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Saverio Massi Benedetti

Saverio Massi Benedetti
Titolare di Insegnamento


Current position
Risk Manager at P&G SGR S.p.A., an asset management firm focusing on institutional clients and providing alternative investment products. Responsible for the analysis and risk measurement covering
Structured Products (CDO and CFO structures), Real Estate funds, single strategy Fixed Income/ABS products and Fund of Funds portfolios.

Working experience
P&G SGR S.p.A, Rome
Head of the Fund of Fund department
2007-2009 Head of Quantitative Analysis
MAN INVESTMENTS, Pfäffikon, SZ,(Zürich area) Switzerland
Quantitative Analyst

2007 Ph.D. in Mathematical and Statistical Methods for Economic and Social Sciences, University of Perugia, Italy.
2005 Master of Advanced studies in Finance. Magna cum Laude, University of Zürich and Swiss Federal Institute of Technology - ETH Zürich.
2001 Laurea in Economia e commercio, University of Perugia, Italy.Talks and lectures held
2009 Introduction to Alternative investments,
Invited speaker at University of Tor Vergata, Rome.
2007/08 Lecturer for the module Portfolio management for hedge funds and alternative investments
First edition held in 2007 and second edition held in 2008.
Organized by MIP (Business school of Politecnico di Milano) and Academy - Borsa Italiana.
2006 Workshop on Portfolio optimization,Invited speaker at Department of Economics, Finance and Statistics, University of Perugia.
2006 Workshop on Hedge Funds: asset allocation techniques and investment strategies,Invited speaker at Department of Mathematics "F. Brioschi", Politecnico di Milano.
2006 VII Workshop on Quantitative Finance, Invited speaker at Department of Economics, Finance and Statistics, University of Perugia.


Optimal Bayesian portfolios of hedge funds
Jean-Francois Bacmann and Saverio Massi Benedetti
International Journal of Risk Assessment and Management - Volume 11, Number 1-2