Epsilon SGR is an asset management company specialized in active portfolio management.

Established in 1997 as a competence hub in quantitative management, in 2008 Epsilon SGR extended its activity to embrace multi-strategy management with total-return investment objectives. In 2010 Banca IMI acquired a stake in Eurizon Capital SGR, making it possible for the company to further extend its activity perimeter to include a new family of products incorporating risk management and investment protection, typical of investment banking.

Since 3 June 2019, Epsilon SGR has been wholly owned by Eurizon Capital SGR, which already held a 51% majority stake. 

BY leveraging its history, Epsilon SGR has been able to bring together skills that are typical of asset management (stock and market picking, that are distinctive levers of a traditional investment process) and investment banking skills (structuring of financial instruments, development of investment  protection methodologies, sophisticated risk management), building a team of analysts and fund managers capable of implementing innovative strategies and effectively coordinate the different phases of the investment management process.

Epsilon SGR has been led by Oreste Auleta since March 2021.



Saverio Perissinotto Chairman
Oreste Auleta Chief Executive Officer
Gianluigi Baccolini Independent Board member
Salvatore Bocchetti Independent Board member
Rodolfo Masto Independent Board member
Sabrina Racca Board member
Elisabetta Stegher Board member




Flavio Ceruti Chairman
Francesco Spinoso Standing Statutory auditor
Luciano Matteo Quattrocchio Standing Statutory auditor
Roberta Benedetti Substitute Statutory auditor
Massimo Bosco Substitute Statutory auditor

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