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Elena Vigna
Publication Activity (10 Years)
Years Active: 2012-2022
Publications (10 Years): 1
Top Topics
Spanning Tree
Extreme Value Theory
Optimization Problems
Maintaining Consistency
Top Venues
SIAM J. Financial Math.
Eur. J. Oper. Res.
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Publications
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Elena Vigna
Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems.
SIAM J. Financial Math.
13 (1) (2022)
Marina Di Giacinto
,
Salvatore Federico
,
Fausto Gozzi
,
Elena Vigna
Income drawdown option with minimum guarantee.
Eur. J. Oper. Res.
234 (3) (2014)
Marina Di Giacinto
,
Elena Vigna
On the sub-optimality cost of immediate annuitization in DC pension funds.
Central Eur. J. Oper. Res.
20 (3) (2012)