Luca Luigi Alberici

About

Overview

Luca Luigi Alberici is a Doctoral Researcher in Finance at Bayes Business School, City St George's, University of London. His research focuses on Financial Engineering, with a focus on portfolio optimization and risk management applications.

Supervisors: Professor Laura Ballotta and Professor Gianluca Fusai. 

He obtained a Bachelor's degree in Business Administration (with distinction) and a Master's degree in Management and Finance (Finance track, with distinction and academic honors) from the Università del Piemonte Orientale, Italy. His Bachelor's thesis was titled “The KKT Theorem: An Application to Portfolio Theory", while his Master's thesis was “Data Envelopment Analysis in Portfolio Theory: an Empirical Application”.

During his Master’s program, he also served as the student representative for the degree course in strategic committees. He participated in Bloomberg training at the Stevens Institute of Technology in Hoboken, NJ.

Luca later pursued a second-level Master’s degree in Finance, Insurance, and Risk Management from the Collegio Carlo Alberto in Turin, Italy, where he was awarded a partial tuition fee waiver.

Prior to joining Bayes Business School, Luca worked as a full-time Academic Tutor at first university, supporting the teaching of Mathematics and Statistics for the Bachelor’s program.

Luca’s technical expertise spans Mathematics, Finance, and Machine Learning, with proficiency in MATLAB, Python, and R. He also uses LaTeX for document drafting and formatting. Bilingual in Italian (native) and English (fluent),

Qualifications

• MPhil in Finance, Bayes Business School, United Kingdom, 2024 - September 2025
• MSc in Finance, Insurance and Risk Management, Collegio Carlo Alberto, Italy, September 2023 - July 2024
• MSc in Management & Finance, Università del Piemonte Orientale, Italy, September 2021 - November 2023
• BSc in Business Administration, Università del Piemonte Orientale, Italy, September 2018 - July 2021
• Doctor of Philosophy (PhD) in Finance, Bayes Business School, United Kingdom, September 2024

Languages

English (can read, write, speak, understand spoken, peer review) and Italian (can read, write, speak, understand spoken, peer review)

Expertise

Primary topics

• Financial Engineering
• Mathematical Finance
• Quantitative Finance
• Portfolio Choice
• Asset Pricing
• Investment Theory
• Risk Management

Additional topics

• Hedge Funds
• Private Equity
• Futures & Options