Pension fund management with investment certificates and stochastic dominance von Vitali, Sebastiano, Moriggia, Vittorio

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Long-term individual financial planning under stochastic dominance constraints von Consigli, Giorgio, Moriggia, Vittorio, Vitali, Sebastiano

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Evaluation of scenario reduction algorithms with nested distance von Horejšová, Markéta, Vitali, Sebastiano, Kopa, Miloš, Moriggia, Vittorio

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THE INVESTMENT CERTIFICATES IN THE ITALIAN MARKET: A COMPARISON OF QUOTED AND ESTIMATED PRICES von VIGANÒ, BRANDO, VITALI, SEBASTIANO, MORIGGIA, VITTORIO, ZANOTTI, GIOVANNA

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Computing Agents' Reputation within a Network von Grigis, Federico, Ortobelli Lozza, Sergio, Vitali, Sebastiano

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Price and market risk reduction for bond portfolio selection in BRICS markets von Ortobelli Lozza, Sergio, Petronio, Filomena, Vitali, Sebastiano

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Multistage multivariate nested distance: An empirical analysis von Vitali, Sebastiano

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Pension fund management with hedging derivatives, stochastic dominance and nodal contamination von Moriggia, Vittorio, Kopa, Miloš, Vitali, Sebastiano

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Investments in transmission lines and storage units considering second-order stochastic dominance constraints von Domínguez, Ruth, Carrión, Miguel, Vitali, Sebastiano

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A conservative discontinuous target volatility strategy von Cirelli, Simone, Vitali, Sebastiano, Ortobelli Lozza, Sergio, Moriggia, Vittorio

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Multistage stochastic dominance: an application to pension fund management von Kopa, Miloš, Moriggia, Vittorio, Vitali, Sebastiano

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Individual optimal pension allocation under stochastic dominance constraints von Kopa, Miloš, Moriggia, Vittorio, Vitali, Sebastiano

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Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints von Domínguez, Ruth, Vitali, Sebastiano, Carrión, Miguel, Moriggia, Vittorio

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Using interpolated implied volatility for analysing exogenous market changes von Maciak, Matúš, Vitali, Sebastiano

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Implied volatility smoothing at COVID-19 times von Vitali, Sebastiano, Kopa, Miloš, Giana, Gabriele

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Comparing stage-scenario with nodal formulation for multistage stochastic problems von Vitali, Sebastiano, Domínguez, Ruth, Moriggia, Vittorio

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Portfolio selection strategy for fixed income markets with immunization on average von Ortobelli, Sergio, Vitali, Sebastiano, Cassader, Marco, Tichý, Tomáš

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Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming von Consigli, Giorgio, Moriggia, Vittorio, Vitali, Sebastiano, Mercuri, Lorenzo

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Optimal pension fund composition for an Italian private pension plan sponsor von Vitali, Sebastiano, Moriggia, Vittorio, Kopa, Miloš

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Investment disputes and their explicit role in option market uncertainty and overall risk instability von Drábek, Zdeněk, Kopa, Miloš, Maciak, Matúš, Pešta, Michal, Vitali, Sebastiano

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