{"id":4289,"date":"2023-06-25T20:11:54","date_gmt":"2023-06-25T18:11:54","guid":{"rendered":"https:\/\/bifelab.com\/biography\/prof-ssa-marina-di-giacinto\/"},"modified":"2023-06-25T20:11:54","modified_gmt":"2023-06-25T18:11:54","slug":"prof-ssa-marina-di-giacinto","status":"publish","type":"page","link":"https:\/\/bifelab.com\/en\/biography\/prof-ssa-marina-di-giacinto\/","title":{"rendered":"Prof.ssa Marina Di Giacinto"},"content":{"rendered":"

Link alla Scheda Docente<\/a><\/span><\/strong><\/p>\n

Curriculum vitae et studiorum<\/strong>
\nName<\/strong>: Marina Di Giacinto<\/p>\n

Researcher ID ORCiD: 0000-0001-9175-1552<\/p>\n

Current Position<\/strong>: Associate Professor
\nDipartimento di Economia e Giurisprudenza
\nUnivesit\u00e0 degli studi di Cassino e del Lazio Meridionale
\nVia Sant\u2019Angelo, s.n.c. – 03043 Cassino (FR) – Italy<\/p>\n

PhD<\/strong>: Mathematics for economic-financial applications
\nUniversit\u00e0 degli studi \u201cLa Sapienza\u201d di Roma<\/p>\n

Supervisors: Proff. Fausto Gozzi, Massimo Angrisani<\/p>\n

Degree<\/strong> (cum laude): Economics<\/p>\n

Universit\u00e0 degli studi di Cassino
\nSupervisor: Prof. Massimo Angrisani<\/p>\n

Spoken and written languages<\/strong>: Italian (mother tongue)
\nEnglish
\nFrench<\/p>\n

