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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
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Optimal pension fund composition for an Italian private pension plan sponsor
Vitali, Sebastiano; Moriggia, Vittorio; Kopa, Miloš - In: Computational Management Science : CMS 14 (2017) 1, pp. 135-160
Persistent link: https://www.econbiz.de/10011710371
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Optimal multistage defined-benefit pension fund management
Consigli, Giorgio; Moriggia, Vittorio; Benincasa, Elena; … - In: Handbook of recent advances in commodity and financial …, (pp. 267-296). 2018
Persistent link: https://www.econbiz.de/10011898658
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Retirement planning in individual asset-liability management
Consigli, Giorgio; Iaquinta, Gaetano; Moriggia, Vittorio; … - In: IMA journal of management mathematics 23 (2012) 4, pp. 365-396
Persistent link: https://www.econbiz.de/10010127518