| Postoptimality for scenario based financial planning models with an application to bond portfolio management J Dupacová, M Bertocchi, V Moriggia Worldwide Asset and Liability Modeling 10, 263, 1998 | 59 | 1998 |
| Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study M Bertocchi, V Moriggia, J Dupačová Annals of Operations Research 99, 267-286, 2000 | 49 | 2000 |
| Individual optimal pension allocation under stochastic dominance constraints M Kopa, V Moriggia, S Vitali Annals of Operations Research 260, 255-291, 2018 | 43 | 2018 |
| Retirement planning in individual asset–liability management G Consigli, G Iaquinta, V Moriggia, M Di Tria, D Musitelli IMA Journal of Management Mathematics 23 (4), 365-396, 2012 | 37 | 2012 |
| Pension fund management with hedging derivatives, stochastic dominance and nodal contamination V Moriggia, M Kopa, S Vitali Omega 87, 127-141, 2019 | 34 | 2019 |
| Horizon and stages in applications of stochastic programming in finance M Bertocchi, V Moriggia, J Dupačová Annals of Operations Research 142, 63-78, 2006 | 30 | 2006 |
| Path-dependent scenario trees for multistage stochastic programmes in finance G Consigli, G Iaquinta, V Moriggia Quantitative Finance 12 (8), 1265-1281, 2012 | 28 | 2012 |
| On the no-arbitrage condition in option implied trees V Moriggia, S Muzzioli, C Torricelli European Journal of Operational Research 193 (1), 212-221, 2009 | 18 | 2009 |
| Euro bonds: Markets, infrastructure and trends M Bertocchi, G Consigli, R Giacometti, V Moriggia, S Ortobelli, ... World Scientific, 2013 | 17 | 2013 |
| Dynamic portfolio management for property and casualty insurance G Consigli, M Tria, M Gaffo, G Iaquinta, V Moriggia, A Uristani Stochastic Optimization Methods in Finance and Energy: New Financial …, 2011 | 17 | 2011 |
| Pricing nondiversifiable credit risk in the corporate Eurobond market J Abaffy, M Bertocchi, J Dupačová, V Moriggia, G Consigli Journal of Banking & Finance 31 (8), 2233-2263, 2007 | 17 | 2007 |
| Long-term individual financial planning under stochastic dominance constraints G Consigli, V Moriggia, S Vitali Annals of Operations Research 292 (2), 973-1000, 2020 | 16 | 2020 |
| 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 |
| Testing the structure of multistage stochastic programs J Dupačová, M Bertocchi, V Moriggia Computational Management Science 6, 161-185, 2009 | 14 | 2009 |
| 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 |
| Applying stochastic programming to insurance portfolios stress-testing G Consigli, V Moriggia Quantitative Finance Letters 2 (1), 7-13, 2014 | 12 | 2014 |
| Bond portfolio management via stochastic programming M Bertocchi, V Moriggia, J Dupačová Handbook of asset and liability management, 305-336, 2008 | 12 | 2008 |
| On generating scenarios for bond portfolios J Abaffy, M Bertocchi, J Dupačová, V Moriggia Bulletin of the Czech Econometric Society 7, 2000 | 12 | 2000 |
| Sensitivity analysis of a bond portfolio model for the Italian market M Bertocchi, J Dupacová, V Moriggia Control and Cybernetics 29 (2), 595-615, 2000 | 12 | 2000 |
Giorgio ConsigliKhalifa University of Science and TechnologyVerified email at ku.ac.ae