E-mail<\/strong>: digiacinto@unicas.it<\/a><\/p>\n

Scientific Education and Qualifications<\/strong>
\n– 2014 \u2013 present: Visiting scholar, Department of Mathematics, The City University of New York – Baruch College (USA).
\n– AY 2016\/17 \u2013 present: Guest professor, School of Economics and Business Administration, Facultad de Economicas y Impresariales, Universitad de Navarra
\n(Spain).
\n– September 2020: Visiting scholar, Department of Mathematical Science, University of Copenhagen (Denmark). Canceled due to Covid-19 outbreak and post-poned to a date to be determined.
\n– AY 1998\u201399: Visiting PhD student, Laboratoire CEREMADE, Universit\u00e9 Paris
\nIX Dauphine (France).
\n
\nScientific activity<\/strong>
\nSubmitted articles in peer reviewed journal or in preparation
\n– M. Di Giacinto (with I. Chatterjee, M. Pourmohammadi, & C. Tebaldi) \u201cImpact
\nof FOMC cycle on market uncertainty: Evidence from interest rate derivatives\u201d.
\nUnder review.
\n– M. Di Giacinto (with X. Cheng & T.-H. Wang) \u201cDynamic optimal execution with
\ninventory cost: A heterogeneous characteristic time scales approach \u201d. Available
\nupon request.
\n– M. Di Giacinto (with N. Cuffaro) \u201cSustainability labels: A model of monitoring
\nand compliance\u201d. Available upon request.
\nArticles in peer reviewed journals
\n– M. Di Giacinto (with C. Tebaldi & T.-H. Wang) \u201cOptimal order execution under
\nprice impact: A hybrid model\u201d. Annals of Operations Research: 1\u201332, 2022.
\nSpringer Nature. DOI: 10.1007\/s10479-022-05082-8. ISSN: 1572-9338.
\n– M. Di Giacinto (with F. Ferrante) \u201cOptimal consumption and labor choices with
\nlearning-by-doing\u201d, Journal of Theoretical Economics Letters. 11(6), 2021. Scientific Research Publishing Inc., USA. ISSN 2162-2078.
\n– M. Di Giacinto (with Xue Cheng & Tai-Ho Wang) \u201cOptimal execution with
\ndynamic risk adjustment\u201d, Journal of the Operational Research Society, 70(10):
\n1662\u20131677, 2019. Taylor & Francis Group, London (UK). ISSN 0160-5682.
\n– M. Di Giacinto \u201cNumerical methods in financial and actuarial applications: A
\nstochastic maximum principle approach\u201d, Journal of Mathematical Finance, 8(2):
\n283\u2013301, 2018. Scientific Research Publishing Inc., USA. ISSN 2162-2434.
\n– M. Di Giacinto (with X. Cheng & T.-H. Wang) \u201cOptimal execution with uncertain order fills in Almgren-Chriss framework\u201d, Quantitative Finance, 17(1):55\u201369,
\n2017. Routledge (Taylor & Francis Group), London (United Kingdom). ISSN:
\n1469-7688.
\n– M. Di Giacinto (with N. Cuffaro) \u201cCredence goods, consumers\u2019 trust in regulation
\nand high quality exports\u201d, Bio-based and Applied Economics 4(2), 161\u2013179, 2015.
\nFirenze University Press, Firenze (Italy). ISSN 2280-6180.
\n– M. Di Giacinto (with S. Federico, F. Gozzi & E. Vigna) \u201cIncome drawdown option
\nwith minimum guarantee\u201d, European Journal of Operational Research, 234(3),
\n610\u2013624, 2014. Elsevier B.V., Amsterdam (Netherlands). ISSN: 0377-2217.
\n– M. Di Giacinto (with E. Vigna) \u201cOn the sub-optimality cost of immediate annuitization in DC pension funds\u201d, Central European Journal of Operational Research,
\n20(3), 497\u2013527, 2012. Springer, Graz (Austria). ISSN: 1435-246X.
\n– M. Di Giacinto (with S. Federico & F. Gozzi) \u201cPension funds with a minimum
\nguarantee: A stochastic control approach\u201d, Finance and Stochastics, 15(2), 297\u2013
\n342, 2011. Springer-Verlag, Z\u00fcrich (Switzerland). ISSN: 0949-2984.
\n– M. Di Giacinto (with F. Ferrante) \u201cIdiosyncratic learning, creative consumption
\nand well being\u201d, Advances in New Austrian Economics, 10, 41\u201373, 2007. Elsevier,
\nOxford (United Kingdom). ISSN: 1529-2134.
\nArticles in monograph series
\n– M. Di Giacinto (with S. Federico, F. Gozzi & E. Vigna). \u201cConstrained portfolio
\nchoices in the decumulation phase of a pension plan\u201d, Carlo Alberto Notebooks,
\nNo. 155\/2010, ISSN 2279-9362.
\n– M. Di Giacinto (with B. H\u00f8jgaard & E. Vigna) \u201cOptimal time of annuitization
\nin the decumulation phase of a defined contribution pension scheme\u201d, CAREFIN
\nResearch Paper, No. 01\/10, 2010. ISSN: 2281-4892.
\nOther pubblications<\/strong>
\n– M. Di Giacinto (con N. Cuffaro) \u201cVero o falso? Fiducia dei consumatori, regolamentazione e mercati\u201d, Agriregionieuropa 11(42), 75\u201380, 2015. Associazione
\n\u201cAlessandro Bartola\u201d Studi di economia e politica agraria, Ancona (Italy). ISSN
\n1828-5880.
\n– M. Di Giacinto, \u201cUna rassegna bibliografica sulla gestione finanziaria dei fondi
\npensione\u201d, Quaderno di Ricerca n. 8, Department of Economics, Institutions and
\nTerritory, University of Cassino, 2004.
\n– M. Di Giacinto, \u201cA Dynamic Model for Defined Contribution Pension Funds\u201d,
\nQuaderno di Ricerca n. 11, Department of Economics, Institutions and Territory,
\nUniversity of Cassino, 2003.
\n– M. Di Giacinto, \u201cFondi pensione a contribuzioni definite con minimo garantito:
\nun approccio tramite il controllo stocastico\u201d, PhD thesis, Universit\u00e0 degli studi
\ndi Roma \u201cLa Sapienza\u201d, 2001.<\/p>\n

Financed Research Projects<\/strong><\/p>\n

– December 2017: Funding for Basic Activities Related to Research (FFABR).
\n– December 1, 2008 \u2013 January, 31, 2010: Research Project Leader \u201cOptimal time
\nof annuitization in the decumulation phase of a defined contribution pension
\nscheme\u201d selected and sponsored by CAREFN (Center for Applied Research in
\nFinance). Other participants to the project: Bjarne H\u00f8jgaard, (Aalborg University, Denmark), and Elena Vigna (Universit\u00e0 degli studi di Torino, Italy).<\/p>\n

