Vittorio Moriggia - Concepedia

Author

Vittorio Moriggia

University of Bergamo ORCID

Also Known As

V. Moriggia, VITTORIO MORIGGIA, Vittorio Moriggia, Vittrio, Moriggia

Publications

527

Citations

H-Index

Concepts

All Affiliations

University of Bergamo Charles University VSB - Technical University of Ostrava

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	8	8	199
2	Economics	7	7	188
3	Engineering	5	5	71
4	Management	5	5	101
5	Computer Science	2	2	23

Vittorio Moriggia

Publications

426

Citations

H-Index

Page 1

	Year	Citations
Individual optimal pension allocation under stochastic dominance constraints Miloš Kopa, Vittorio Moriggia, Sebastiano Vitali Annals of Operations Research EconomicsAsset PricingBusinessEconomic AnalysisIntertemporal Portfolio Choice	2016	47
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
On the no-arbitrage condition in option implied trees Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli European Journal of Operational Research Tree LanguageOption PricingTree AutomatonDiscrete MathematicsNo-arbitrage Condition	2007	36
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination Vittorio Moriggia, Miloš Kopa, Sebastiano Vitali Omega EconomicsNodal ContaminationAsset PricingFinancial Risk ManagementFund Management	2018	35
Call and put implied volatilities and the derivation of option implied trees Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli	2003	31
Retirement planning in individual asset-liability management Giorgio Consigli, Gaetano Iaquinta, Vittorio Moriggia, IMA Journal of Management Mathematics	2012	29
Postoptimality for Scenario Based Financial Planning Models with an Application to Bond Portfolio Management Jitka Dupačová, Maria Bertocchi, Vittorio Moriggia Aisberg (University of Bergamo) EconomicsPortfolio OptimizationAsset PricingPortfolio SelectionPortfolio Allocation	1998	29
Horizon and stages in applications of stochastic programming in finance Marida Bertocchi, Vittorio Moriggia, Jitka Dupačová Annals of Operations Research Stochastic ProgrammingEconomicsComputational FinanceAsset PricingBusiness	2006	26
Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints Ruth Domínguez, Sebastiano Vitali, Miguel Carrión, Energy Economics Power MarketEconomicsEngineeringEuropean Power SystemSmart Grid	2021	20
Portfolio optimization with asset preselection using data envelopment analysis Mohammad Mehdi Hosseinzadeh, Sergio Ortobelli Lozza, Farhad Hosseinzadeh Lotfı, Central European Journal of Operations Research	2022	20

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