Marida Bertocchi

According to our database1, Marida Bertocchi authored at least 24 papers between 1991 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
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Links

On csauthors.net:

Bibliography

2017
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches.
Comput. Manag. Sci., 2017

2016
Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures.
Optim. Methods Softw., 2016

A leader-followers model of power transmission capacity expansion in a market driven environment.
Comput. Manag. Sci., 2016

Monotonic bounds in multistage mixed-integer stochastic programming.
Comput. Manag. Sci., 2016

2014
Bounds in Multistage Linear Stochastic Programming.
J. Optim. Theory Appl., 2014

A stochastic model for investments in different technologies for electricity production in the long period.
Central Eur. J. Oper. Res., 2014

2013
Optimal Kinematics of a Looped Filament.
J. Optim. Theory Appl., 2013

2012
A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants.
Ann. Oper. Res., 2012

2011
A Stochastic Model for Mortality Rate on Italian Data.
J. Optim. Theory Appl., 2011

2009
Testing the structure of multistage stochastic programs.
Comput. Manag. Sci., 2009

Preface.
Ann. Oper. Res., 2009

2008
A two-stage stochastic optimization model for a gas sale retailer.
Kybernetika, 2008

2007
A mixed integer nonlinear optimization model for gas sale company.
Optim. Lett., 2007

2006
Horizon and stages in applications of stochastic programming in finance.
Ann. Oper. Res., 2006

2005
Risk factor analysis and portfolio immunization in the corporate bond market.
Eur. J. Oper. Res., 2005

Extensions of the Ho and Lee interest-rate model to the multinomial case.
Eur. J. Oper. Res., 2005

2001
From data to model and back to data: A bond portfolio management problem.
Eur. J. Oper. Res., 2001

2000
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study.
Ann. Oper. Res., 2000

Bond portfolio management with repo contracts: the Italian case.
Ann. Oper. Res., 2000

1998
Perturbations of M-matrices via ABS methods and their applications to input-output analysis.
Appl. Math. Comput., 1998

Highly parallel computing in simulation on dynamic bond portfolio management.
Proceedings of APL98 Conference on Array Processing Languages, 1998

1997
On estimating the yield and volatility curves.
Kybernetika, 1997

1992
A Monte-Carlo approach for 0-1 programming problems.
Computing, 1992

1991
Parallel and Symbolic Computation in Finance.
Proceedings of the Fifth SIAM Conference on Parallel Processing for Scientific Computing, 1991


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