Concepedia

Marida Bertocchi

MB

19

Publications

500

Citations

14

H-Index

1990

Active since

Affiliations

University of Bergamo(Current)

Charles University

University of California, Santa Barbara

Brescia University

University of Brescia

Marida Bertocchi is an author at University of Bergamo specializing in engineering, business, and finance.

Top concepts

EngineeringBusinessFinanceOperations ResearchSystems EngineeringQuantitative ManagementMathematical ProgrammingAccountingManagementStatistics

Publications per year

1990–2017

19

Publications

19

Stable distributions in the Black–Litterman approach to asset allocation

Rosella Giacometti, Marida Bertocchi, Svetlozar T. Rachev et al. · Quantitative Finance · 2007 · 63 citations

Alternative Risk Measures, Asset Allocation, Portfolio Management +17

A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates

Rosella Giacometti, Marida Bertocchi, Svetlozar T. Rachev et al. · Insurance Mathematics and Economics · 2011 · 55 citations

Forecasting Methodology, Engineering, Global Health +8

Bounds in Multistage Linear Stochastic Programming

Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi · Journal of Optimization Theory and Applications · 2013 · 54 citations

Mathematical Programming, Engineering, Stochastic Optimization +3

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

Aggregation issues in operational risk

Rosella Giacometti, Svetlozar T. Rachev, Anna Chernobai et al. · The Journal of Operational Risk · 2008 · 36 citations

Empirical Finance, Copula Approach, Engineering +21

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