V. Moriggia

Available identifiers

zbMath Open moriggia.vittorioMaRDI QIDQ181257

List of research outcomes

Publication	Date of Publication	Type
Twice is enough method for \(A^TA\) conjugate directions and for biconjugate directions	2024-09-11	Paper
Comparing stage-scenario with nodal formulation for multistage stochastic problems	2023-10-26	Paper
Portfolio optimization with asset preselection using data envelopment analysis	2023-06-22	Paper
Pension fund management with investment certificates and stochastic dominance	2021-11-08	Paper
Evaluation of scenario reduction algorithms with nested distance	2021-02-02	Paper
Dynamic portfolio management for property and casualty insurance	2019-01-25	Paper
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming	2018-10-29	Paper
Individual optimal pension allocation under stochastic dominance constraints	2018-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q5416120	2014-05-19	Paper
Path-dependent scenario trees for multistage stochastic programmes in finance	2014-01-24	Paper
Retirement planning in individual asset-liability management	2012-10-29	Paper
https://portal.mardi4nfdi.de/entity/Q3094197	2011-10-21	Paper
Testing the structure of multistage stochastic programs	2009-08-04	Paper
On the no-arbitrage condition in option implied trees	2009-01-22	Paper
A nonparametric model for analysis of the EURO bond market	2008-10-24	Paper
Horizon and stages in applications of stochastic programming in finance	2006-10-11	Paper
Sensitivity analysis of a bond portfolio model for the Italian market	2001-07-29	Paper
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study	2001-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q4501715	2000-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q4251859	2000-07-10	Paper
https://portal.mardi4nfdi.de/entity/Q3838846	1997-01-01	Paper

Research outcomes over time

This page was built for person: V. Moriggia