Marida Bertocchi

21 papers Journal 19Unranked 2
YearRankTypeTitle / Venue / Authors
2017 J jnl
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches.
Comput. Manag. Sci.
Francesca Maggioni, Florian A. Potra, Marida Bertocchi
2016 J jnl
A leader-followers model of power transmission capacity expansion in a market driven environment.
Comput. Manag. Sci.
Paolo Pisciella, Marida Bertocchi, Maria Teresa Vespucci
2016 J jnl
Monotonic bounds in multistage mixed-integer stochastic programming.
Comput. Manag. Sci.
Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi
2016 J jnl
Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures.
Optim. Methods Softw.
Maria Teresa Vespucci, Marida Bertocchi, Paolo Pisciella, Stefano Zigrino
2014 J jnl
A stochastic model for investments in different technologies for electricity production in the long period.
Central Eur. J. Oper. Res.
Maria Teresa Vespucci, Marida Bertocchi, Mario Innorta, Stefano Zigrino
2014 J jnl
Bounds in Multistage Linear Stochastic Programming.
J. Optim. Theory Appl.
Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi
2013 J jnl
Optimal Kinematics of a Looped Filament.
J. Optim. Theory Appl.
Francesca Maggioni, Florian A. Potra, Marida Bertocchi
2011 J jnl
A Stochastic Model for Mortality Rate on Italian Data.
J. Optim. Theory Appl.
Rosella Giacometti, Sergio Ortobelli Lozza, Marida Bertocchi
2009 J jnl
Preface.
Ann. Oper. Res.
Marida Bertocchi, Georg Ch. Pflug, Hercules Vladimirou
2009 J jnl
Testing the structure of multistage stochastic programs.
Comput. Manag. Sci.
Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia
2006 J jnl
Horizon and stages in applications of stochastic programming in finance.
Ann. Oper. Res.
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
2005 J jnl
Extensions of the Ho and Lee interest-rate model to the multinomial case.
Eur. J. Oper. Res.
Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi
2005 J jnl
Risk factor analysis and portfolio immunization in the corporate bond market.
Eur. J. Oper. Res.
Marida Bertocchi, Rosella Giacometti, Stavros A. Zenios
2001 J jnl
From data to model and back to data: A bond portfolio management problem.
Eur. J. Oper. Res.
Jitka Dupacová, Marida Bertocchi
2000 J jnl
Bond portfolio management with repo contracts: the Italian case.
Ann. Oper. Res.
Marida Bertocchi, Rosella Giacometti, Leon Slominski
2000 J jnl
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study.
Ann. Oper. Res.
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
1998 — conf
Highly parallel computing in simulation on dynamic bond portfolio management.
APL
Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová
1998 J jnl
Perturbations of M-matrices via ABS methods and their applications to input-output analysis.
Appl. Math. Comput.
Jozsef Abaffy, Marida Bertocchi, Anna Torriero
1997 J jnl
On estimating the yield and volatility curves.
Kybernetika
Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková
1992 J jnl
A Monte-Carlo approach for 0-1 programming problems.
Computing
Marida Bertocchi, Luca Brandolini, Leszek Slominski, J. Sobczynska
1991 — conf
Parallel and Symbolic Computation in Finance.
PP
Marida Bertocchi, Enrico Cavalli, Giovanni Zambruno