Michele LongoCurriculum Vitae

Università Cattolica del Sacro CuoreLargo Gemelli, 1, 20123, Milano, Italy

T (+39) 02-7234-2401u (+39) 02-7234-2671

B michele.longo@unicatt.it

PersonalBorn in 1968, Italian, Married, Two children

Positions2006–Present Assistant Professor in Mathematical Economics, (Ricercatore Confermato in

Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie, s.s.d. SECS-S/06), Università Cattolica del Sacro Cuore, Milano, Italy.

2003–2005 Post-Doc Fellow, (Assegnista di Ricerca), Università Cattolica del Sacro Cuore,Milano, Italy.

2001–2003 Post-Doc Fellow, (Assegnista di Ricerca), Università di Pisa, Pisa, Italy.

Education2001 PhD in Mathematics for Economic Decisions, Università di Firenze, Firenze,

Italy.(Thesis title: Innovation Adoption: A Stochastic Control Approach)

1995 Degree in Economics, Università Cattolica del Sacro Cuore, Milano, Italy.(Grade: Summa cum laude)

1991-1992 Erasmus Program, University of Southampton, Southampton, United Kingdom.

Grants and Fellowships2003–2005 Post-Doc fellowship, (Assegno di Ricerca), Università Cattolica del Sacro Cuore,

Milano, Italy.2001–2003 Post-Doc fellowship, (Assegno di Ricerca), Università di Pisa, Pisa, Italy.1996–1999 PhD scholarship, Italian Ministry of Education.1991–1992 Erasmus grant, European Commission.

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Teaching ExperienceCourses

2015/16–2017/18

Mathematics - Module III, PhD in Economics and Finance, Università Cattolicadel Sacro Cuore, Milano.(12 hr. Dynamic analysis)

2016/17–2017/18

Matematica Finanziaria, BA Program in Economics and Management, UniversitàCattolica del Sacro Cuore, Roma.(30 hr. Financial calculus)

2015/16–2017/18

Matematica Generale, BA Program in Economics and Management, UniversitàCattolica del Sacro Cuore, Roma.(72 hr. Differential and integral calculus, linear algebra, Functions of several variables)

2009/10–2017/18

Strumenti Matematici e Statistici per le Decisioni Aziendali, MSc Programin Economics and Management, Università Cattolica del Sacro Cuore, Roma.(30 hr. Optimization, probability, choice under uncertainty)

2009/10–2014/15

Matematica per le Applicazioni Economiche e Finanziarie, BA Program inEconomics and Health Services, Università Cattolica del Sacro Cuore, Roma.(75 hr. Differential and integral calculus, linear algebra, financial calculus)

2006/07–2008/09

Matematica Generale, BA Program in Economics and Business Administration,Università Cattolica del Sacro Cuore, Milano.(60 hr. Differential and integral calculus, linear algebra)

2004/05 Metodi Matematici, BA Program in Economics and Business Administration, Uni-versità di Firenze, Empoli.(60 hr. Differential and integral calculus, real series)

2002/03–2003/04

Matematica Generale, BA Program in Economics and Business Administration,Università di Bologna, Rimini.(56 hr. Differential calculus, real series, linear algebra, eigenvalues and eigenvectors)

2002/03 Matematica Generale 2, BA Program in Economics and Statistics, UniversitàCattolica del Sacro Cuore, Milano.(30 hr. Functions of several variable, optimization, multiple integral)

2002/03 Matematica Finanziaria, BA Program in Economics and Business Administration,Università di Bologna, Rimini.(28 hr. Financial calculus)

Tutorials and short courses2003/04–2017/18

Mathematics, PhD in Economics and Finance, Università Cattolica del Sacro Cuore,Milano.(12 hr. Pre-session course)

2003/04–2015/16

Mathematics, Graduate School in Public Economics (DEFAP), Università Cattolicadel Sacro Cuore, Milano.(16 hr. Tutorials)

2007/08–2012/13

Mathematics, PhD Program in Economics, Università Cattolica del Sacro Cuore,Milano.(12 hr. Pre-session course)

2002/03–2008/09

Economia Politica I, BA Program in Economics and Statistics, Università Cattolicadel Sacro Cuore, Milano.(24 hr. Tutorials)

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1998/1999 Matematica per le Applicazioni Economiche e Finanziarie, BA Program inEconomics and Business Administration, Università Cattolica del Sacro Cuore, Milano.(24 hr. Tutorials)

1998/1999 Matematica Generale, BA Program in Economics and Business Administration,Università Cattolica del Sacro Cuore, Milano.(24 hr. Tutorials)

Publications and Working Papers{ “Sub-Optimal Investment for Insurers”, (with G. Stabile), 2018, submitted forpublication.

