Moriggia Vittorio

Vittorio Moriggia

Information about the author Vittorio Moriggia will soon be added to the site.
Found 3 papers in total
Retirement planning in individual asset–liability management
2012
Increasing financial pressure on State‐controlled pension systems has caused,...
Horizon and stages in applications of stochastic programming in finance
2006
To solve a decision problem under uncertainty via stochastic programming means to...
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study
2000
The bond portfolio management problem is formulated as a stochastic program based on...
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