Vittorio Moriggia

Publication Activity (10 Years)

Years Active: 1998-2023
Publications (10 Years): 8

Top Topics

Fuzzy Random Variables

Optimal Portfolio

Stochastic Dominance

Investment Strategies

Top Venues

Ann. Oper. Res.

Comput. Manag. Sci.

Central Eur. J. Oper. Res.

Publications

Mohammad Mehdi Hosseinzadeh, Sergio Ortobelli Lozza, Farhad Hosseinzadeh Lotfi, Vittorio Moriggia
Portfolio optimization with asset preselection using data envelopment analysis. Central Eur. J. Oper. Res. 31 (1) (2023)
Sebastiano Vitali, Vittorio Moriggia
Pension fund management with investment certificates and stochastic dominance. Ann. Oper. Res. 299 (1) (2021)
Sebastiano Vitali, Ruth Domínguez, Vittorio Moriggia
Comparing stage-scenario with nodal formulation for multistage stochastic problems. 4OR 19 (4) (2021)
Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali
Long-term individual financial planning under stochastic dominance constraints. Ann. Oper. Res. 292 (2) (2020)
Markéta Horejsová, Sebastiano Vitali, Milos Kopa, Vittorio Moriggia
Evaluation of scenario reduction algorithms with nested distance. Comput. Manag. Sci. 17 (2) (2020)
Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. Comput. Manag. Sci. 15 (3-4) (2018)
Milos Kopa, Vittorio Moriggia, Sebastiano Vitali
Individual optimal pension allocation under stochastic dominance constraints. Ann. Oper. Res. 260 (1-2) (2018)
Sebastiano Vitali, Vittorio Moriggia, Milos Kopa
Optimal pension fund composition for an Italian private pension plan sponsor. Comput. Manag. Sci. 14 (1) (2017)
Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli
On the no-arbitrage condition in option implied trees. Eur. J. Oper. Res. 193 (1) (2009)
Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia
Testing the structure of multistage stochastic programs. Comput. Manag. Sci. 6 (2) (2009)
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
Horizon and stages in applications of stochastic programming in finance. Ann. Oper. Res. 142 (1) (2006)
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study. Ann. Oper. Res. 99 (1-4) (2000)
Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová
Highly parallel computing in simulation on dynamic bond portfolio management. APL (1998)