Concepedia
Statistics
Publications
10
Citations
205
H-Index
Active since
2016
Affiliations
University of Bergamo(Current)
Charles University
VSB - Technical University of Ostrava
University of Brescia
Sebastiano Vitali is an author at University of Bergamo specializing in finance, economics, and business.
Top concepts
FinanceEconomicsBusinessManagementEngineeringAsset PricingPortfolio OptimizationMathematical ProgrammingInsuranceEconomic Analysis
Publications per year
2016–2021
Individual optimal pension allocation under stochastic dominance constraints
Miloš Kopa, Vittorio Moriggia, Sebastiano Vitali · Annals of Operations Research · 2016 · 47 citations · Full text
Economics, Asset Pricing, Business +5
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
Vittorio Moriggia, Miloš Kopa, Sebastiano Vitali · Omega · 2018 · 35 citations · Full text
Economics, Nodal Contamination, Asset Pricing +10
Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources
Ruth Domínguez, Sebastiano Vitali · Energy · 2021 · 22 citations
Mathematical Programming, Multi-chronological Hierarchical Clustering, Distributed Energy System +13
Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints
Ruth Domínguez, Sebastiano Vitali, Miguel Carrión et al. · Energy Economics · 2021 · 20 citations
Power Market, Economics, Engineering +12
Long-term individual financial planning under stochastic dominance constraints
Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali · Annals of Operations Research · 2019 · 19 citations · Full text
Economics, Business, Intertemporal Portfolio Choice +3
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