- Testing the structure of multistage stochastic programs +12008 | Faculty of Mathematics and Physics
- Contamination for multistage stochastic programs2006 | Faculty of Mathematics and Physics
- Structure of risk-averse multistage stochastic programs2015 | Faculty of Mathematics and Physics
- SDDP for multistage stochastic programs: preprocessing via scenario reduction2017 | Faculty of Mathematics and Physics
- Scenarios for multistage stochastic programs2001 | Faculty of Mathematics and Physics
- Reflections on output analysis for multistage stochastic programsPublication without faculty affiliation
- Comparison of multistage stochastic programming and stochastic dynamic programming with discrete timePublication without faculty affiliation
- Multistage stochastic programs: the state-of-the-art and selected bibliography1995 | Publication without faculty affiliation
- Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time2002 | Publication without faculty affiliation
- MULTISTAGE RISK PREMIUMS IN PORTFOLIO OPTIMIZATION2017 | Faculty of Mathematics and Physics
- Multistage portfolio optimization with risk premium contraints2015 | Faculty of Mathematics and Physics
- Individual optimal pension allocation under stochastic dominance constraints2018 | Faculty of Mathematics and Physics
- Applications of stochastic programming: Achievements and questions2002 | Publication without faculty affiliation
- Asset-Liability Management: Application of Stochastic Programming with Endogenous Randomness and ContaminationPublication without faculty affiliation
- Optimization software for stochastic programming problems2007 | Faculty of Mathematics and Physics
- Portfolio Optimization and Risk Management via Stochastic Programming2009 | Faculty of Mathematics and Physics
- Stability properties of a bond portfolio management problem2001 | 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
- SPECIAL ISSUE: MATHEMATICAL METHODS IN ECONOMY AND INDUSTRY 20172018 | Faculty of Mathematics and Physics
- Multistage risk-averse asset allocation with transaction costs2012 | Faculty of Mathematics and Physics
- Optimal pension fund composition for an Italian private pension plan sponsor2017 | Faculty of Mathematics and Physics
- Multistage stochastic dominance: an application to pension fund management2024 | Faculty of Mathematics and Physics
- Long-term individual financial planning under stochastic dominance constraints2020 | Faculty of Mathematics and Physics
- Parameterized Algorithms for MILPs with Small Treedepth2021 | Faculty of Mathematics and Physics