David A. Mascio, PhD
David is the Managing and Founding Principal of Della Parola Capital Management since 2005. His main responsibilities include strategic positioning of the firm and oversight of the company’s investment policy. Over the past 20 years, Dr. Mascio has served as a university professor, a hedge fund manager, keynote speaker on economic forecasting and a chief investment officer of a billion-dollar trust bank. He has also been published in a top academic journal in the area of investment forecasting.
Dr. Mascio earned a B.A. in Economics and Business Management from the University of New Mexico, he also earned an MBA from the University of Liverpool (United Kingdom) and a PhD in Finance at EDHEC Business School (Nice, France). He is an accredited Asset Management Specialist (AAMS), and a member of the CFA Institute and CFA society of Colorado.
Stefano Dova, PhD
Stefano is the Managing Director and Head of Capital Market Solutions and Trading at Mediobanca. Dr. Dova previously was the Managing Director and European Co-Head of Structuring for “Structured Finance” at Deutsche Bank for 5 years, he has also held positions in different asset classes including equities, fixed income products, derivatives, and cash in a number of investment banks (JP Morgan, Merrill Lynch and Deutsche Bank). Dr. Dova is considered an expert in derivatives and quantitative financial modeling.
Dr. Dova earned a B.S. in Economics from the Bocconi University (Milan, Italy) and a PhD in Finance from EDHEC Business School (Nice, France).
J. Kenton Zumwalt, PhD
Kenton is a retired Principal at Della Parola Capital Management and a Professor Emeritus at Colorado State University. Dr. Zumwalt provides academic insight into the development of the investment models and processes. As a retired finance professor at Colorado State University, he has been active in investment research for over 30 years. Dr. Zumwalt has published in a number of leading finance journals including the Journal of Finance, the Journal of Financial and Quantitative Analysis and the Journal of Portfolio Management. Recent publications examine whether a mutual funds’ change in inter-temporal risk is intentional or arises from risk mean reversion. A second research effort explores the relationship between volatility (VIX) and the factors in the Fama-French-Carhart four-factor.
Dr. Zumwalt earned a B.S. in Physics and worked at a nuclear reactor before returning to graduate school, earning an MBA and Ph.D. in Finance at the University of Missouri.