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Francesca Beccacece

Beccacece Francesca
Department of Decision Sciences
Associate Professor
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Office Hours and Appointments

Bio

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).

 

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.

Publications

Multivariate risk attitude: a comparison of alternative approaches in sustainability policies
DECISIONS IN ECONOMICS AND FINANCE, 2024
Generally acceptable principles for financial amortization: a modest proposal
DECISIONS IN ECONOMICS AND FINANCE, 2024
Anatocismo nei piani di ammortamento standardizzati tradizionali
, 2022
The Macaulay duration: a key indicator for the risk-adjustment in fair value
INTERNATIONAL JOURNAL OF BUSINESS AND MANAGEMENT, 2018
Enhancing portfolio diversification: are diamonds forever?
THE JOURNAL OF INVESTING, 2015
Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015
Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011
Brand valuation: A comparison of alternative models
INTERNATIONAL JOURNAL OF OPERATIONAL RESEARCH, 2009
Applying the benchmarking procedure: a decision criterion of choice under risk
THEORY AND DECISION, 2006
Dividend and Uncertainty: Evidence from the italian market
Internal Journal of Theoretical and Applied Finance, 2004
Survival Risk & Project Evaluation
Soft Computing for Risk Evaluation and Management, 2001
Time Dominance in a Stochastic Framework
GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI, 1996
Linear operator, time dominance and IRR
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1995
Increasing Maps
OPTIMIZATION, 1995
On the flexible functional forms
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1994
Immunization strategies in linear models
Operations Research Models in Quantitative Finance, 1994
Time dominance and I.R.R.
Modelling Reality and Personal Modelling, 1993

Teaching

30268
MATEMATICA GENERALE E FINANZIARIA
30672
QUANTITATIVE METHODS FOR SOCIAL SCIENCES (MODULE I - MATHEMATICS FOR SOCIAL SCIENCES)
30375
MATEMATICA - MODULO 2 (APPLICATA)
Past years teaching

Additional teachings info

  • Undergraduate courses: Mathematics, Financial Mathematics, Advanced Financial Mathematics.
  • Graduate courses: Quantitative Methods for Management, Financial Models for Valuation.
  • Master courses: Fixed Income, Asset Pricing.