Enrico Biffis

Publication Activity (10 Years)

Years Active: 2009-2023
Publications (10 Years): 3

Top Topics

Optimal Portfolio

Top Venues

Ann. Oper. Res.

SIAM J. Control. Optim.

Eur. J. Oper. Res.

Publications

Emilio Barucci, Enrico Biffis, Daniele Marazzina
Health insurance, portfolio choice, and retirement incentives. Eur. J. Oper. Res. 307 (2) (2023)
Davide Benedetti, Enrico Biffis, Fotis Chatzimichalakis, Luciano Lilloy Fedele, Ian Simm
Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy. Ann. Oper. Res. 299 (1) (2021)
Enrico Biffis, Fausto Gozzi, Cecilia Prosdocimi
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case. SIAM J. Control. Optim. 58 (4) (2020)
Anna Rita Bacinello, Enrico Biffis, Pietro Millossovich
Pricing life insurance contracts with early exercise features. J. Comput. Appl. Math. 233 (1) (2009)