Highly parallel computing in simulation on dynamic bond portfolio management. - Vittorio Moriggia; Marida Bertocchi; Jitka Dupacová (APL, 1998)

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study. - Marida Bertocchi; Vittorio Moriggia; Jitka Dupacová (Ann. Oper. Res., 2000)

Horizon and stages in applications of stochastic programming in finance. - Marida Bertocchi; Vittorio Moriggia; Jitka Dupacová (Ann. Oper. Res., 2006)

Testing the structure of multistage stochastic programs. - Jitka Dupacová; Marida Bertocchi; Vittorio Moriggia (Comput. Manag. Sci., 2009)

On the no-arbitrage condition in option implied trees. - Vittorio Moriggia; Silvia Muzzioli; Costanza Torricelli (Eur. J. Oper. Res., 2009)

Optimal pension fund composition for an Italian private pension plan sponsor. - Sebastiano Vitali; Vittorio Moriggia; Milos Kopa (Comput. Manag. Sci., 2017)

Individual optimal pension allocation under stochastic dominance constraints. - Milos Kopa; Vittorio Moriggia; Sebastiano Vitali (Ann. Oper. Res., 2018)

Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. - Giorgio Consigli; Vittorio Moriggia; Sebastiano Vitali; Lorenzo Mercuri (Comput. Manag. Sci., 2018)

Long-term individual financial planning under stochastic dominance constraints. - Giorgio Consigli; Vittorio Moriggia; Sebastiano Vitali (Ann. Oper. Res., 2020)

Evaluation of scenario reduction algorithms with nested distance. - Markéta Horejsová; Sebastiano Vitali; Milos Kopa; Vittorio Moriggia (Comput. Manag. Sci., 2020)

Comparing stage-scenario with nodal formulation for multistage stochastic problems. - Sebastiano Vitali; Ruth Domínguez; Vittorio Moriggia (4OR, 2021)

Pension fund management with investment certificates and stochastic dominance. - Sebastiano Vitali; Vittorio Moriggia (Ann. Oper. Res., 2021)

Portfolio optimization with asset preselection using data envelopment analysis. - Mohammad Mehdi Hosseinzadeh; Sergio Ortobelli Lozza; Farhad Hosseinzadeh Lotfi; Vittorio Moriggia (Central Eur. J. Oper. Res., 2023)