V. Moriggia

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Person:181257

Available identifiers

zbMath Open moriggia.vittorioMaRDI QIDQ181257

List of research outcomes





PublicationDate of PublicationType
Twice is enough method for \(A^TA\) conjugate directions and for biconjugate directions2024-09-11Paper
Comparing stage-scenario with nodal formulation for multistage stochastic problems2023-10-26Paper
Portfolio optimization with asset preselection using data envelopment analysis2023-06-22Paper
Pension fund management with investment certificates and stochastic dominance2021-11-08Paper
Evaluation of scenario reduction algorithms with nested distance2021-02-02Paper
Dynamic portfolio management for property and casualty insurance2019-01-25Paper
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming2018-10-29Paper
Individual optimal pension allocation under stochastic dominance constraints2018-03-02Paper
https://portal.mardi4nfdi.de/entity/Q54161202014-05-19Paper
Path-dependent scenario trees for multistage stochastic programmes in finance2014-01-24Paper
Retirement planning in individual asset-liability management2012-10-29Paper
https://portal.mardi4nfdi.de/entity/Q30941972011-10-21Paper
Testing the structure of multistage stochastic programs2009-08-04Paper
On the no-arbitrage condition in option implied trees2009-01-22Paper
A nonparametric model for analysis of the EURO bond market2008-10-24Paper
Horizon and stages in applications of stochastic programming in finance2006-10-11Paper
Sensitivity analysis of a bond portfolio model for the Italian market2001-07-29Paper
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study2001-06-14Paper
https://portal.mardi4nfdi.de/entity/Q45017152000-11-16Paper
https://portal.mardi4nfdi.de/entity/Q42518592000-07-10Paper
https://portal.mardi4nfdi.de/entity/Q38388461997-01-01Paper

Research outcomes over time

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