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Disambiguation of "Bertocchi, Marida"

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A nonparametric model for analysis of the EURO bond market

, , , , , and . Journal of Economic Dynamics and Control, 27 (6): 1113--1131 (April 2003)

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Daniela Bertocchi

Timo Bertocchi

 

Other publications of authors with the same name

Optimal Kinematics of a Looped Filament., , and . J. Optimization Theory and Applications, 159 (2): 489-506 (2013)From data to model and back to data: A bond portfolio management problem., and . Eur. J. Oper. Res., 134 (2): 261-278 (2001)Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures., , , and . Optim. Methods Softw., 31 (2): 305-327 (2016)A leader-followers model of power transmission capacity expansion in a market driven environment., , and . Comput. Manag. Science, 13 (1): 87-118 (2016)A stochastic model for investments in different technologies for electricity production in the long period., , , and . Central Eur. J. Oper. Res., 22 (2): 407-426 (2014)Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study., , and . Ann. Oper. Res., 99 (1-4): 267-286 (2000)Monotonic bounds in multistage mixed-integer stochastic programming., , and . Comput. Manag. Science, 13 (3): 423-457 (2016)A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches., , and . Comput. Manag. Science, 14 (1): 5-44 (2017)Stable distributions in the Black--Litterman approach to asset allocation, , , and . Quantitative Finance, 7 (4): 423--433 (2007)Testing the structure of multistage stochastic programs., , and . Comput. Manag. Sci., 6 (2): 161-185 (2009)