FRANCESCA BECCACECE

FRANCESCA BECCACECE

Courses a.y. 2024/2025

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

Biographical note

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.


Selected Publications

Beccacece, Francesca
Multivariate risk attitude: a comparison of alternative approaches in sustainability policies
DECISIONS IN ECONOMICS AND FINANCE, 2024

Beccacece, Francesca; Li Calzi, Marco
Generally acceptable principles for financial amortization: a modest proposal
DECISIONS IN ECONOMICS AND FINANCE, 2024

Flavio Pressacco; Francesca Beccacece; Fabrizio Cacciafesta; Gino Favero; Paola Fersini; Marco Li Calzi; Franco Nardini; Lorenzo Peccati; Laura Ziani
Anatocismo nei piani di ammortamento standardizzati tradizionali
2022

Beccacece, Francesca; Tasca, Roberto; Tibiletti, Luisa
The Macaulay duration: a key indicator for the risk-adjustment in fair value
INTERNATIONAL JOURNAL OF BUSINESS AND MANAGEMENT, 2018

Beccacece, Francesca; Cantù, Valeria
Enhancing portfolio diversification: are diamonds forever?
THE JOURNAL OF INVESTING, 2015

Beccacece, Francesca; Borgonovo, Emanuele; Buzzard, Greg; Cillo, Alessandra; Zionts, Stanley
Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015

Beccacece, Francesca; Borgonovo, Emanuele
Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011

Beccacece, Francesca; Borgonovo, Emanuele
Brand valuation: A comparison of alternative models
INTERNATIONAL JOURNAL OF OPERATIONAL RESEARCH, 2009

Beccacece, Francesca; Cillo, Alessandra
Applying the benchmarking procedure: a decision criterion of choice under risk
THEORY AND DECISION, 2006

Battauz, Anna; Beccacece, Francesca
Dividend and Uncertainty: Evidence from the italian market
Internal Journal of Theoretical and Applied Finance, 2004

Beccacece, Francesca; P. Gallo; Peccati, Lorenzo
Survival Risk & Project Evaluation
Soft Computing for Risk Evaluation and Management, 2001

Beccacece, Francesca
Time Dominance in a Stochastic Framework
GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI, 1996

Beccacece, Francesca
Linear operator, time dominance and IRR
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1995

Beccacece, Francesca; Cigola, Margherita
Increasing Maps
OPTIMIZATION, 1995

Beccacece, Francesca
On the flexible functional forms
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1994

Beccacece, Francesca; Peccati, Lorenzo
Immunization strategies in linear models
Operations Research Models in Quantitative Finance, 1994

Beccacece, Francesca; Castagnoli, Erio
Time dominance and I.R.R.
Modelling Reality and Personal Modelling, 1993