Ugo Pomante

Finance

Fellow

Private Banking and Wealth Management

ugo.pomante@unibocconi.it

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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

POMANTE U., Farina V., CUCURACHI P. A “Plug-and-Play,” Goal-Based, Dynamic Asset Allocation Model with Genetic Algorithms The Journal of Wealth Management, 2024, vol.26, no. 4, pp.33-48

CARLUCCIO E., CUCURACHI P., POMANTE U. Absolute or Relative: The Dark Side of Fund Rating Systems Journal of Financial Management, Markets and Institutions, 2023, vol.11, no. 01, pp.2350001

POMANTE U., FARINA V., LUPO E., CUCURACHI P. Asset allocation dinamica per i fondi pensione: un modello basato sugli algoritmi genetici Bancaria, March, 2023, no. 3

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

CUCURACHI P., POMANTE U. Tolleranza al rischio e logiche di adeguatezza alla prova del Covid-19: il Suitability Ratio Bancaria, October, 2020, no. 10, pp.12-31

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