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~person:"Allevi, Elisabetta"
~person:"Vitali, Sebastiano"
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Allevi, Elisabetta
Vitali, Sebastiano
Orlando, Giuseppe
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Advances of OR in commodities and financial modeling
2
Stochastic optimization: theory and applications
2
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Behavioral operations management in social networks
1
Energy economics and climate policy modeling
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
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ECONIS (ZBW)
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Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
Allevi, Elisabetta
;
Boffino, L.
;
De Giuli, Maria Elena
; …
-
2019
Persistent link: https://www.econbiz.de/10012000643
Saved in:
2
Individual optimal pension allocation under stochastic dominance constraints
Kopa, Miloš
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Advances of OR in commodities and financial modeling
,
(pp. 255-291)
.
2018
Persistent link: https://www.econbiz.de/10011871403
Saved in:
3
Portfolio selection strategy for fixed income markets with immunization on average
Ortobelli, Sergio
;
Vitali, Sebastiano
;
Cassader, Marco
; …
- In:
Advances of OR in commodities and financial modeling
,
(pp. 395-415)
.
2018
Persistent link: https://www.econbiz.de/10011871422
Saved in:
4
Decomposition method for oligopolistic competitive models with common environmental regulation
Allevi, Elisabetta
;
Gnudi, Adriana
;
Konnov, Igor V.
; …
- In:
Behavioral operations management in social networks
,
(pp. 441-467)
.
2018
Persistent link: https://www.econbiz.de/10011896945
Saved in:
5
Optimal multistage defined-benefit pension fund management
Consigli, Giorgio
;
Moriggia, Vittorio
;
Benincasa, Elena
; …
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 267-296)
.
2018
Persistent link: https://www.econbiz.de/10011898658
Saved in:
6
Bounds in multi-horizon stochastic programs
Maggioni, Francesca
;
Allevi, Elisabetta
;
Tomasgard, Asgeir
- In:
Stochastic optimization: theory and applications
,
(pp. 605-625)
.
2020
Persistent link: https://www.econbiz.de/10012290807
Saved in:
7
Long-term individual financial planning under stochastic dominance constraints
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Stochastic optimization: theory and applications
,
(pp. 973-1000)
.
2020
Persistent link: https://www.econbiz.de/10012290861
Saved in:
8
An equilibrium model for the cement sector : EU-ETS analysis with power contracts
Allevi, Elisabetta
;
Oggioni, G.
;
Riccardi, R.
;
Rocco, M.
- In:
Energy economics and climate policy modeling
,
(pp. 63-93)
.
2017
Persistent link: https://www.econbiz.de/10011715473
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