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Vittorio Moriggia · Study

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Vittorio Moriggia

6 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0002-6798-5794

h-index6

i106

Citations215

Works here6

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Most cited in this library

Individual optimal pension allocation under stochastic dominance constraints2016 · 47 citations
On the no-arbitrage condition in option implied trees2007 · 36 citations
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination2018 · 36 citations
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study2000 · 36 citations
Call and put implied volatilities and the derivation of option implied trees2003 · 31 citations

Works

6 shown

Pension fund management with hedging derivatives, stochastic dominance and nodal contamination

Omega·2018·3 authors·Open access

36citations

Individual optimal pension allocation under stochastic dominance constraints

Annals of Operations Research·2016·3 authors·Open access

47citations

Retirement planning in individual asset-liability management

IMA Journal of Management Mathematics·2012·5 authors

29citations

On the no-arbitrage condition in option implied trees

European Journal of Operational Research·2007·3 authors·Open access

36citations

Call and put implied volatilities and the derivation of option implied trees

RePEc: Research Papers in Economics·2003·3 authors·preprint

31citations

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study

Annals of Operations Research·2000·3 authors

36citations