Palazzo Belgiojoso was built by Giuseppe Piermarini (the same 18th century architect who designed the Scala) on behalf of the Belgiojoso family, which we also come across while visiting the Villa Reale.

As for the pronunciation, bear in mind that Belgiojoso is the old way of writing a name which appears in the current Milanese phone directories as Belgioioso. It sounds something like Bal-joh-yoh-soh - and it means "handsomehappy"...

It was in this palazzo, by the way, that the famous industrialist and financier, Raul Gardini, committed suicide in 1993.

Piazza Belgiojoso 2
Duomo
La Scala district