Ugo Pomante

Ugo Pomante
Banking and Insurance

Via Bocconi 8, room 222-B
Tel.+39 02 5836.6125 - 6886 Fax.+39 02-5836.6893

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Curriculum Vitae

SDA Fellow

Degree in Business Administration, Bocconi University, Milan, Italy, 1995
Ph.D. in Banking and finance, Siena University, Italy, 2001
Official Member of MBA Faculty

Academic position and/or Professional activities

Full Professor of Financial Institutions Economics, University of Rome “Tor Vergata”, Italy

Research Interests

  • Asset management: Markowitz optimization, Models minimizing estimation errors (Bayesian estimators, resampling, etc.)
  • Market Risk Management: ALM Models, VaR models
  • Capital Allocation
  • ALM in Pension Funds