Vittorio Moriggia

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

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., March, 2023

2021

Pension fund management with investment certificates and stochastic dominance.

Sebastiano Vitali, Vittorio Moriggia

Ann. Oper. Res., 2021

Comparing stage-scenario with nodal formulation for multistage stochastic problems.

Sebastiano Vitali, Ruth Domínguez, Vittorio Moriggia

4OR, 2021

2020

Evaluation of scenario reduction algorithms with nested distance.

Markéta Horejsová, Sebastiano Vitali, Milos Kopa, Vittorio Moriggia

Comput. Manag. Sci., 2020

Long-term individual financial planning under stochastic dominance constraints.

Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali

Ann. Oper. Res., 2020

2018

Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming.

Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri

Comput. Manag. Sci., 2018

Individual optimal pension allocation under stochastic dominance constraints.

Milos Kopa, Vittorio Moriggia, Sebastiano Vitali

Ann. Oper. Res., 2018

2017

Optimal pension fund composition for an Italian private pension plan sponsor.

Sebastiano Vitali, Vittorio Moriggia, Milos Kopa

Comput. Manag. Sci., 2017

2009

On the no-arbitrage condition in option implied trees.

Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli

Eur. J. Oper. Res., 2009

Testing the structure of multistage stochastic programs.

Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia

Comput. Manag. Sci., 2009

2006

Horizon and stages in applications of stochastic programming in finance.

Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová

Ann. Oper. Res., 2006

2000

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

1998

Highly parallel computing in simulation on dynamic bond portfolio management.

Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová

Proceedings of APL98 Conference on Array Processing Languages, 1998