| Individual optimal pension allocation under stochastic dominance constraints M Kopa, V Moriggia, S Vitali Annals of Operations Research 260, 255-291, 2018 | 46 | 2018 |
| Pension fund management with hedging derivatives, stochastic dominance and nodal contamination V Moriggia, M Kopa, S Vitali Omega 87, 127-141, 2019 | 37 | 2019 |
| Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources R Domínguez, S Vitali Energy 227, 120491, 2021 | 20 | 2021 |
| Long-term individual financial planning under stochastic dominance constraints G Consigli, V Moriggia, S Vitali Annals of Operations Research 292 (2), 973-1000, 2020 | 19 | 2020 |
| Portfolio selection strategy for fixed income markets with immunization on average S Ortobelli, S Vitali, M Cassader, T Tichý Annals of Operations Research 260, 395-415, 2018 | 17 | 2018 |
| Optimal multistage defined-benefit pension fund management G Consigli, V Moriggia, E Benincasa, G Landoni, F Petronio, S Vitali, ... Handbook of Recent Advances in Commodity and Financial Modeling …, 2018 | 14 | 2018 |
| Evaluation of scenario reduction algorithms with nested distance M Horejšová, S Vitali, M Kopa, V Moriggia Computational Management Science 17 (2), 241-275, 2020 | 13 | 2020 |
| Optimal pension fund composition for an Italian private pension plan sponsor S Vitali, V Moriggia, M Kopa Computational Management Science 14, 135-160, 2017 | 12 | 2017 |
| Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints R Domínguez, S Vitali, M Carrión, V Moriggia Energy Economics 101, 105438, 2021 | 11 | 2021 |
| Implied volatility and state price density estimation: arbitrage analysis M Kopa, S Vitali, T Tichý, R Hendrych Computational Management Science 14, 559-583, 2017 | 10 | 2017 |
| Some results on pricing of selected exotic options via subordinated Lévy models T Tichý, M Kopa, S Vitali Managing and Modelling of Financial Risks, 610-617, 2012 | 10 | 2012 |
| Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming G Consigli, V Moriggia, S Vitali, L Mercuri Computational Management Science 15 (3), 599-632, 2018 | 9 | 2018 |
| A conservative discontinuous target volatility strategy S Cirelli, SO Lozza, V Moriggia Investment Management & Financial Innovations 14 (2), 176, 2017 | 7 | 2017 |
| Comparing stage-scenario with nodal formulation for multistage stochastic problems S Vitali, R Domínguez, V Moriggia 4OR 19 (4), 613-631, 2021 | 5 | 2021 |
| Pension fund management with investment certificates and stochastic dominance S Vitali, V Moriggia Annals of Operations Research 299 (1), 273-292, 2021 | 5 | 2021 |
| Homogeneous self-dual methods for symmetric cones under uncertainty B Alzalg, F Maggioni, S Vitali FAR EAST JOURNAL OF MATHEMATICAL SCIENCES: FJMS 99 (11), 1603-1632, 2016 | 4 | 2016 |
| Esperienza Erasmus: motivazioni e timori prima della partenza V Caviezel, AM Falzoni, S Vitali STATISTICA & SOCIETÀ 5 (1-2), 2016 | 4 | 2016 |
| The pricing of convertible bonds in the presence of structured conversion clauses: the case of Cashes M Bertocchi, V Moriggia, C Torricelli, S Vitali International Journal of Financial Engineering and Risk Management 2 (2), 73-86, 2015 | 4 | 2015 |
| Exogenous market changes analysis using artificial options volatility M Maciak, S Vitali | 3 | 2023 |
| Implied volatility surface estimation via quantile regularization M Maciak, M Pešta, S Vitali Analytical Methods in Statistics: AMISTAT, Liberec, Czech Republic …, 2020 | 3 | 2020 |
Vittorio MoriggiaAssociate Professor of Computer Science in Finance, University of Bergamo在 unibg.it 的电子邮件经过验证
