V. Moriggia

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Twice is enough method for \(A^TA\) conjugate directions and for biconjugate directions Miskolc Mathematical Notes	2024-09-11	Paper
Comparing stage-scenario with nodal formulation for multistage stochastic problems 4OR	2023-10-26	Paper
Portfolio optimization with asset preselection using data envelopment analysis CEJOR. Central European Journal of Operations Research	2023-06-22	Paper
Pension fund management with investment certificates and stochastic dominance Annals of Operations Research	2021-11-08	Paper
Evaluation of scenario reduction algorithms with nested distance Computational Management Science	2021-02-02	Paper
Dynamic portfolio management for property and casualty insurance International Series in Operations Research & Management Science	2019-01-25	Paper
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming Computational Management Science	2018-10-29	Paper
Individual optimal pension allocation under stochastic dominance constraints Annals of Operations Research	2018-03-02	Paper
scientific article; zbMATH DE number 6296768 (Why is no real title available?)	2014-05-19	Paper
Path-dependent scenario trees for multistage stochastic programmes in finance Quantitative Finance	2014-01-24	Paper
Retirement planning in individual asset-liability management IMA Journal of Management Mathematics	2012-10-29	Paper
scientific article; zbMATH DE number 5961778 (Why is no real title available?)	2011-10-21	Paper
Testing the structure of multistage stochastic programs Computational Management Science	2009-08-04	Paper
On the no-arbitrage condition in option implied trees European Journal of Operational Research	2009-01-22	Paper
A nonparametric model for analysis of the EURO bond market Journal of Economic Dynamics and Control	2008-10-24	Paper
Horizon and stages in applications of stochastic programming in finance Annals of Operations Research	2006-10-11	Paper
Sensitivity analysis of a bond portfolio model for the Italian market Control and Cybernetics	2001-07-29	Paper
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study Annals of Operations Research	2001-06-14	Paper
scientific article; zbMATH DE number 1500692 (Why is no real title available?)	2000-11-16	Paper
scientific article; zbMATH DE number 1304950 (Why is no real title available?)	2000-07-10	Paper
scientific article; zbMATH DE number 1189132 (Why is no real title available?)	1997-01-01	Paper

Research outcomes over time

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