Research

Research topic: Extracting Sectoral Equity Risk Premia from CDS Spreads

Research interests: Hedge Fund Strategies, Volatility Spillovers, Term Structures of Interest Rates and Portfolio Management.

Supervisors: Professor Jacco Thijssen and Dr Adriana Cornea-Madeira

Profile

Christian Manicaro currently heads the investment arm of AQA Capital Ltd, an asset management company in Malta. Previously, he was a Portfolio Manager at APS Bank Malta Ltd and a Merger and Acquisition Analyst at the Malta Competition Authority. He is also a Visiting Lecturer and Researcher at the University of Malta. He holds an MSc degree in Economics and Finance from the University of York, obtained in January 2013 and a Bachelor of Commerce (Honours) degree in Economics from the University of Malta obtained in November 2009. Christian is also a CFA Charterholder, having passed all three exams and obtained the required work experience in August 2014.

Publications

  •  Manicaro and Falzon (2016). Hedge Funds Risk and Connectedness. forthcoming in the Journal of Asset Management. doi:10.1057/s41260-016-0025-4

Teaching

Christian teaches Fixed Income Analysis and Financial Econometrics at an undergraduate and post-graduate level at the University of Malta.  He also supervises Undergraduate and Postgraduate dissertations.