Francesca Beccacece
I was born in February 11th, 1963.
I got my Degree in Economics from Università of Parma.
Actually, I am an Associate Professor of Financial Mathematics at Bocconi University, Milan.
Director of the Bachelor of Science in Economics and Management for Arts, Culture and Communication (2016-2019).
Director of Master in Quantitative Finance and Risk Management (2008-2010; 2012-2014).
Associate Professor
francesca.beccacece@unibocconi.it
Research interests
My main research interests are: Quantitative Finance: financial markets models; asset pricing; term structure models, Decision theory and decision making in Finance: benchmarking models, Risk theory: models and applications for default risk.
Selected Publications
Generally acceptable principles for financial amortization: a modest proposal
DECISIONS IN ECONOMICS AND FINANCE, ForthcomingThe Macaulay duration: a key indicator for the risk-adjustment in fair value
INTERNATIONAL JOURNAL OF BUSINESS AND MANAGEMENT, 2018Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011Brand valuation: A comparison of alternative models
INTERNATIONAL JOURNAL OF OPERATIONAL RESEARCH, 2009Applying the benchmarking procedure: a decision criterion of choice under risk
THEORY AND DECISION, 2006Dividend and Uncertainty: Evidence from the italian market
Internal Journal of Theoretical and Applied Finance, 2004Linear operator, time dominance and IRR
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1995Teaching
30268
- Undergraduate courses: Mathematics, Financial Mathematics, Advanced Financial Mathematics.
- Graduate courses: Quantitative Methods for Management, Financial Models for Valuation.
- Master courses: Fixed Income, Asset Pricing.