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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
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2
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
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3
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
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4
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
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5
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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6
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
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7
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
Saved in:
8
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
Saved in:
9
Individual optimal pension allocation under stochastic dominance constraints
Kopa, Miloš
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Advances of OR in commodities and financial modeling
,
(pp. 255-291)
.
2018
Persistent link: https://www.econbiz.de/10011871403
Saved in:
10
Risk measures for asset allocation models
Giacometti, Rosella
;
Ortobelli Lozza, Sergio
- In:
Risk measures for the 21st century
,
(pp. 69-86)
.
2004
Persistent link: https://www.econbiz.de/10002081521
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