Alberto Ciampini is a PhD Candidate in Finance at Bayes Business School (formerly Cass). His research focuses on Financial Econometrics, particularly on the analysis of factor structures in the Equity and Sovereign Bond markets. My current research projects include:
- "Estimating Time-Varying Betas in Multi-Factor Asset Pricing Models"
- "The Role of Time-Varying Betas in the Cross-Section of Stock Returns"
- "Factor Investing in Sovereign Bond Markets" (in-progress)
- PhD in Finance, Bayes Business School (formerly Cass), United Kingdom, Sep 2018
- MSc in Quantitative Finance, Bayes Business School (formerly Cass), United Kingdom, Sep 2016 – Sep 2017
- BSc in Economics, Università Cattolica del Sacro Cuore, Italy, Sep 2013 – Sep 2016
- Stress Testing Analyst, Morgan Stanley, May – Aug 2018
- Intern - Quantitative Risk Analyst, UniCredit, Sep 2017 – Mar 2018