Violi Antonio

Antonio Violi

Information about the author Antonio Violi will soon be added to the site.
Found 5 papers in total
A multistage stochastic programming approach for capital budgeting problems under uncertainty
A multistage stochastic programming approach for capital budgeting problems under uncertainty
2013
This paper addresses the capital budgeting problem under uncertainty. In particular,...
Scenario‐based dynamic corporate bond portfolio management
Scenario‐based dynamic corporate bond portfolio management
2012
The 2008 credit crisis has deeply affected the price of corporate liabilities in both...
Capital rationing problems under uncertainty and risk
Capital rationing problems under uncertainty and risk
2012
Capital rationing is a major problem in managerial decision making. The classical...
A multistage formulation for generation companies in a multi-auction electricity market
A multistage formulation for generation companies in a multi-auction electricity market
2010
In this paper, we deal with the definition of a decision model for a producer...
Generating scenario trees: A parallel integrated simulation–optimization approach
Generating scenario trees: A parallel integrated simulation–optimization approach
2010
A crucial issue for addressing decision-making problems under uncertainty is the...
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