Ugo Pomante

Banking and Insurance

Fellow

Private Banking and Wealth Management

ugo.pomante@unibocconi.it

Download v-card Download pdf

Biography

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

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

Latest publications

CARLUCCIO E., CUCURACHI P., MASPERO D., POMANTE U., AJELLO F., STEFANI M. Profilatura del cliente, costruzione dei portafogli e verifica di adeguatezza: sfide ancora aperte Bancaria, 2022, no. 11, pp.63-80

CARLUCCIO E., CUCURACHI P., POMANTE U. I piani di accumulo (PAC): una scelta razionale o emotiva? Rivista Bancaria - Minerva Bancaria, 2020, vol.76, no. 4, pp.7-26

CARLUCCIO E., POMANTE U. Fondi Flessibili: the beauty or the beast? in Studi in onore di Antonio Dell’Atti S. Dell'Atti (Eds),A.Giuffrè Editore S.p.A., pp.21-41, 2020

Cucurachi P., Pomante U. A modification of the modified Dietz approach The Journal of Performance Measurement, 2013, vol.17, no. 4, pp.1-34

Pomante U. Market timing with the Black-Litterman model in Asset Pricing, Real Estate and Public Finance over the Crisis Palgrave Macmillan, pp.97-111, 2013

CARLUCCIO E., POMANTE U. L'asset allocation strategica: una soluzione flessibile "private banker oriented" Bancaria, 2011, vol.67, no. 10, pp.88-96

Download all