Quaranta Anna Grazia
· Born in Lecce, Italy
on July, 20, 1966.
· (1990) Degrees:
Laurea in Economic Sciences and Banking (first-class
honours), University of Siena, Italy; dissertation on "Bank's
Productivity. Methods and Empirical Evidences ". Supervisor: prof.
Achille Lemmi.
· (1992)
Qualification as a Secondary School Teacher in
Applied Mathematics.
·
(1992) Title of Secondary School Teacher of Applied Mathematics
after the competition based on qualifications and examination
announced in 1990 by the Italian Ministry of Education;
definitively appointed as a teacher starting from 1st September
1992 to 31th August 2009..
· (2006) PhD in
Economic and Quantitative Methods for Markets' Analysis -
University of Salento, Italy, ; dissertation on "Robust
Optimization of Conditional Value at Risk and Portfolio
Selection".
· (2005) Post-Doc in
Mathematical Models based on Artificial Neural Networks for
Calculus and Identification – Department of Physics -
University of Camerino, Italy.
· (2007) Post-Doc
in Mathematical Models for queueing processes - Department of
Physics - University of Camerino, Italy.
· Work and teaching
experience: Teacher of Applied Mathematics in the Secondary School
1992-2009. Teaching and Research Assistant, University of Macerata,
1990-1993. Teacher of Applied Mathematics in the Interuniversity
Specialization School for the Secondary Teaching 1999-2002. Teacher
(under contract) at University of Camerino 2003-2009, at University
of Macerata 2006-present and at University of Bologna
2008-2009.
· (2009-present)
Assistant Professor of Mathematical Methods for Economics, Alma
Mater Studiorum - University of Bologna.
· (2014) Qualification
as Associate Professorof Economics of Financial Intermediaries
after the competition based on qualifications announced in
2012 by the Italian Ministry of University and Scientific
Research.
· Research Activity
focuses on: i) various fields of Mathematical Programming, in
particular on Portfolio Selection via Robust Optimization of
Coherent Risk Measures versus Stochastic Programming
Approaches; ii) Credit Risk Models; iii) Dynamic
Optimization; iv) Collusive Oligopoly Models based on
Numerical Approach from Quantistic Mechanic; v) Capital Structure,
Shares' Value and Compensation Schemes of Italian REITs; vi)
Business Models of Italian Enterprises in Markets with high
Cultural Distance and, in particular, a Focus on the Chinese
Market, Crucial Relations, Marketing Strategies and Performances;
vii) IAS.
· Member of
A.M.A.S.E.S since 2006.
· Referee for Journal
of Banking and Finance ed OR Spectrum.
