I am a Post-Doc researcher under the supervision of Massimiliano Kaucic at the Department of Economics, Business, Mathematics and Statistics (Università degli Studi di Trieste, Italy).
The aim of the research project (in collaboration with Generali Italia) is to show that, in periods when the market is subject to extreme conditions, such as economic crises or pandemics, an investment portfolio consisting of financial assets of ESG-rated issuers is able to provide results comparable or better than a portfolio of assets without ESG rating in terms of risk/return profile. We will develop passively managed portfolio strategies that integrate sustainable objectives directly into the investment decisions. In addition, we will study criteria to reduce management costs and provide a guarantee of extra-returns comparable to those obtainable from actively managed funds. The research activity will lead to the development of particle swarm optimization type algorithms to solve the related constrained optimization problems.
I was a PhD student in Maths, in the PDEs team, with a co-tutorial thesis under the supervision of Daniele Del Santo (Università degli Studi di Trieste, Trieste, Italy) and Francesco Fanelli (Institut Camille Jordan, Lyon, France). The scope of my PhD thesis was to investigate some stability and instability issues in the mathematical theory of fast rotating fluids. As a first goal, we have investigated the interplay of stratification and fast rotation in the dynamics of geophysical flows, focusing on the case of the compressible Navier-Stokes-Fourier system, following recent results on multi-scale analysis by Feireisl and Novotný. As a second aim, we have focused on the study of hyperbolic type problems and, in particular, we have dealt with the incompressible Euler equations with density variation and, in addition, the Coriolis force.
I have discussed cum laude my PhD thesis "Some stability and instability issues in the dynamics of highly rotating fluids" on the 29th March 2022 at the Università degli Studi di Trieste.
|Conference MIC 2023|
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Università degli Studi di Trieste
Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche
via Valerio 4/1 - 34127 Trieste (Italy)
Office 4.14, Fourth floor, Building D