( en | de | ru )

 

Disambiguation of "Moriggia, Vittorio"

Author of the publication

copydeleteadd this publication to your clipboard
A nonparametric model for analysis of the EURO bond market

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

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Vittorio Saggiomo

Vittorio Prada

Vittorio Cardano

Vittorio Marelli

Vittorio Bellotti

 

Other publications of authors with the same name

Long-term individual financial planning under stochastic dominance constraints., , and . Ann. Oper. Res., 292 (2): 973-1000 (2020)Portfolio optimization with asset preselection using data envelopment analysis., , , and . Central Eur. J. Oper. Res., 31 (1): 287-310 (March 2023)Comparing stage-scenario with nodal formulation for multistage stochastic problems., , and . 4OR, 19 (4): 613-631 (2021)Evaluation of scenario reduction algorithms with nested distance., , , and . Comput. Manag. Sci., 17 (2): 241-275 (2020)Pension fund management with investment certificates and stochastic dominance., and . Ann. Oper. Res., 299 (1): 273-292 (2021)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)A nonparametric model for analysis of the EURO bond market, , , , , and . Journal of Economic Dynamics and Control, 27 (6): 1113--1131 (April 2003)Individual optimal pension allocation under stochastic dominance constraints., , and . Ann. Oper. Res., 260 (1-2): 255-291 (2018)Horizon and stages in applications of stochastic programming in finance., , and . Ann. Oper. Res., 142 (1): 63-78 (2006)Testing the structure of multistage stochastic programs., , and . Comput. Manag. Sci., 6 (2): 161-185 (2009)