Anna Grazia Quaranta

Anna Grazia Quaranta

Ricercatore / Metodi matematici dell'economia e delle scienze attuariali e finanziarie (SECS-S/06)
  • E-mail annagrazia.quaranta@unimc.it
  • E-mail annagrazia.quaranta@unibo.it
Dipartimento di Economia e Diritto
 

- Secondary School, (Maturità Scientifica) - Liceo Scientifico Statale “G. Banzi-Bazzoli”, Lecce (Italy), 1980-1985;

- Degree in Financial and Banking Sciences – Statistics and Economics-oriented - University of Siena, July 1990: 110/110 with honours - Experimental Dissertation: “Statistical Analysis of Productivity in the Credit Sector: an implementation referring to a Bank operating in the south part of Italy (Analisi statistica della produttività nel settore del credito: un caso di studio riferito ad un’azienda operante nel Mezzogiorno)” ;

- PHD in Economic and Quantitative Methods for Markets Analysis” (3 years), University of Lecce, February 2006: Evaluation: Excellent - Doctorate Disseretation: "Optimization of Conditional Value at Risk and Portfolio Selection (Ottimizzazione Robusta del Conditional Value at Risk e Selezione di Portafoglio)";

- Post-Doctorate Scholarship (September 2005) for research activities on “Modelling Artificial Neural Networks for calculus and identification” (2 years term) at the Physics Department of the University of Camerino.

- Post-Doctorate Scholarship (July 2007) for research activities on “Mathematical Models for queueing’ processes ” (2 years term) at the Physics Department of the University of Camerino.

- Qualification as Teacher (1992)  in  Applied Mathematics.

- Title of Secondary School Teacher (1992) of Applied Mathematics after the competition based on qualifications and examination announced in 1990 by the Italian Ministry of Education; definitively appointed as a teacher starting from 1st September 1992.

- Assistant Professor (2008) in the Department of Mathematics at the Alma Mater Studiorum - University of Bologna, Italy, where she teaches Calculus, Financial Mathematics, Financial Risk Analysis, Econometrics and Optimization Methods.

- Qualification as Associate Professor of Economics of Financial Intermediaries (2014).

- Member of A.M.A.S.E.S.

- Referee for Journal of Banking and Finance and OR Spectrum (from 2006).

 

