Vittorio Moriggia

Orcid: 0000-0002-6798-5794

According to our database1, Vittorio Moriggia authored at least 13 papers between 1998 and 2023.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2023
Portfolio optimization with asset preselection using data envelopment analysis.
Central Eur. J. Oper. Res., March, 2023

2021
Pension fund management with investment certificates and stochastic dominance.
Ann. Oper. Res., 2021

Comparing stage-scenario with nodal formulation for multistage stochastic problems.
4OR, 2021

2020
Evaluation of scenario reduction algorithms with nested distance.
Comput. Manag. Sci., 2020

Long-term individual financial planning under stochastic dominance constraints.
Ann. Oper. Res., 2020

2018
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming.
Comput. Manag. Sci., 2018

Individual optimal pension allocation under stochastic dominance constraints.
Ann. Oper. Res., 2018

2017
Optimal pension fund composition for an Italian private pension plan sponsor.
Comput. Manag. Sci., 2017

2009
On the no-arbitrage condition in option implied trees.
Eur. J. Oper. Res., 2009

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

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

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

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


  Loading...