Zobrazeno 1 - 10
of 45
pro vyhledávání: '"VITTORIO MORIGGIA"'
Autor:
Giorgio Felizzato, Nicola Liberatore, Sandro Mengali, Roberto Viola, Vittorio Moriggia, Francesco Saverio Romolo
Publikováno v:
Chemosensors, Vol 12, Iss 8, p 152 (2024)
Illicit drug production in clandestine laboratories involves the use of large quantities of different chemicals that can be obtained for legitimate purposes. The identification of these chemicals, including reagents, catalyzers and solvents, is cruci
Externí odkaz:
https://doaj.org/article/01397b3d6ea24e61ac1047d6298a45bf
Autor:
József Abaffy, Vittorio Moriggia
Publikováno v:
Miskolc Mathematical Notes, Vol 25, Iss 1, p 5 (2024)
The aim of the article is to increase the accuracy of ATAATAAAx=BBbATAATA
Externí odkaz:
https://doaj.org/article/293787c4189e4f4d829056b1bce2c023
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 7, Iss 2, Pp 1950002-1-1950002-18 (2019)
Investment certificates are securitized derivatives built as a combination of financial instruments. The financial engineering process aims to create new payoff profiles that allow investors to diversify or to hedge the risk of their portfolios. Such
Externí odkaz:
https://doaj.org/article/97887f6dc11a4a4fa5c697ca18341fc7
Publikováno v:
Investment Management & Financial Innovations, Vol 14, Iss 2, Pp 176-190 (2017)
The asset management sector is constantly looking for a reliable investment strategy, which is able to keep its promises. One of the most used approaches is the target volatility strategy that combines a risky asset with a risk-free trying to maintai
Externí odkaz:
https://doaj.org/article/89fb714789e040c0a7bb10eb374ab520
Autor:
Marida Bertocchi, Giorgio Consigli, Rosella Giacometti, Vittorio Moriggia, Sergio Ortobelli, Rita Laura D'ecclesia
Euro Bonds: Markets, Infrastructure and Trends presents the most recent developments in the Euro bond market. It discusses the problems of the Euro countries, the proposed solutions advocated by European as well as international institutions and inve
Publikováno v:
4OR. 19:613-631
To solve real life problems under uncertainty in Economics, Finance, Energy, Transportation and Logistics, the use of stochastic optimization is widely accepted and appreciated. However, the nature of stochastic programming leads to a conflict betwee
Autor:
Mohammad Mehdi Hosseinzadeh, Sergio Ortobelli Lozza, Farhad Hosseinzadeh Lotfi, Vittorio Moriggia
This paper uses data envelopment analysis (DEA) approach as a nonparametric efficiency analysis tool to preselect efficient assets in large-scale portfolio problems. Thus, we reduce the dimensionality of portfolio problems, considering multiple asset
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10bb8a72baf3b1cc22e453ab49a86323
http://hdl.handle.net/10084/148653
http://hdl.handle.net/10084/148653
Publikováno v:
Omega. 87:127-141
The main goal of a pension fund manager is sustainability. We propose an Asset and Liability Management model structured as a multi-stage stochastic programming problem adopting a discrete scenario tree and a multi-objective function. Among other con
Publikováno v:
Annals of Operations Research. 292:973-1000
We analyse an optimal goal-based households’ asset-liability management problem characterised by a real estate target and a retirement goal over a long-term planning horizon. The problem is formulated as a multistage stochastic program and we evalu
In this paper we develop an analysis of the efficiency of the expansion strategies to be followed to attain the emissions targets established by the European Commission in the Energy Roadmap 2050. A multi-stage investment model in generating and stor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::05aede2f7e6a7d62393017d91251a868
http://hdl.handle.net/10446/185930
http://hdl.handle.net/10446/185930