Publications
- Output analysis and stress testing for mean-variance efficient portfolios2012 | Faculty of Mathematics and Physics
- Bond portfolio management via stochastic programming +12006 | Faculty of Mathematics and Physics
- Bond portfolio management via stochastic programming: Computational results on scenario tree reduction, construction and contamination2004 | Faculty of Mathematics and Physics
- Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study2001 | Faculty of Mathematics and Physics
- Stability properties of a bond portfolio management problem2001 | Faculty of Mathematics and Physics
- From data to model and back to data: a bond portfolio management problem2001 | Faculty of Mathematics and Physics
- On generating scenarios for bond portfolios2000 | Faculty of Mathematics and Physics
- Sensitivity analysis of a bond portfolio model for the Italian market2000 | Faculty of Mathematics and Physics
- Portfolio optimization via stochastic programming: Methods of output analysis1999 | Faculty of Mathematics and Physics
- Input analysis for a bond portfolio management1997 | Faculty of Mathematics and Physics
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