Invited talks<\/strong>
\n– February 27, 2020: Department of Finance and Risk Engineering, Tandon School
\nof Engineering, New York University. Title: Dynamic optimal execution with
\ninventory cost.
\n– December 8, 2016: School of Mathematical Science, City University of Dublin
\n(Dublin, Ireland). Title: Optimal trade execution with dynamic risk measures.
\n– June 18, 2014: Dipartimento di Discipline matematiche, Finanza matematica ed
\nEconometria, Universit\u00e0 Cattolica del Sacro Cuore (Milan, Italy). Title: Regression methods for stochastic optimal control in financial applications.<\/p>\n

Refereeing activity<\/strong><\/p>\n

– Since 2017: Reviewer of the American Mathematical Reviews.
\n– Ad hoc reviewer : European Journal of Operational Research, Journal of Eco[1]nomic Dynamics and Control, Insurance: Mathematics and Economics, Quantitative Finance, Journal of the Operational Research Society, Decision in Economics
\nand Finance, Journal of Computational Finance, International Transactions in
\nOperational Research, Economic Modelling, Journal of Mathematical Finance,
\nActa Mathematica Scientia, Agricultural and Food Economics, Theory and Ap[1]plications of Mathematics & Computer Science Journal.<\/p>\n

Invited talk at conferences<\/strong><\/p>\n

– Workshop in Teoria delle decisioni – giornate in memoria di Erio Castagnoli,
\nsecond edition, Universit\u00e0 degli studi di Parma (Italy), July 2, 2020. Title of
\nthe talk: Strategie di investimento ottimali in presenza di una molteplicit\u00e0 di
\noperatori di mercato specializzati.
\nInternational meetings with peer reviewed contributed talks
\n– 45th Annual Meeting of the Association for Mathematics Applied to Social and
\nEconomic Sciences, Palermo (Italia), September 22\u201324, 2022: \u201cA hybrid price
\nimpact model for optimal execution\u201d.
\n– 25th International Congress of Insurance: Mathematics and Economics, virtual
\nevent, July 12\u201315, 2022: \u201cOptimal order execution under price impact: A hybrid
\nmodel\u201d.
\n– 44th Annual Meeting of the Association for Mathematics Applied to Social and
\nEconomic Sciences, virtual event, September 13\u201318, 2021: \u201cImpact of FOMC
\ncycle on market uncertainty: Evidence from interest rate derivatives\u201d.
\n– 24th International Congress of Insurance: Mathematics and Economics, virtual
\nevent, July 5\u20139, 2021: \u201cOptimal execution with inventory cost: A heterogeneous
\ncharacteristic timescales approach\u201d.
\n– 10th General AMaMeF Conference, virtual event, June 22\u201325, 2021: \u201cExecution
\nunder price impact with inventory cost: A heterogeneous characteristic timescales
\napproach\u201d.
\n– Global Conference on Services and Retail Management, virtual event, May 10\u2013
\n13 2021: \u201cImpact of FOMC cycle on market uncertainty: Evidence from interest
\nrate derivatives\u201d.
\n– XXI Workshop on Quantitative Finance, Napoli (Italia), January 29\u201331, 2020:
\n\u201cOptimal execution with inventory cost\u201d.
\n– 43rd Annual Meeting of the Association for Mathematics Applied to Social and
\nEconomic Sciences, Perugia (Italia), September 9\u201311, 2019: \u201cOptimal execution
\nwith risk-adjusted profit and loss\u201d.
\n– 23rd International Congress of Insurance: Mathematics and Economics, Munich
\n(Germania), July 10\u201312, 2019: \u201cOptimal execution with fill uncertainty under
\ndynamical risk measure\u201d.
\n– World Finance Conference, July 26\u201328, 2017: \u201cOptimal trade execution with
\nuncertain order fills\u201d.
\n– Fourth World Congress of Bachelier Finance Society Tokyo, August 17\u201320, 2006:
\n\u201cStochastic consumption investment problem with labor income: An asymptotic
\nexpansion approach\u201d.
\n– Quantitative Methods in Finance Conference, University of Technology, Sydney,
\nDecember 15\u201318, 2004: \u201cOptimal dynamic asset allocation for pension funds in
\nthe presence of a minimum guarantee\u201d.
\n– Third World Congress of Bachelier Finance Society, Chicago, July 21\u201324, 2004:
\n\u201cPension funds with a minimum guarantee under short selling and borrowing
\nconstraints\u201d.
\n– 8th International Congress of Insurance: Mathematics and Economics, Rome,
\nJune, 14\u201316 2004: \u201cA dynamic allocation strategy for pension funds with a minimum guarantee\u201d.
\nNational meetings with contributed talks
\n– XVI Convegno di Teoria del rischio, September 18, 2009: \u201cConstrained portfolio
\nchoices in the decumulation phase of a pension plan\u201d.
\n– XXXIII Convegno AMASES, Parma, September 1\u20134, 2009: \u201cOptimal time of annuitization in the decumulation phase of a defined contribution pension scheme\u201d.
\n– XXXII Convegno AMASES, Trento, September 1\u20134, 2008: \u201cOptimal consumption and labor choices with human capital accumulation\u201d.<\/p>\n

