Marcello Minenna

Marcello Minenna is Head of Quants at Consob and lecturer in Quantitative Finance at the 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, market abuse detection and risk disclosure of structured products through synthetic indicators. In several EU public consultations these indicators have received the support of distinguished members of the international academia.

For his work he has been cited as Quant Enforcer and Quant Regulator by Risk magazine.

Selected publications

• 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.