  • 2016 Cerqueti, Roy; Quaranta, Anna Grazia; Ventura, Marco, Innovation, Imitation and Policy Inaction, in TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 111; New York, Elsevier Science Incorporated; pp. 22 - 30 (ISSN: 0040-1625)
  • 2016 Cedrola E.; Battaglia L.; Quaranta A.G., COUNTRY REPUTATION, BRAND REPUTATION AND COMPANY REPUTATION: THEIR IMPORTANCE IN BUSINESS-TO-BUSINESS INDUSTRIES, in Rediscovering the Essentiality of Marketing, 1; New York, Springer; pp. 475 - 490 (ISBN: 978-3-319-29876-4)
  • 2016 Cedrola E.; Battaglia L.; Quaranta A.G., International entrepreneurship and performance: what are the important factors in markets with high cultural distance?, in The Changing Global Economy and its Impact on International Entrepreneurship, 1; Cheltenham, Edward Elgar Publishing Limited; pp. 39 - 65 (ISBN: 978 1 78347 983 2)
  • 2016 Quaranta, A.G., La Produttività delle Banche. Questioni di metodo, misure ed applicazioni, ; Ariccia (Roma), Aracne Editrice int.le; pp. 1 - 428 (ISBN: 978-88-548-9027-5)
  • 2016 Quaranta, A.G., Raffoni A., Visani F., Business Performance Analytics in the Banking Industry: evidence from the field, pp. 1 - 24
  • 2016 Quaranta, A.G., Vignini S., Impatto della crisi economica sulla redditività ed il rischio finanziario delle imprese romagnole. Una stratificazione operata via cluster analysis, pp. 1 - 10
  • 2016 Quaranta, A.G., Vignini S., Profitability and Financial Risk of the Romagna Companies. A firm partition/stratification via cluster analysis, pp. 1 - 1
  • 2016 Quaranta, A.G., Segmentazione delle filiali di una banca in classi di produttività, pp. 1 - 10
  • 2015 A.G. Quaranta; M. Di Santo, Teoria dei Valori Estremi e Misurazione del VaR. Measuring VaR via Extreme Value Theory, in BANCHE E BANCHIERI, 2; Milano, Assbank; pp. 172 - 199 (ISSN: 0390-1378)
  • 2015 Cedrola, Elena; Battaglia, Loretta; Quaranta, Anna Grazia, The country of origin effect (COO) in the industrial sectors: the results of an empirical study, in Proceedings of the 14th International Congress Marketing Trends; Parigi, ESCP Europe; pp. 1 - 16 (ISBN: 9782953281125)
  • 2015 Cedrola, Elena; Battaglia, Loretta; Quaranta, Anna Grazia, Piccole e medie imprese industriali e mercati internazionali: il contributo di country, company e brand reputation, in Innovative Processes in SMEs – Re-positioning of SMEs in the Global Value Systemin PICCOLA IMPRESA; Urbino, Università degli Studi di Urbino - Piccola Impresa; pp. 1 - 23 (ISSN: 0394-7947)
  • 2013 R. Cesari; A.G. Quaranta, A Robust Risk-based Tactical Asset Allocation, in MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, 1, 8; Venezia, Università Ca' Foscari di Venezia; pp. 1 - 20 (ISSN: 1971-6419)
  • 2012 M. Biasin; A.G. Quaranta, FONDI IMMOBILIARI E COMMISSIONI DI GESTIONE EX GAV O NAV. EFFETTI SULLA PERFORMANCE.ITALIAN REIT MANAGERS’ COMPENSATION STRUCTURE. THE EFFECTS ON INVESTMENT PERFORMANCE., in BANCA IMPRESA SOCIETÀ, 2/12; Bologna, Il Mulino; pp. 159 - 190 (ISSN: 1120-9453)
  • 2012 R. Barone; R. Cerqueti; A.G. Quaranta, Illegal finance and usurers behavior, in EUROPEAN JOURNAL OF LAW AND ECONOMICS, 34(2); Dordrecht, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 265 - 277 (ISSN: 0929-1261)
  • 2012 Mauro Marconi; Anna Grazia Quaranta; Silvana Tartufoli, Lineamenti dell'evoluzione del settore manifatturiero. Le Marche quale laboratorio, in ARGOMENTI, 35; Milano, Franco Angeli Edizioni; pp. 5 - 30 (ISSN: 1125-9116)
  • 2012 R. Cerqueti; A.G. Quaranta, The perspective of a bank in granting credits: an optimization model, in OPTIMIZATION LETTERS, 6; Dordrecht, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 867 - 882 (ISSN: 1862-4472)
  • 2012 E. Cedrola; L. Battaglia; A. Quaranta, Business models of Italian entreprises in markets with high cultural distance. A focus on the chinese market: crucial relations, marketing strategies and performances, in Proceedings of the 15° Mc-Gill International Enrepreneurship Conference; Pavia, Department of Management Studies, University of Pavia; pp. 1 - 29 (ISBN: 9788890786105)