– XXXI Convegno AMASES, Lecce, September 3\u20136, 2007: \u201cA simulation approach
\nto stochastic portfolio optimization\u201d.
\n– XXVIII Convegno AMASES, Modena, September 8\u201312, 2004: \u201cA microeconomic
\nmodel of creative consumption with idiosyncratic learning\u201d.
\n– XXVII Convegno AMASES, Cagliari, September 3\u20136, 2003: \u201cAn optimal investment model for defined contribution pension fund with a minimum guarantee\u201d.<\/p>\n

Membership in Scientific and Organizing Committee<\/strong>
\n– Chair of the Program and Organizing Committee of the XXIV Workshop on
\nQuantitative Finance, Castello di Gaeta, Universit\u00e0 degli studi di Cassino (Italy),
\nApril 20\u201322, 2023.
\n– Member of the Scientific Committee of the XXII XXIII, and XXIV Workshop on
\nQuantitative Finance, 2021, 2022, and 2023.
\n– Co-organizer of the workshop \u201cDynamic Optimization in Economics, Finance,
\nand Insurance\u201d, Dipartimento di Matematica per le Scienze Economiche, Finanziarie ed Attuariali, Universit\u00e0 Cattolica del Sacro Cuore sede di Milano,
\nNovember 26, 2021.
\n– Co-organizer of the workshop \u201cGli schemi pensionistici a contribuzioni definite
\nper la previdenza obbligatoria e complementare: problemi e prospettive\u201d, Universit\u00e0 degli studi di Cassino, June 10, 2010.
\n– Organizer of the lecture \u201cReal Options with Uncertain Maturity and Competition\u201d, Prof. Eduardo Schwartz (Anderson School of Management – UCLA, For[1]mer President of American Finance Association, Former President of Western
\nFinance Association), Universit\u00e0 degli studi di Cassino, May 18, 2007.
\n– Organizer of \u201cThree Lectures on Asset Pricing and General Equilibrium Theory\u201d
\nProf. Bryan Ellickson (Department of Economics – UCLA), Universit\u00e0 degli studi
\ndi Cassino, May 9\u201311, 2006.
\n3 Teching activity
\n3.1 External Teaching Appointments<\/p>\n

PhD Courses<\/strong>
\n– Finance I, PhD Program in \u201cEconomics and Finance\u201d Universit`a degli studi di
\nVerona, AY 2010\u20132011.<\/p>\n

Master Courses<\/strong>
\n– Finance II: Financial Risk Management, MSc in \u201cEconomics and Finance\u201d, Universidad de Navarra (Spain), AYs 2022\u201323, 2021\u201322, 2020\u201321, 2019\u201320, 2018\u201319,
\n2017\u201318, 2016\u20132017.
\n– Quantitative Finance and Derivatives, Universit\u00e0 Commerciale Luigi Bocconi,
\nAY 2013\u20132014.
\n– Finanza matematica, Universit\u00e0 degli studi di Verona, AYs 2010\u20132011, 2012\u2013
\n2013.
\n– Derivati, Universit\u00e0 degli studi di Verona, AY 2012\u20132013.<\/p>\n

Bachelor Courses<\/strong>
\n– Metodi quantitativi per la finanza I, Universit\u00e0 Cattolica del Sacro Cuore, AY
\n2014\u20132015.
\n– Matematica generale, AYs 2018\u20132019, 2017\u20132018, 2016\u20132017, 2015\u20132016.
\n3.2 Institutional Teaching Activity<\/p>\n

