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Marida Bertocchi
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2010 – 2019
- 2017
- [j22]Francesca Maggioni
, Florian A. Potra, Marida Bertocchi:
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches. Comput. Manag. Sci. 14(1): 5-44 (2017) - 2016
- [j21]Paolo Pisciella, Marida Bertocchi, Maria Teresa Vespucci
A leader-followers model of power transmission capacity expansion in a market driven environment. Comput. Manag. Sci. 13(1): 87-118 (2016) - [j20]Francesca Maggioni
Monotonic bounds in multistage mixed-integer stochastic programming. Comput. Manag. Sci. 13(3): 423-457 (2016) - [j19]Maria Teresa Vespucci
Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures. Optim. Methods Softw. 31(2): 305-327 (2016) - 2014
- [j18]Maria Teresa Vespucci
A stochastic model for investments in different technologies for electricity production in the long period. Central Eur. J. Oper. Res. 22(2): 407-426 (2014) - [j17]Francesca Maggioni
Bounds in Multistage Linear Stochastic Programming. J. Optim. Theory Appl. 163(1): 200-229 (2014) - 2013
- [j16]Francesca Maggioni
Optimal Kinematics of a Looped Filament. J. Optim. Theory Appl. 159(2): 489-506 (2013) - 2012
- [j15]Maria Teresa Vespucci
A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants. Ann. Oper. Res. 193(1): 91-105 (2012) - 2011
- [j14]Rosella Giacometti
A Stochastic Model for Mortality Rate on Italian Data. J. Optim. Theory Appl. 149(1): 216-228 (2011)
2000 – 2009
- 2009
- [j13]Marida Bertocchi, Georg Ch. Pflug
Preface. Ann. Oper. Res. 165(1): 1-4 (2009) - [j12]Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia
Testing the structure of multistage stochastic programs. Comput. Manag. Sci. 6(2): 161-185 (2009) - 2008
- [j11]Francesca Maggioni, Maria Teresa Vespucci, Elisabetta Allevi, Maria Ida Bertocchi, Mario Innorta:
A two-stage stochastic optimization model for a gas sale retailer. Kybernetika 44(2): 277-296 (2008) - 2007
- [j10]Elisabetta Allevi
A mixed integer nonlinear optimization model for gas sale company. Optim. Lett. 1(1): 61-69 (2007) - 2006
- [j9]Marida Bertocchi, Vittorio Moriggia
Horizon and stages in applications of stochastic programming in finance. Ann. Oper. Res. 142(1): 63-78 (2006) - 2005
- [j8]Marida Bertocchi, Rosella Giacometti
Risk factor analysis and portfolio immunization in the corporate bond market. Eur. J. Oper. Res. 161(2): 348-363 (2005) - [j7]Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi:
Extensions of the Ho and Lee interest-rate model to the multinomial case. Eur. J. Oper. Res. 163(1): 154-169 (2005) - 2001
- [j6]Jitka Dupacová, Marida Bertocchi:
From data to model and back to data: A bond portfolio management problem. Eur. J. Oper. Res. 134(2): 261-278 (2001) - 2000
- [j5]Marida Bertocchi, Rosella Giacometti, Leon Slominski:
Bond portfolio management with repo contracts: the Italian case. Ann. Oper. Res. 97(1-4): 111-129 (2000) - [j4]Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová:
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study. Ann. Oper. Res. 99(1-4): 267-286 (2000)
1990 – 1999
- 1998
- [j3]Jozsef Abaffy, Marida Bertocchi, Anna Torriero
Perturbations of M-matrices via ABS methods and their applications to input-output analysis. Appl. Math. Comput. 94(2-3): 145-170 (1998) - [c2]Vittorio Moriggia
Highly parallel computing in simulation on dynamic bond portfolio management. APL 1998: 215-221 - 1997
- [j2]Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková:
On estimating the yield and volatility curves. Kybernetika 33(6): 659-673 (1997) - 1992
- [j1]Marida Bertocchi, Luca Brandolini
A Monte-Carlo approach for 0-1 programming problems. Computing 48(3-4): 259-274 (1992) - 1991
- [c1]Marida Bertocchi, Enrico Cavalli, Giovanni Zambruno:
Parallel and Symbolic Computation in Finance. PP 1991: 199-204
Coauthor Index
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