Concepedia
Statistics
Publications
28
Citations
1.5K
H-Index
19
Active since
2001
Affiliations
Collegio Carlo Alberto(Current)
University of Turin
City, University of London
Universität Ulm
Università degli studi di Cassino e del Lazio Meridionale
Elena Vigna is an author at Collegio Carlo Alberto specializing in finance, business, and economics.
Top concepts
FinanceBusinessEconomicsManagementPortfolio OptimizationAsset PricingInsuranceFinancial RiskFinancial EngineeringLongevity
Publications per year
2001–2022
Optimal investment strategies and risk measures in defined contribution pension schemes
Steven Haberman, Elena Vigna · Insurance Mathematics and Economics · 2002 · 179 citations
Economics, Asset Pricing, Risk Measures +9
Optimal investment choices post-retirement in a defined contribution pension scheme
Russell Gerrard, Steven Haberman, Elena Vigna · Insurance Mathematics and Economics · 2004 · 147 citations · Full text
Economics, Portfolio Optimization, Asset Pricing +7
Optimal investment strategy for defined contribution pension schemes
Elena Vigna, Steven Haberman · Insurance Mathematics and Economics · 2001 · 141 citations
Economics, Portfolio Allocation, Business +5
Modelling stochastic mortality for dependent lives
Elisa Luciano, Jaap Spreeuw, Elena Vigna · Insurance Mathematics and Economics · 2008 · 108 citations
Life Prediction, Longevity, Dependent Lives +5
On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
Elena Vigna · Quantitative Finance · 2012 · 106 citations · Full text
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