  • 2012 E. Cedrola; L. Battaglia; A. Quaranta, I modelli di business delle imprese italiane che operano in mercati con alta distanza culturale. Un focus sul mercato cinese: relazioni, strategie di marketing e performances aziendali, in Marketing Internazionale ed Effetto Country of Origin. Proceedings del IX Convegno annuale della Società Italiana di Marketing; Roma, Società Italiana di Marketing; pp. 1 - 9 (ISBN: 9788890766206)
  • 2012 R. Cesari; A.G. Quaranta, A Robust Risk-based Tactical Asset Allocation, in MAF 2012 Proceedings; Venezia, MAF 2012;
  • 2012 M. Biasin; E. Giacomini; A.G. Quaranta, REIT MANAGERS’ COMPENSATION STRUCTURE. THE EFFECTS ON INVESTMENT PERFORMANCE.,
  • 2011 M. MARCONI; A.G. QUARANTA; S. TARTUFOLI, Evaluating the Risk of Insolvency, in OPEN JOURNAL OF ECONOMIC RESEARCH, 1(3); Cheyenne WY, Academy Publish; pp. 15 - 32 (ISSN: 2161-7120)
  • 2011 M. MARCONI; A.G. QUARANTA; S. TARTUFOLI, Individuazione del rischio di fallimento via panel analysis, in BANCHE E BANCHIERI, 5; Milano, AssBank; pp. 384 - 401 (ISSN: 0390-1378)
  • 2011 R. Cesari; A.G. Quaranta, Un Approccio Robusto risk-based alla Gestione di Portafoglio: una verifica empirica in tempi di crisi, in BANCARIA, 1; Roma, Associazione Bancaria Italiana; pp. 18 - 31 (ISSN: 0005-4623)
  • 2011 R. Cesari; A.G. Quaranta, Un approccio robusto risk-based alla gestione di portafoglio, pp. 1 - 12
  • 2010 M. BIASIN; QUARANTA A.G, Effects of Regulatory and Market Constraints on the Capital Structure and Share Value of REITs: Evidence from the Italian Market, in INTERNATIONAL REAL ESTATE REVIEW, 13 pp. 282 - 322 (ISSN: 2154-8919)
  • 2010 Biasin, Massimo; Giacomini, Emanuela; Quaranta, Anna Grazia, Public REITs’ governance and regulatory structure: effects on NAV discount: Evidence from Italian market, in JOURNAL OF EUROPEAN REAL ESTATE RESEARCH, 3; Bingley, EmeraldInsight; pp. 161 - 181 (ISSN: 1753-9269)
  • 2010 M. BIASIN; GIACOMINI E; QUARANTA A.G, Quotazione a sconto, governance e regolamentazione dei fondi immobiliari italiani. Italian real estate funds and regulatory structure: effects on Nav discount., in BANCARIA, 1 pp. 31 - 45 (ISSN: 0005-4623)
  • 2010 M. E. BONTEMPI; C. LUCARELLI; C. MAZZOLI; A. G. QUARANTA, Reaction of the Italian Stock Exchange to Exogenous and Endogenous Events, in JOURNAL OF EMERGING MARKETS, 15(1); New York City, St. John's University; pp. 23 - 37 (ISSN: 1083-9798)
  • 2010 Biasin, M.; Quaranta, A.G., Capital Structure, Managers' Compensation and REITs' Share Value, in Abstracts (CD-ROM); Macerata, AMASES;
  • 2010 R. CESARI; A.G. QUARANTA, Un Approccio Robusto Risk-based alla Gestione di Portafoglio, in Abstracts; Macerata, AMASES;
  • 2010 M. BIASIN; QUARANTA A.G, Managers' Compensation, Capital Structure and REITs' Performance. Do NAV-based REITs outperform GAV-based REITs?,
  • 2009 R. BARONE; A.G. QUARANTA, Modelli di Rating Interno e Propensione al Rischio del Management, in BANCHE E BANCHIERI, 6; Milano, Assbank; pp. 451 - 465 (ISSN: 0390-1378)
  • 2009 M.E. BONTEMPI; C. LUCARELLI; C. MAZZOLI; A.G. QUARANTA, Reaction of the Italian Stock Exchange to exogenous and endogenous shocks: the eco of the sub-prime crisis and the introduction of "Book Profondo", in Abstracts and Extended Papers; CHICAGO, MFA; pp. 200 - 221
  • 2009 R. CESARI; A.G. QUARANTA, Un Approccio Robusto risk-based alla Gestione di Portafoglio, in Abstacts; ROMA, ABI; pp. 54 - 65
  • 2009 M. BIASIN; GIACOMINI E; QUARANTA A.G, Italian Public REITs' Governance Structure: Effects on NAV Discount,
  • 2008 A.G. QUARANTA, Attribuzione dello Scoring Aziendale nel contesto Basilea 2, in BANCHE E BANCHIERI, 2; Milano, Assbank; pp. 125 - 137 (ISSN: 0390-1378)
  • 2008 R. BARONE; A.G. QUARANTA, Banking Competition, Switching Cost and Customer Vulnerability: tha case of South Italy, in THE ICFAI JOURNAL OF BEHAVIORAL FINANCE, 1; Andhra Pradesh, The ICFAI University Press; pp. 6 - 27 (ISSN: 0972-9089)
  • 2008 A.G. Quaranta; A. Zaffaroni, Robust Optimization of Conditional Value at Risk and Portfolio Selection, in JOURNAL OF BANKING & FINANCE, 10, 32; Amsterdam, Elsevier; pp. 2045 - 2056 (ISSN: 0378-4266)