PhD Courses<\/strong>
\n– Linear Algebra, PhD Program in \u201cEconomia e management per l\u2019innovazione e
\nla sostenibilit`a\u201d Universit`a degli studi di Cassino e del Lazio Meridionale, AY
\n2022\u201323.
\n– PhD Program in \u201cImprese, Istituzioni e Comportamenti\u201d and \u201cEconomia e management per l\u2019innovazione e la sostenibilit\u00e0\u201d Universit\u00e0 degli studi di Cassino e
\ndel Lazio Meridionale, AY 2022\u201323.
\n– Dynamic Optimization, PhD Program in \u201cImprese, Istituzioni e Comportamenti\u201d
\nUniversit\u00e0 degli studi di Cassino e del Lazio Meridionale, AYs 2022\u201323, 2021\u201322,
\n2020\u20132021, 2019\u20132020, 2018\u20132019, 2017\u20132018.
\nMaster courses
\nSoft Skills, AYs 2022\u201323, 2021\u201322, 2020\u201321.
\n– Rischio finanziario e finanza comportamentale, AYs 2016\u20132017, 2015\u20132016, 2014\u2013
\n2015, 2013\u20132014.
\n– Teoria del rischio finanziario, AY 2012\u20132013.
\n-Tecnica attuariale delle assicurazioni sulla vita, AYs 2006\u20132007, 2005\u20132006, 2004\u2013
\n2005, 2003\u20132004, 2002\u20132003, 2001\u20132002.
\n-Tecnica attuariale per la previdenza e la sicurezza sociale, AYs 2002\u20132003, 2001\u2013
\n2002.<\/p>\n

Bachelor courses<\/strong>
\n– Matematica finanziaria, AYs 2022\u201323, 2021\u20132022, 2012\u20132013, 2010\u20132011, 2009\u2013
\n2010, 2008\u20132009, 2007\u20132008, 2006\u20132007.
\n– Matematica generale, AYs 2022\u201323, 2021\u20132022, 2020\u20132021, 2010\u20132011, 2009\u2013
\n2010, 2006\u20132007.
\n– Mathematics, AYs 2019\u20132020, 2018\u20132019, 2017\u20132018.
\n– Strumenti quantitativi per l\u2019economia e la finanza, AYs 2016\u20132017, 2014\u20132015,
\n2013\u20132014.
\n– Matematica per le applicazioni economiche e finanziarie, AYs 2007\u20132008, 2006\u2013
\n2007, 2005\u20132006, 2004\u20132005, 2003\u20132004, 2002\u20132003.
\nAcademic appointments
\nPhD
\n– Since 2022: Member of the Steering Committee of the PhD Program in Economia
\ne management per l\u2019innovazione e la sostenibilit`a XXXVIII cycle, Universit`a degli
\nstudi di Cassino e del Lazio Meridionale.
\n– Since 2017: Member of the Steering Committee of the PhD Program in Imprese,
\nIstituzioni e Comportamenti XXXIII, XXXIV, XXXV, XXXVI, XXXVII cycles,
\nUniversit`a degli studi di Cassino e del Lazio Meridionale.
\n– 2009\u20132011: Member of the Steering Committee of the PhD Program in Metodi
\nquantitativi per l\u2019economia e il territorio XXIV cycle, Universit`a degli studi di
\nCassino.
\n– 2005\u20132009: Member of the Steering Committee of the PhD Program in Istituzioni
\ne metodi di analisi dei sistemi territoriali XXI and XXII cycles, Universit`a degli
\nstudi di Cassino.
\n– 2003\u20132007: Member of the Steering Committee of the PhD Program in Economia
\ndello sviluppo locale XIX and XX cycles, Universit`a degli studi di Cassino.<\/p>\n

Executive Masters<\/strong>
\n– Course Director for Metodi quantitativi per la finanza, Executive Master in \u201cEcono[1]mia e finanza della piccola e media impresa\u201d, Universit`a degli studi di Cassino,
\nAYs 2007\u20132008, 2010\u20132011.
\n– Course Director for Metodi quantitativi per la finanza, Executive Master in \u201cEconomia e banking della piccola e media impresa\u201d, Universit\u00e0 degli studi di Cassino,
\nAY 2005\u20132006.
\n– Member of the Educational Program Committee for the Executive Master in
\n\u201cEconomia e finanza della piccola e media impresa\u201d, Universit\u00e0 degli studi di
\nCassino, AYs 2007\u20132008, 2010\u20132011.
\n– Member of the Educational Program Committee for the Executive Master in
\n\u201cEconomia e banking della piccola e media impresa\u201d, Facolt\u00e0 di Economia, Universit\u00e0 degli studi di Cassino, AY 2005\u20132006.<\/p>\n

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