Ugo Pomante

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