Oliviero Roggi is a professor of Corporate Finance, University of Florence and NYU Stern. He earned his Ph.D in Management and Finance at University of Bologna and City University Business School European Joint Ph.D program in 1998. Visiting Researcher at City University Business School from 1998 to 2000, he has been appointed Assistant Professor in Corporate Finance in 2000. He is Professor of Corporate Finance at University of Florence since 2004. Founder of the Finanza Firenze Research Center in 2007. In 2008, together with Edward Altman – NYU Stern Salomon Center, he also founded the International Risk Management Conference. In 2008- 2009 he served as Visiting professor in Accounting Masters Program at Universidade de Fortaleza (Brasil). Consultant at European Commission, Regione Toscana (Italy) and other public owned entities is acting and doing research in the area of Enterprise Risk Management, and in particular Credit Risk since 2004. Member of the Scientific Committee of the Country Risk Forum of Associazione Bancaria Italiana (ABI – Italian Bankers Association). He has published papers and books on SME rating and on rating models generally speaking. In 2009, he published a book on “Risk Value and Company Default”. He is Co-author of Aswath Damodaran, NYU STERN, for the forthcoming 3° Italian edition of Applied Corporate Finance and he is NYU Stern Visiting Scholar since 2009 and consultant at IFC World Bank group since 2010.
Prof. Bertrand B. Maillet is a Full Tenured Professor in Quantitative Finance at EM Lyon Business School (Paris and Shanghai Campus), the Head of the MSc. in Quantitative Finance at EMLyon Business School (Paris Campus) – as of September 2017, a Full Tenured Professor in Financial Economics at the University of La Réunion (on sabbatical), an Adjunct Professor in Finance at the University of Paris-Dauphine, and the Principal at Variances (a consulting company providing academic supports to financial institutions). He is currently a Senior Academic Fellow at the Louis Bachelier Institute. He has also been, for more than 15 years, an Executive Head of Quantitative Research (MD/CEO) within a large European Asset Management company (Center of Excellence in Funds Selection; Qualified Advisor: CIF – n°ORIAS: 13000399 – www.orias.fr). He graduated in Economics, in Finance, in Statistics, and holds a Ph.D. in Economics and a Ph.D. in Finance (Habilitation à Diriger des Recherches) from the University of Paris-1 Panthéon-Sorbonne, and has been promoted as a Full University Professor (Professeur Agrégé des Universités). Bertrand has published several articles in academic journals in Economics, in Finance and in Applied Mathematics, such as the Journal of Banking and Finance, Journal of Economic Dynamics and Control, European Journal of Operational Research, Quantitative Finance, Review of International Economics, European Journal of Finance, Neural Networks, Neurocomputing, chapters in books edited by Wiley, Springer and Kluwer Academics, and serves as an academic referee for several international leading journals. He was also a co-editor of the book entitled “Multi-moment Asset Allocation and Pricing Models” published by John Wiley NYC. His domain of expertise covers financial econometrics, risk management, performance measurement, portfolio management and asset pricing. With a thorough knowledge of the latest research in finance and a sound practitioner experience of financial markets over the last 15 years, he is specialized in the design of tools to support decisions and financial products with a high added value.