{ “Welfare effects of Information and Rationality in Portfolio Decisions under Pa-rameter Uncertainty”, (with A. Mainini), Quantitative Finance, 2018, DOI:https://doi.org/10.1080/14697688.2018.1473633.

{ “Learning and Portfolio Decisions for CRRA Investors”, (with A. Mainini), Inter-national Journal of Theoretical and Applied Finance, 2016, vol. 19, DOI:https://doi.org/10.1142/S0219024916500187.

{ “Statistical ensembles for money and debt”, (with S. Viaggiu, A. Leonetto, and L.Bargigli), Physica A: Statistical Mechanics and its Applications, 2012, vol.391(20) pp. 4839-4849, DOI: https://doi.org/10.1016/j.physa.2012.05.027.

{ Stock Compensation When CEO Ability Is Not Observable, (with A. Mainini), Con-tributi di ricerca del Dipartimento di Discipline Matematiche, Finanza Matematicaed Econometria, Quaderno n. 118, Maggio 2011.

{ Political Accountability: A Stochastic Control Approach, (with A. Mainini). In:Chiarella, C., Bischi G.I., Gardini L. (eds.), Nonlinear Dynamics in Economics,Finance and Social Sciences, Springer-Verlag, Berlin Heidelberg 2010.

{ Stock Compensation and Career Concerns in a Managerial Incentive Problem, (withA. Mainini), Contributi di ricerca del Dipartimento di Discipline Matematiche,Finanza Matematica ed Econometria, Quaderno n. 105, Luglio 2009.

{ A Singularly Perturbed Stochastic LQR, Contributi di ricerca del Dipartimento diDiscipline Matematiche, Finanza Matematica ed Econometria, Quaderno n. 102,Febbraio 2009.

{The Comparison Test - Not Just for Nonnegative Series, (with V. Valori), Mathe-matics Magazine, vol. 79(3) June 2006, pp. 205-210.

{ Ruin Probabilities and Optimal Investment: The Case of Dependence Between Finan-cial and Insurance Risks, (with G. Stabile), Rapporti Scientifici dell’AMASES- Atti del XXIX Convegno AMASES, p. 1-16, CUEN, Roma, 2006.

{ Pension Planning under Transaction Costs, (with M.B. Chiarolla and G. Stabile),Proceedings of the 8th International Congress on Insurance: Mathemat-ics and Economics, Rome 2004.

{Generalized Concavity and Expected Utility, (with M. Bianchi and G. Weinrich),Quaderni dell’Istituto di Econometria e Matematica per le Applicazioni Economiche,Finanziarie ed Attuariali, Università Cattolica del Sacro Cuore di Milano, n. 75,Aprile 2005.

{ Innovation Adoption: A Stochastic Control Approach, Monografie dell’Istitutodi Econometria e Matematica, Università Cattolica di Milano, Milano, 2004.

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{ A Note on the Comparison Test for Real Series, (with V. Valori), DiMaD WorkingPaper, n. 03-11 (Quaderni del Dipartimento di Matematica per le Decisioni),Università degli Studi di Firenze, Dicembre 2003.

{ Existence and Stability of Equilibria in OLG Models under Adaptive Expectations,(with V. Valori), Report n. 215 del Dipartimento di Statistica e Matematica Applicataall’Economia, Università degli Studi di Pisa, Ottobre 2001.

{The Monopolist Choice of Innovation Adoption: A Regular-Singular Stochastic Con-trol Problem, Report n. 206 del Dipartimento di Statistica e Matematica Applicataall’Economia, Università degli Studi di Pisa, Maggio 2001.

{The Competitive Choice of Innovation Adoption: A Finite-Fuel Singular Stochas-tic Control Problem, Report n. 207 del Dipartimento di Statistica e MatematicaApplicata all’Economia, Università degli Studi di Pisa, Maggio 2001.

PhD Student Supervision{ Alessandra Mainini, Essays in Information Economics, 2009.

Computer skillsLanguages Basic, LATEX

Tools Microsoft OfficeTM, Scientific WorkplaceTM, WinEdtTM, MapleTM

LanguagesItalian Fluent My native language.English Advanced Speaking, reading, and writing.French Basic Speaking, reading, and writing.

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