Vittorio Moriggia

Vittorio Moriggia

Università degli Studi di Bergamo - Bergamo / Italy
Engineering & Technology / Computer Science
AD Scientific Index ID: 1872648
University of Bergamo
person_outline Vittorio Moriggia's MOST POPULAR ARTICLES
1-) Postoptimality for scenario based financial planning models with an application to bond portfolio managementJ Dupacová, M Bertocchi, V MoriggiaCambridge University Press, 1998591998
2-) Individual optimal pension allocation under stochastic dominance constraintsM Kopa, V Moriggia, S VitaliAnnals of Operations Research 260, 255-291, 2018492018
3-) Sensitivity of bond portfolio\'s behavior with respect to random movements in yield curve: A simulation studyM Bertocchi, V Moriggia, J DupačováAnnals of Operations Research 99, 267-286, 2000492000
4-) Pension fund management with hedging derivatives, stochastic dominance and nodal contaminationV Moriggia, M Kopa, S VitaliOmega 87, 127-141, 2019402019
5-) Retirement planning in individual asset–liability managementG Consigli, G Iaquinta, V Moriggia, M Di Tria, D MusitelliIMA Journal of Management Mathematics 23 (4), 365-396, 2012392012