  • 2008 R. BARONE; A.G. QUARANTA, Basilea 2: Rating Interno, Probabilità di Default e Componente Qualitativa del Rischio, in Banche Italiane e Governo dei Rischi: Imprese, Famiglie, Regole; ROMA, Edibank; pp. 449 - 472 (ISBN: 978-88-449-0466-1)
  • 2008 R. CESARI; A.G. QUARANTA, Robust CVaR Portfolio Management, in Abstracts (CD-ROM); TRENTO, AMASES - Università di Trento;
  • 2008 R. CESARI; A.G. QUARANTA, Robust Portfolio Management, in Abstract Book (CD-ROM); LECCE, MTISD - Università del Salento;
  • 2008 M. BIASIN; QUARANTA A.G, Effects of Regulatory and Market Constraints on the Capital Structure and Share Value of REITs,
  • 2007 R. BARONE; A.G. QUARANTA, Concorrenza Bancaria, Switching Cost e Vulnerabilità del Cliente, in Banche Italiane: un'industria al bivio - Mercati, Consumatori e Governance; ROMA, Edibank; pp. 201 - 220 (ISBN: 978-88-449-0452-4)
  • 2007 Barone, R.; Cerqueti, R.; Quaranta, A.G., A Stochastic Model for Financiers, in Abstracts (CD-ROM); LECCE, AMASES - Università di Lecce;
  • 2007 R. BARONE; A.G. QUARANTA, Banking Competition, Switching Cost and Customer Vulnerability, in Abstracts and Extended Papers; SIENA, LABSI- Università di Siena;
  • 2007 S. FEDELI; A.G. QUARANTA; E. VOLTATTORNI, Basel 2: Firm's Scoring via Cluster Analysis and Artificial Neural Networks, in Book of Short Papers; MACERATA, EUM; pp. 673 - 676 (ISBN: 978-88-6056-020-9)
  • 2007 R. CESARI; A.G. QUARANTA, Robust Optimization of CVaR and VaR: a comparison, in Abstracts; LECCE, AMASES - Università di Lecce;
  • 2007 BARONE R; R. CERQUETI; QUARANTA A.G, A stochastic model for financiers, in Working Papers - Macerata University, Department of Finance and Economic Sciences, 42 pp. 1 - 16
  • 2007 A.G. Quaranta, Ottimizzazione Robusta e Selezione di Portafoglio, pp. 1 - 26
  • 2006 R. De Leone; E. Marchitto; A.G. Quaranta, Autoregression and artificial Neural Networks for Financial Market Forecast, in NEURAL NETWORK WORLD, 2, 16; Praga, Institute of Computer Science CAS and Czech Technical University; pp. 109 - 128 (ISSN: 1210-0552)
  • 2006 A.G. QUARANTA; A. ZAFFARONI, Robust Optimization of a bi-criteria Model of Stochastic Programming, in Atti del 30° Convegno (CD-ROM); TRIESTE, Università di Trieste; (ISBN: 88-902585-0-0)
  • 2006 A.G. QUARANTA, Robust Optimization of a Coherent Risk Measure, in Abstracts; ROMA, Università di Roma "La Sapienza";
  • 2006 A. G. Quaranta, Robust Optimization of Conditional Value at Risk and Portfolio Selection, in III International Summer School on Risk Measurement and Control; ROMA, s.n.;
  • 2006 A.G. Quaranta; A. Zaffaroni, Robust Optimization of Conditional Value at Risk and Portfolio Selection, pp. 1 - 21
  • 2002 QUARANTA A; RASCIONI S, Valori mobiliari e borsa valori: aspetti teorici ed applicativi, in INNOVAZIONE SCUOLA, 1; Ancona, IRRE Marche; pp. 40 - 42 (ISSN: 1126-9944)
  • 1995 Pannuzi N.; Quaranta A.G., Measuring Poverty : a Study Case in an Italian Industrial City, in Income Distribution, Social Welfare, Inequality and Poverty’, 6 di ‘Research on Economic Inequality; Greenwich, Connecticut, Slottje D.J. (Ed), JAI Press Inc.; pp. 323 - 335 (ISBN: 1559388641)
  • 1991 A. LEMMI; A.G. QUARANTA; A. VIVIANI, La misura della produttività: questioni di metodo ed evidenze empiriche, ; SIENA, NIE; pp. 1 - 201 (ISBN: 8871450329)
  • 1991 N. PANNUZI; QUARANTA A.G., Measuring Poverty : a Case Study in an Italian Industrial City, in Proceedings; Siena, Università degli Studi di Siena;
  • MAT/09 - Ricerca operativa
  • SECS-P/05 - Econometria
  • SECS-P/06 - Economia applicata
  • SECS-P/07 - Economia aziendale
  • SECS-P/08 - Economia e gestione delle imprese
  • SECS-P/09 - Finanza aziendale
  • SECS-P/11 - Economia degli intermediari finanziari
  • SECS-S/02 - Statistica per la ricerca sperimentale e tecnologica
  • SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie
Breve descrizione Settore ERC Parole chiave
SH1_5: Financial markets, asset prices, international finance
PE1_17: Numerical analysis
PE1_19: Control theory and optimization
SH1_6: Banking, corporate finance, accounting
SH1_4: Econometrics, statistical methods
Lingua Conoscenza
Inglese Buono
Aree: Europa
Paesi: Germania
  • MIUR
  • Informazione non pervenuta
  • Informazione non pervenuta