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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

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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

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Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming

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

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

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Comparing stage-scenario with nodal formulation for multistage stochastic problems

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

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Evaluation of scenario reduction algorithms with nested distance

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

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Optimal pension fund composition for an Italian private pension plan sponsor

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