Students WU Campus

Alessandro Melone

Alessandro Melone
Corporate Finance, Asset Management, Empirical Asset Pricing

I am a first-year PhD stu­dent in Fin­ance at the Vi­enna Gradu­ate School of Fin­ance (VGSF). Be­fore join­ing this pro­gram, I earned a BSc in Mari­time, Lo­gist­ics and Trans­port Eco­nom­ics and Busi­ness at the Uni­versity of Genoa and a MSc in Fin­ance and Bank­ing at the Uni­versity of Rome Tor Ver­gata, both cum laude. Dur­ing my Mas­ter, I had the op­por­tun­ity to spend five months at HEC Lausanne as vis­it­ing stu­dent thanks to a schol­ar­ship, where I car­ried out my re­search on ap­plied time ser­ies econo­met­rics, with a par­tic­u­lar fo­cus on fore­cast­ing fin­an­cial mar­ket volat­il­ity over long ho­ri­zons through Het­ero­gen­eous Autore­gress­ive mod­els.

Be­sides my pro­fes­sional in­terests, I am a clas­sical pi­an­ist, with a Mas­ter of Arts in Pi­ano Per­form­ance ob­tained at the Con­ser­vat­ory of Rome Santa Cecilia. I am pas­sion­ate about polit­ics, philo­sophy and dif­fer­ent cul­tures.

  • Since 2017: PhD Stu­dent, Vi­enna Gradu­ate School of Fin­ance (VGSF)
  • 2017: Vis­it­ing Stu­dent, HEC Lausanne
  • 2017: MSc in Fin­ance and Bank­ing, Uni­versity of Rome Tor Ver­gata
  • 2015: BSc in Mari­time, Lo­gist­ics and Trans­port Eco­nom­ics and Busi­ness, Uni­versity of Genoa
Giorgio Ottonello
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