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词条 Marcello Minenna
释义

  1. Selected publications

  2. Notes

  3. External links

{{Orphan|date=March 2019}}

Marcello Minenna is Head of Quants at Consob and Academic Fellow at Bocconi University.

He worked out pioneering results in the field of quantitative methods applied to the surveillance of financial markets focused on insider trading analysis,[1]

market abuse detection[2]

and risk disclosure of structured products through synthetic indicators.[3]

In several public consultations these indicators have received the support of distinguished members of the international academia.[4][5][6][7]

For his work he has been cited as Quant Enforcer[8]

and Quant Regulator[9]

by Risk magazine.

Minenna is one of the European economists that propose a radical change of ECB policy, from an inflation target to an interest rate target, in order to achieve a substantial levelling of the real interest rates among the Eurozone countries (the zero spread strategy).[10] This would imply also the use of unconventional monetary measures, up to a partial debt monetization by the ECB.[11][12][13] This idea had some resonance in the national press[14][15] and abroad.[16][17]

He has been selected as finance chief in the council of Virginia Raggi in Rome. He resigned on the 31st of August 2016, together with other four senior city officials.[18]

Selected publications

  • La moneta incompiuta. Ediesse, 2013. {{ISBN|978-8823017641}}.
  • A Quantitative Framework to Assess the Risk-Return Profile of Non-Equity Products. Risk Books, 2011. {{ISBN|978-1-906348-59-5}}.
  • A Guide to Quantitative Finance. Risk Books, 2006. {{ISBN|978-1-904339-47-2}}.
  • M. Minenna. Insider Trading, Abnormal Return, value of preferential information: Supervising through a Probabilistic Model. Journal of Banking and Finance 27, no. 1 (2003), 59-86.
  • M. Minenna. Anamnesi dell'euro e possibili cure. Giurimetria-Rivista di diritto, banca e finanza, no. 1 (2015), 4-48.
  • M. Minenna. Indagine conoscitiva sugli strumenti finanziari derivati. Giurimetria-Rivista di diritto, banca e finanza, no. 2 (2015), 109-126.

Notes

1. ^{{cite news|title=Inside insider trading|url=http://www.marcello.minenna.it/2002/03/15/inside-insider-trading|newspaper=Risk magazine|date=March 2002}}
2. ^{{cite news|title=Detecting market abuse|url=http://www.marcello.minenna.it/2004/10/15/detecting-market-abuse|newspaper=Risk magazine|date=October 2004}}
3. ^{{cite news|title=Performance anxiety|url=http://www.marcello.minenna.it/2011/02/15/performance-anxiety|newspaper=Risk magazine|date=March 2011}}
4. ^{{cite web|title=Response to the Consultation by Commission Services on legislative steps for the Packaged Retail Investment Products initiative|url=https://circabc.europa.eu/d/d/workspace/SpacesStore/769e59c4-200b-4372-a5a7-60ee4e728604/Movement%20for%20risk%20transparency.pdf}}
5. ^{{cite news|title=Opposition grows to Prips risk indicator proposal|url=http://www.risk.net/risk-magazine/news/2034251/opposition-grows-prips-risk-indicator-proposal#|newspaper=Risk magazine|date=March 2011}}
6. ^Movement for Risk Transparency{{dead link|date=June 2017 |bot=InternetArchiveBot |fix-attempted=yes }}
7. ^{{cite web|title=Regulation of Retail Structured Products|url=http://www.iosco.org/library/pubdocs/pdf/IOSCOPD434.pdf}}
8. ^{{cite news|title=Enter the quant enforcer|url=http://www.marcello.minenna.it/2003/06/15/enter-the-quant-enforcer|newspaper=Risk magazine|date=June 2003}}
9. ^{{cite news|title=Enter the quant regulator|url=http://www.marcello.minenna.it/2011/06/15/enter-the-quant-regulator|newspaper=Risk magazine|date=May 2011}}
10. ^{{cite web| last1=Minenna |first1=Marcello |last2=Reviglio |first2=Edoardo |title=ECB policy change as part of political union |url=http://www.omfif.org/analysis/commentary/2015/september/ecb-policy-change-as-part-of-political-union |publisher=Official Monetary and Financial Institutions Forum |date=August 14, 2015}}
11. ^[https://www.youtube.com/watch?v=SBYIR7dDAlo Presentazione La Moneta Incompiuta al CNEL]
12. ^[https://www.youtube.com/watch?v=Y-7OsXANszw Presentazione La Moneta Incompiuta a RaiNews24]
13. ^{{cite news|title=Curing the Eurozone|url=http://www.marcello.minenna.it/2013/11/15/curing-the-eurozone|newspaper=Risk magazine|date=November 2013}}
14. ^{{cite news |last=Buono |first=Michele |date=November 20, 2013 |title=La valuta ombra |trans-title=Shadow Currency |url=http://www.corriere.it/inchieste/reportime/economia/valuta-ombra/7c8310fe-520f-11e3-a289-85e6614cf366.shtml |language=Italian |newspaper=Corriere della Sera}}
15. ^[https://www.youtube.com/watch?v=1t5i4cq4Bfg Report - Rai 3 (2013-11-04)]
16. ^{{cite news |author= |date=August 17, 2015|title=The ECB should bring back zero bond spread |url=http://www.marcello.minenna.it/2015/08/17/grim-gdp-data-highlight-ecbs-limits |newspaper=WSJ Pro Central Banking}}
17. ^{{cite interview |last=Minenna|first=Marcello|last2=Rorris |first2=Adam|interviewer=Tom Switzer |title=Greece in crisis |work=Between the Line |publisher=ABC Radio National |url=http://www.marcello.minenna.it/2015/07/02/greece-in-crisis |date=July 2, 2015 }}
18. ^{{cite news |last=Sanderson |first=Rachel |date=September 1, 2016 |title=Rome resignations deal blow to Five Star’s national ambitions |url=https://www.ft.com/content/872f4300-7062-11e6-a0c9-1365ce54b926 |newspaper=Financial Times}}

External links

  • {{official website|http://marcello.minenna.it/}}
{{DEFAULTSORT:Minenna, Marcello}}

3 : Financial economists|Living people|Year of birth missing (living people)

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