Similar Search Results

Portfolio optimization with asset preselection using data envelopment analysis

Hosseinzadeh, Mohammad Mehdi; Ortobelli Lozza, Sergio; … - In: Central European journal of operations research 31 (2023) 1, pp. 287-310

Persistent link: https://www.econbiz.de/10013536131

Price and market risk reduction for bond portfolio selection in BRICS markets

Ortobelli Lozza, Sergio; Petronio, Filomena; Vitali, … - In: Investment management and financial innovations 15 (2018) 1, pp. 120-131

Persistent link: https://www.econbiz.de/10012001413

The pricing of convertible bonds in the presence of structured conversion clauses : the case of Cashes

Bertocchi, Marida; Moriggia, Vittorio; Torricelli, Costanza - In: International journal of financial engineering and risk … 2 (2015) 2, pp. 73-86

Persistent link: https://www.econbiz.de/10011527488

Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints

Domínguez, Ruth; Vitali, Sebastiano; Carrión, Miguel; … - In: Energy economics 101 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013161544

Comparing stage-scenario with nodal formulation for multistage stochastic problems

Vitali, Sebastiano; Domínguez, Ruth; Moriggia, Vittorio - In: 4OR : quarterly journal of the Belgian, French and … 19 (2021) 4, pp. 613-631

Persistent link: https://www.econbiz.de/10012697459

Pension fund management with hedging derivatives, stochastic dominance and nodal contamination

Moriggia, Vittorio; Kopa, Miloš; Vitali, Sebastiano - In: Omega : the international journal of management science 87 (2019), pp. 127-141

Persistent link: https://www.econbiz.de/10012063408

Evaluation of scenario reduction algorithms with nested distance

Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; … - In: Computational management science 17 (2020) 2, pp. 241-275

Persistent link: https://www.econbiz.de/10012272064

Long-term individual financial planning under stochastic dominance constraints

Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano - In: Stochastic optimization: theory and applications, (pp. 973-1000). 2020

Persistent link: https://www.econbiz.de/10012290861

The investment certificates in the Italian market : a comparison of quoted and estimated prices

Viganò, Brando; Vitali, Sebastiano; Moriggia, Vittorio; … - In: Journal of financial management, markets and institutions 7 (2019) 2, pp. 1950002-1-1950002-18

Persistent link: https://www.econbiz.de/10012270681

Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming

Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano; … - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 599-632

Persistent link: https://www.econbiz.de/10011923011