
Professor Giacometti earned her degree in Computer Science from the University of Milan in 1990, followed by an M.Sc. in Statistics and Operational Research from the University of Essex, UK (1993-94), and a PhD from the University of Brescia (1992-95).
Her research focuses on financial risk management, particularly in market risk, credit risk, operational risk, and mortality risk. Her work combines mathematical modeling with practical applications in portfolio optimization and risk measurement. She has led several major research projects including the GACR 19-11965S "A network approach to portfolio optimization and tracking problems" (2018-2021).
Professor Giacometti's recent publications demonstrate a strong focus on advanced portfolio optimization techniques, network analysis in banking systems, and the measurement of tail risks in financial markets. Her work increasingly addresses contemporary challenges such as climate risk exposure in banking and ESG-integrated risk measures.
- 2017 Winner of the national special funding for distinguished researchers (FFABR 2017)
- 1992 Winner of the scholarship funded by Banca Popolare di Bergamo
- 1995 Grant from IMI-SIGECO
Professor Giacometti has advised numerous students and has been actively involved in professional training courses for banks and government institutions, including the Prime Minister's Office in 2012. She has held visiting positions at prestigious institutions including the University of Washington Bothell, Stony Brook University, and the University of Cyprus. Her research has been supported by multiple grants from MIUR (PRIN projects) and other funding bodies.
She leads international collaborations through Erasmus+ agreements with Charles University, Prague, and Texas Tech University, and has served in various leadership roles including as Member of the University Board of Directors (2016-2018) and Director of the Master's Degree in "The Educational operator and Autism" (2015-2016).
