VITALI, Sebastiano Statistiche

VITALI, Sebastiano  

Dipartimento di Scienze Economiche  

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Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
1-gen-2023 Implied volatility smoothing at COVID-19 times Vitali, Sebastiano; Kopa, Miloš; Giana, Gabriele 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2023 Investment disputes and their explicit role in option market uncertainty and overall risk instability Drábek, Z.; Kopa, M.; Maciak, M.; Pešta, M.; Vitali, Sebastiano 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2021 Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints DOMINGUEZ MARTIN, Maria Ruth; Vitali, Sebastiano; Carrión, Miguel; Moriggia, Vittorio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2021 Insights for stochastic dominance extension in a multistage framework Vitali, Sebastiano 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations
1-gen-2021 Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources DOMINGUEZ MARTIN, Maria Ruth; Vitali, Sebastiano 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Comparing stage-scenario with nodal formulation for multistage stochastic problems Vitali, Sebastiano; Dominguez, R.; Moriggia, Vittorio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Evaluation of scenario reduction algorithms with nested distance Horejšová, Markéta; Vitali, Sebastiano; Kopa, Milos; Moriggia, Vittorio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Implied Volatility Surface Estimation via Quantile Regularization Maciak, Matúš; Pešta, Michal; Vitali, Sebastiano 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations
1-gen-2020 Laboratorio di informatica. Excel Moriggia, Vittorio; Vitali, Sebastiano 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books
1-gen-2020 Long-term individual financial planning under stochastic dominance constraints Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
9-nov-2020 Pension fund management with investment certificates and stochastic dominance Vitali, Sebastiano; Moriggia, Vittorio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints Cassader, Marco; Tichy, Tomas; Vitali, Sebastiano 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books
1-gen-2019 Pension fund management with hedging derivatives, stochastic dominance and nodal contamination Moriggia, Vittorio; Kopa, Miloš; Vitali, Sebastiano 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 The investment certificates in the Italian market: a comparison of quoted and estimated prices Viganò, Brando; Vitali, Sebastiano; Moriggia, Vittorio; Zanotti, Giovanna 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Individual optimal pension allocation under stochastic dominance constraints Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Motivations and Expectations of Students’ Mobility Abroad: A Mapping Technique Caviezel, Valeria; Falzoni, Anna Maria; Vitali, Sebastiano 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays
1-gen-2018 Multistage multivariate nested distance: An empirical analysis Vitali, Sebastiano 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano; Mercuri, Lorenzo 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Optimal multistage defined-benefit pension fund management Consigli, Giorgio; Moriggia, Vittorio; Benincasa, Elena; Landoni, Giacomo Maria; Petronio, Filomena; Vitali, Sebastiano; Tria, Massimo di; Skoric, Mario; Uristani, Angelo 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays
1-gen-2018 Pension Fund Management in a Stochastic Optimization Framework Vitali, Sebastiano 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books