Vittorio Moriggia: search on Z-Library

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1

Path-dependent scenario trees for multistage stochastic programmes in finance

Consigli, Giorgio, Iaquinta, Gaetano, Moriggia, Vittorio

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 1.89 MB

english, 2012

2

Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming

Consigli, Giorgio, Moriggia, Vittorio, Vitali, Sebastiano, Mercuri, Lorenzo

Journal:

Computational Management Science

Year:

2018

Language:

english

File:

PDF, 1.58 MB

english, 2018

3

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study

Marida Bertocchi, Vittorio Moriggia, Jitka Dupačová

Journal:

Annals of Operations Research

Year:

2000

Language:

english

File:

PDF, 236 KB

english, 2000

4

Applying stochastic programming to insurance portfolios stress-testing

Consigli, Giorgio, Moriggia, Vittorio

Journal:

Quantitative Finance Letters

Year:

2014

Language:

english

File:

PDF, 416 KB

english, 2014

5

Optimal pension fund composition for an Italian private pension plan sponsor

Vitali, Sebastiano, Moriggia, Vittorio, Kopa, Miloš

Journal:

Computational Management Science

Year:

2017

Language:

english

File:

PDF, 1.61 MB

english, 2017

6

Pension fund management with hedging derivatives, stochastic dominance and nodal contamination

Moriggia, Vittorio, Kopa, Miloš, Vitali, Sebastiano

Journal:

Year:

2018

Language:

english

File:

PDF, 6.08 MB

english, 2018

7

A nonparametric model for analysis of the EURO bond market

Jozsef Abaffy, Marida Bertocchi, Jitka Dupačová, Rosella Giacometti, Marie Hušková, Vittorio Moriggia

Journal:

Journal of Economic Dynamics and Control

Year:

2003

Language:

english

File:

PDF, 339 KB

english, 2003

8

Testing the structure of multistage stochastic programs

Jitka Dupačová, Marida Bertocchi, Vittorio Moriggia

Journal:

Computational Management Science

Year:

2009

Language:

english

File:

PDF, 702 KB

english, 2009

9

Horizon and stages in applications of stochastic programming in finance

Marida Bertocchi, Vittorio Moriggia, Jitka Dupačová

Journal:

Annals of Operations Research

Year:

2006

Language:

english

File:

PDF, 564 KB

english, 2006

10

Euro Bonds (Markets, Infrastructure and Trends) || Credit Derivatives Market

Bertocchi, Marida, Consigli, Giorgio, D'Ecclesia, Rita, Giacometti, Rosella, Moriggia, Vittorio, Ortobelli, Sergio

Year:

2013

Language:

english

File:

PDF, 695 KB

english, 2013

11

The pricing of convertible bonds in the presence of structured conversion clauses: the case of Cashes

Bertocchi, Marida, Moriggia, Vittorio, Torricelli, Costanza, Vitali, Sebastiano

Journal:

International Journal of Financial Engineering and Risk Management

Year:

2015

Language:

english

File:

PDF, 318 KB

english, 2015

12

Euro Bonds (Markets, Infrastructure and Trends) || Securitization Market

Bertocchi, Marida, Consigli, Giorgio, D'Ecclesia, Rita, Giacometti, Rosella, Moriggia, Vittorio, Ortobelli, Sergio

Year:

2013

Language:

english

File:

PDF, 710 KB

english, 2013

13

Highly parallel computing in simulation on dynamic bond portfolio management

Moriggia, Vittorio, Bertocchi, Marida, Dupaková, Jitka

Journal:

ACM SIGAPL APL Quote Quad

Year:

1999

Language:

english

File:

PDF, 522 KB

english, 1999

14

Technology convergence on telecommunications systems integration

Filho, Emilio J.M. Arruda, Biffignandi, Silvia, Moriggia, Vittorio, Marino, Alberto

Journal:

International Journal of Management and Network Economics

Year:

2009

Language:

english

File:

PDF, 1.67 MB

english, 2009

15

Editorial: Stochastic programming—a theoretical field or relevant for managers?

Tomasgard, Asgeir, Lisser, Abdel, Beraldi, Patrizia, Moriggia, Vittorio

Journal:

IMA Journal of Management Mathematics

Year:

2016

Language:

english

File:

PDF, 44 KB

english, 2016

16

Individual optimal pension allocation under stochastic dominance constraints

Kopa, Miloš, Moriggia, Vittorio, Vitali, Sebastiano

Journal:

Annals of Operations Research

Year:

2016

Language:

english

File:

PDF, 2.70 MB

english, 2016

17

Long-term individual financial planning under stochastic dominance constraints

Consigli, Giorgio, Moriggia, Vittorio, Vitali, Sebastiano

Journal:

Annals of Operations Research

Year:

2019

Language:

english

File:

PDF, 1.09 MB

english, 2019

18

Evaluation of scenario reduction algorithms with nested distance

HorejÅ¡ovÃ¡, MarkÃ©ta, Vitali, Sebastiano, Kopa, MiloÅ¡, Moriggia, Vittorio

Journal:

Computational Management Science

Year:

2020

File:

PDF, 1.07 MB

2020

19

THE INVESTMENT CERTIFICATES IN THE ITALIAN MARKET: A COMPARISON OF QUOTED AND ESTIMATED PRICES

VIGANÃ, BRANDO, VITALI, SEBASTIANO, MORIGGIA, VITTORIO, ZANOTTI, GIOVANNA

Journal:

Journal of Financial Management, Markets and Institutions

Year:

2019

File:

PDF, 3.78 MB

2019

20

Comparing stage-scenario with nodal formulation for multistage stochastic problems

Vitali, Sebastiano, DomÃnguez, Ruth, Moriggia, Vittorio

Journal:

4OR: A Quarterly Journal of Operations Research

Year:

2020

File:

PDF, 618 KB

2020

21

Pension fund management with investment certificates and stochastic dominance

Vitali, Sebastiano, Moriggia, Vittorio

Journal:

Annals of Operations Research

Year:

2020

File:

PDF, 1.36 MB

2020

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