Sandra Paterlini holds a PhD degree from the Università degli Studi di Bergamo, Italy, and a MSc Financial Mathematics from the University of Warwick, England. Before joining EBS, Sandra was assistant professor at the Università degli Studi di Modena e Reggio Emilia, Italy. She has been visiting professor at the University of Minnesota (2008-2012), at the Ludwig-Maximilians-University Munich (Chair of Financial Econometrics), and at the University of Aarhus. Her research interests are on portfolio selection and optimization, index tracking, endowment management, risk management, financial econometrics and machine learning. She is Co-Chair of the working group Optimization Heuristics in Estimation and Modelling of ERCIM (European Consortium for Informatics and Mathematics), and Vice-Chair of IEEE Task Force on Portfolio Optimization. Her work has been published in financial and statistical journals such as Journal of Banking and Finance, Quantitative Finance, Journal of Machine Learning and Computational Statistics and Data Analysis. She has run consultancy projects for bank and insurance companies on style analysis, portfolio selection and optimization, index tracking, credit and operational risk modeling, Monte Carlo simulations.
Areas of Research
- Data Analysis & Machine Learning
- Asset Management & Risk Management
- Statistics & Econometrics
- Network Analysis