SIAT TECHNICAL ANALYST AWARD 2020

I am Lorenzo Risetti, I graduated with honours in M.Sc. Finance (MEFI) at Università degli Studi di Pavia in February 2020. I had the opportunity to take part in the Double Degree program, spending the second year of the Master in Germany at Universität Tübingen.
It has been a superlative opportunity where I have been in touch with students and professors from several countries and that permitted me to deal with a great reality, where everyone could make its own contribution. During my Double Degree experience in Germany, I completed many projects; the most fascinating one was the “Master Seminar in Finance”, where I studied deeply the topic concerning the risk-aversion for investors.
This course gave me the idea for my Master Thesis dedicated to portfolio management topics under the supervision of Professors Maria Elena De Giuli and Christian Koziol; the Thesis focuses on the creation and analysis of different Equity Allocations Strategies, that can be used by investors to outperform the German and U.S. indexes, through a brief investigation on a non-standard interpretation of the Sharpe ratio. I developed this empirical and experimental Thesis in complete autonomy, as requested by Universität Tübingen procedures (only a brief topic introduction to the supervisor at the beginning and the evaluation at the end).
Financial markets and investments fields are my passions, thus I thought the quantitative preparation offered at Universität Tübingen was an opportunity to be taken, in order to increase my knowledge about statistical and mathematical topics applied to finance, acquiring more competitiveness in an international context. For this reason, I decided to leverage all the knowledge I gained during the academic studies for the implementation of my Master Thesis. All these efforts have been rewarded because I achieved the first position in the challenge “SIAT Technical Analyst Award 2020 – Categoria Tesi Universitarie”, a competition among Master Thesis about quantitative models, trading, asset management, behavioural finance, AI and cryptocurrencies.
I want to recommend the Double Degree program to all the MEFI students, highlighting that it is not just a year spent abroad, but a chance to grow personally thanks to the positive inputs you are exposed to. Moreover, Tübingen is a nice Swabian town that offers the opportunity to combine German cultural events with more international ones where you can expand your network.