Corso di studio in Economia

Canale A - Asset pricing and allocation

The course provides the students with the building blocks of asset pricing and portfolio choice from an applied perspective. In particular, the course introduces the students to the practical implementation of portfolio management and security valuation by using simple models and real data. 

Canale B - Strategic Thinking, Bargaining and Market Competition

The course provides the students with an introduction to the main concepts of game theory and strategic behavior. We will analyze the theoretical tools and many applications scuh as bargaining, political platforms, provision of public goods, market competition and auctions. 

Canale C - Distribution and redistribution of income

This course provides an introduction to income and wealth inequality measurement.

Canale A - Asset pricing and allocation

Students will learn how to build and evaluate in practice optimal portfolios, simulate asset price dynamics, and price numerically basic options. After endowed with a simple theoretical background, students will apply their new knowledge on a compter software, such as Matlab. Students are expected to learn how to program in Matlab simple portfolio optimization and security valuation.  

Canale B - Strategic Thinking, Bargaining and Market Competition

Students will learn the formal tools for understanding how to reason in strategic situations. They will also understand how to predict behavior whenever possible. We will also discuss how to induce cooperation and how to design markets and auctions.

Canale C - Distribution and redistribution of income

Students will learn how to measure income and wealth inequality.  After endowed with a complete theoretical background, students will apply their new knowledge on a compter software, such as STATA. Students are expected to learn how to program in STATA in order to compute the most important inequality indexes.  

Canale A - Asset pricing and allocation

Students will be provided with lecture notes as well as scripts, codes and data

Canale B -Strategic Thinking, Bargaining and Market Competition

Students will be provided with all slides and lecture notes given in the course.

Canale C - Distribution and redistribution of income

Students will be provided with lecture notes as well as scripts, codes and data.

Canale A - Asset pricing and allocation

Practical test 

Canale B -Strategic Thinking, Bargaining and Market Competition

Written exam.

Canale C - Distribution and redistribution of income

Written examination

Canale A - Asset pricing and allocation

1) The background: portfolio theory

2) Preliminary: introduction to Matlab

3) Building optimal portfolios: the basic

5) Programming in Matlab: portfolio optimization

6) Optimal portfolios with constraints

7) Optimal portfolios with real data

8) Numerical methods in Matlab: basic option pricing

Canale B -Strategic Thinking, Bargaining and Market Competition

1) An Introduction to Strategic Thinking

2) Navigating Nash Equilibrium and Dominance

3) Collective Decisions: Public Goods and Tragedy of the Commons

4) Strategic Competition: Cournot and Stackelberg

5) Think Ahead: Backward Induction

6) Bargaining and Negotiation

7) Cooperation, reputation, and long-term strategic relations

8) Bidding Wars: Auctions and Procurements

Canale C - Distribution and redistribution of income

• Data and data manipulations
• Inequality of income
• Lorenz curve
• Lorenz curves and welfare comparison
• Gini index
• The income tax
• The redistributive effect of taxes
• The degree of progression of taxes