//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A conservative discontinuous t...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
23
Theory
23
Portfolio selection
22
Portfolio-Management
22
Stochastic process
19
Stochastischer Prozess
19
Mathematical programming
10
Mathematische Optimierung
10
Option pricing theory
7
Optionspreistheorie
7
Volatility
6
Volatilität
6
Italy
5
Risiko
5
Risk
5
Capital income
4
Estimation theory
4
Implied volatility
4
Kapitaleinkommen
4
Pension fund
4
Pensionskasse
4
Schätztheorie
4
Stochastic dominance
4
Altersvorsorge
3
Anleihe
3
Bond
3
Derivat
3
Derivative
3
Italien
3
Markov chain
3
Markov-Kette
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option trading
3
Optionsgeschäft
3
Probability theory
3
Retirement provision
3
Wahrscheinlichkeitsrechnung
3
portfolio selection
3
Anlageverhalten
2
more ...
less ...
Online availability
All
Undetermined
33
Free
12
Type of publication
All
Article
60
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Aufsatz im Buch
7
Book section
7
Conference paper
2
Konferenzbeitrag
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
50
Undetermined
21
Author
All
Moriggia, Vittorio
33
Vitali, Sebastiano
19
Ortobelli Lozza, Sergio
17
Bertocchi, Marida
12
Consigli, Giorgio
7
Kopa, Miloš
7
Lozza, Sergio Ortobelli
7
Dupačová, Jitka
6
Moriggia, V.
6
Giacometti, Rosella
5
Biffignandi, Silvia
4
Kouaissah, Noureddine
4
Marino, Alberto
4
Muzzioli, S.
4
Torricelli, C.
4
Abaffy, J.
3
Abaffy, Jozsef
3
Angelelli, Enrico
3
Consigli, G.
3
Domínguez, Ruth
3
Fabozzi, Frank J.
3
Petronio, Filomena
3
Tichý, Tomáš
3
Wong, Wing Keung
3
Arruda Filho, Emílio J. M.
2
Beraldi, Patrizia
2
Bertocchi, M.
2
Carrión, Miguel
2
Cassader, Marco
2
Dupacová, Jitka
2
FABOZZI, FRANK J.
2
Filho, Emilio J.M. Arruda
2
Guo, Xu
2
Iaquinta, Gaetano
2
LOZZA, SERGIO ORTOBELLI
2
Lisser, Abdel
2
Maciak, Matúš
2
Ortobelli, Sergio
2
Rachev, Svetlozar
2
SHALIT, HAIM
2
more ...
less ...
Institution
All
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Dipartimento di Scienze Aziendali, Economiche e Metodi Quatitativi, Università degli Studi di Bergamo
2
World Scientific Publishing Co. Pte. Ltd.
1
Published in...
All
IMA journal of management mathematics
7
Computational Management Science : CMS
5
Computational management science
4
European journal of operational research : EJOR
3
Investment management and financial innovations
3
Advances of OR in commodities and financial modeling
2
Annals of operations research
2
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Energy economics
2
International Journal of Management and Network Economics
2
International journal of management and network economics : IJMNE
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Stochastic optimization: theory and applications
2
Working Papers (2013-)
2
4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies
1
Applied economics
1
Bulletin of the Czech Econometric Society
1
Central European journal of operations research
1
Computational Management Science
1
Computational economics
1
Emerging Markets Finance and Trade
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Euro Bonds:Markets, Infrastructure and Trends
1
European Journal of Operational Research
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of financial engineering and risk management
1
Journal of Banking & Finance
1
Journal of Economic Dynamics and Control
1
Journal of economic dynamics & control
1
Journal of financial management, markets and institutions
1
New operational approaches for financial modelling
1
Omega : the international journal of management science
1
Quantitative Finance
1
Risk measures for the 21st century
1
Theory and Decision
1
Theory and methodology
1
World Scientific Books
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
RePEc
17
OLC EcoSci
8
EconStor
1
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->