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Matteo Papini

Matteo PapiniOn April 2013, I have graduated in Economics and Finance with full grades (110/110 cum laude) under the chair of Asset Pricing. The aim of the analysis I developed in my graduation thesis, is to statistically test the major financial models, such as ICAPM and FF3 model, in the European market, using the Fama-French 25 portfolios. I then argue my findings according to some basic statistics such as R2, standard errors, t-test and p-value, kurtosis. I do also implement the GRS Test in order to see when alphas are jointly equal to zero. My academic career has focused on risk management and I have implemented this interest with a course on Risk Management at the London School of Economics and Political Science, UK. I continued my specialization in financial matters at WHU Otto von Beisheim School of Management, Germany.

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