Concepedia

Vittorio Moriggia

VM

19

Publications

426

Citations

13

H-Index

1998

Active since

Affiliations

University of Bergamo(Current)

Charles University

VSB - Technical University of Ostrava

Vittorio Moriggia is an author at University of Bergamo specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingManagementEngineeringFinancial EngineeringMathematical ProgrammingPortfolio OptimizationQuantitative Management

Publications per year

1998–2022

19

Publications

19

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

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study

Marida Bertocchi, Vittorio Moriggia, Jitka Dupačová · Annals of Operations Research · 2000 · 36 citations

On the no-arbitrage condition in option implied trees

Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli · European Journal of Operational Research · 2007 · 36 citations · Full text

Tree Language, Option Pricing, Tree Automaton +2

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

Call and put implied volatilities and the derivation of option implied trees

Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli · 2003 · 31 citations

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