Ugo Pomante
Full Professor of Financial Institutions Economics at University of Rome “Tor Vergata” / Fellow of Private Banking And Wealth Management at SDA Bocconi School of Management
Schools
- SDA Bocconi School of Management
Links
Biography
SDA Bocconi School of Management
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
Companies
- Adjunct Professor Bocconi University (2007)
- Full Professor University of Rome "Tor Vergata" (2003)
- Full Professor Università di Roma "Tor Vergata" Facoltà di Economia (2003)
- Docente dell'Area Banche, Assicurazioni e Intermediari finanziari SDA Bocconi School of Management (1998)
- Direttore del Dipartimento di "Management e Diritto" University of Rome "Tor Vergata" (2015 — 2019)
- Researcher Bocconi University (2000 — 2003)
Latest publications
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
POMANTE U. La curva dei rendimenti per scadenze in Economia del mercato mobiliare Egea, pp.239-262, 2011
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