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ORCIDVittorio Moriggia
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2020 – today
- 2023
[j12]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): 287-310 (2023)- 2021
- [j11]Sebastiano Vitali, Ruth Domínguez, Vittorio Moriggia:
Comparing stage-scenario with nodal formulation for multistage stochastic problems. 4OR 19(4): 613-631 (2021) - [j10]Sebastiano Vitali, Vittorio Moriggia:
Pension fund management with investment certificates and stochastic dominance. Ann. Oper. Res. 299(1): 273-292 (2021) - 2020
- [j9]Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali:
Long-term individual financial planning under stochastic dominance constraints. Ann. Oper. Res. 292(2): 973-1000 (2020) - [j8]Markéta Horejsová, Sebastiano Vitali, Milos Kopa, Vittorio Moriggia:
Evaluation of scenario reduction algorithms with nested distance. Comput. Manag. Sci. 17(2): 241-275 (2020)
2010 – 2019
- 2018
- [j7]Milos Kopa, Vittorio Moriggia, Sebastiano Vitali:
Individual optimal pension allocation under stochastic dominance constraints. Ann. Oper. Res. 260(1-2): 255-291 (2018) - [j6]Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri:
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. Comput. Manag. Sci. 15(3-4): 599-632 (2018) - 2017
- [j5]Sebastiano Vitali, Vittorio Moriggia, Milos Kopa:
Optimal pension fund composition for an Italian private pension plan sponsor. Comput. Manag. Sci. 14(1): 135-160 (2017)
2000 – 2009
- 2009
- [j4]Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia:
Testing the structure of multistage stochastic programs. Comput. Manag. Sci. 6(2): 161-185 (2009) - [j3]Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli:
On the no-arbitrage condition in option implied trees. Eur. J. Oper. Res. 193(1): 212-221 (2009) - 2006
- [j2]Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová:
Horizon and stages in applications of stochastic programming in finance. Ann. Oper. Res. 142(1): 63-78 (2006) - 2000
- [j1]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): 267-286 (2000)
1990 – 1999
- 1998
- [c1]Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová:
Highly parallel computing in simulation on dynamic bond portfolio management. APL 1998: 215-221
Coauthor Index
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