Vittorio Moriggia

529 total citations
33 papers, 320 citations indexed

About

Vittorio Moriggia is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Vittorio Moriggia has authored 33 papers receiving a total of 320 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 17 papers in Management Science and Operations Research and 14 papers in Economics and Econometrics. Recurrent topics in Vittorio Moriggia's work include Stochastic processes and financial applications (15 papers), Risk and Portfolio Optimization (15 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). Vittorio Moriggia is often cited by papers focused on Stochastic processes and financial applications (15 papers), Risk and Portfolio Optimization (15 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). Vittorio Moriggia collaborates with scholars based in Italy, Czechia and Spain. Vittorio Moriggia's co-authors include Miloš Kopa, Jitka Dupačová, Marida Bertocchi, Giorgio Consigli, Costanza Torricelli, Silvia Muzzioli, Ruth Domínguez, Sergio Ortobelli Lozza, Miguel Carrión and Farhad Hosseinzadeh Lotfı and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Banking & Finance.

In The Last Decade

Vittorio Moriggia

32 papers receiving 297 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Vittorio Moriggia Italy 12 164 137 126 72 56 33 320
Elena Medova United Kingdom 12 116 0.7× 219 1.6× 193 1.5× 77 1.1× 67 1.2× 32 435
Alex Weissensteiner Italy 12 144 0.9× 242 1.8× 158 1.3× 70 1.0× 85 1.5× 63 380
Michel Denault Canada 8 245 1.5× 219 1.6× 165 1.3× 72 1.0× 14 0.3× 14 441
Rosella Giacometti Italy 11 130 0.8× 285 2.1× 218 1.7× 125 1.7× 44 0.8× 52 463
Andrea Consiglio Italy 13 184 1.1× 300 2.2× 238 1.9× 114 1.6× 65 1.2× 55 469
Rudi Zagst Germany 12 146 0.9× 396 2.9× 227 1.8× 88 1.2× 73 1.3× 109 540
Matti Koivu Germany 10 183 1.1× 141 1.0× 129 1.0× 57 0.8× 31 0.6× 21 325
David Hobson Myers United States 4 199 1.2× 175 1.3× 138 1.1× 86 1.2× 40 0.7× 5 327
Silvia Mayoral Spain 8 112 0.7× 109 0.8× 83 0.7× 24 0.3× 12 0.2× 40 243
Miloš Kopa Czechia 15 429 2.6× 342 2.5× 228 1.8× 94 1.3× 55 1.0× 52 706

Countries citing papers authored by Vittorio Moriggia

Since Specialization
Citations

This map shows the geographic impact of Vittorio Moriggia's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Vittorio Moriggia with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Vittorio Moriggia more than expected).

Fields of papers citing papers by Vittorio Moriggia

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Vittorio Moriggia. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Vittorio Moriggia. The network helps show where Vittorio Moriggia may publish in the future.

Co-authorship network of co-authors of Vittorio Moriggia

This figure shows the co-authorship network connecting the top 25 collaborators of Vittorio Moriggia. A scholar is included among the top collaborators of Vittorio Moriggia based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Vittorio Moriggia. Vittorio Moriggia is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Mengali, Sandro, et al.. (2024). A Deep Learning Approach to Investigating Clandestine Laboratories Using a GC-QEPAS Sensor. Chemosensors. 12(8). 152–152. 6 indexed citations
2.
Kopa, Miloš, et al.. (2023). Multistage stochastic dominance: an application to pension fund management. Annals of Operations Research. 4 indexed citations
3.
Domínguez, Ruth, et al.. (2021). Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints. Energy Economics. 101. 105438–105438. 16 indexed citations
4.
Kopa, Miloš, et al.. (2020). Evaluation of scenario reduction algorithms with nested distance. Computational Management Science. 17(2). 241–275. 10 indexed citations
5.
Domínguez, Ruth, et al.. (2020). Comparing stage-scenario with nodal formulation for multistage stochastic problems. 4OR. 19(4). 613–631. 5 indexed citations
6.
Consigli, Giorgio, et al.. (2019). Long-term individual financial planning under stochastic dominance constraints. Annals of Operations Research. 292(2). 973–1000. 13 indexed citations
7.
Consigli, Giorgio, et al.. (2018). Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. Computational Management Science. 15(3-4). 599–632. 4 indexed citations
8.
Moriggia, Vittorio, et al.. (2016). Optimal pension fund composition for an Italian private pension plan sponsor. Computational Management Science. 14(1). 135–160. 11 indexed citations
9.
Consigli, Giorgio, et al.. (2012). Retirement planning in individual asset-liability management. IMA Journal of Management Mathematics. 23(4). 365–396. 21 indexed citations
10.
Consigli, Giorgio, et al.. (2011). Optimal management of life insurance household portfolios in the long run. Aisberg (University of Bergamo). 7(2). 197–219. 2 indexed citations
11.
Consigli, Giorgio, et al.. (2010). Path-dependent scenario trees for multistage stochastic programmes in finance. Quantitative Finance. 12(8). 1265–1281. 8 indexed citations
12.
Moriggia, Vittorio, Silvia Muzzioli, & Costanza Torricelli. (2007). On the no-arbitrage condition in option implied trees. European Journal of Operational Research. 193(1). 212–221. 20 indexed citations
13.
Dupačová, Jitka, et al.. (2007). Pricing nondiversifiable credit risk in the corporate Eurobond market. Journal of Banking & Finance. 31(8). 2233–2263. 11 indexed citations
14.
Bertocchi, Marida, Vittorio Moriggia, & Jitka Dupačová. (2006). Horizon and stages in applications of stochastic programming in finance. Annals of Operations Research. 142(1). 63–78. 17 indexed citations
15.
Bertocchi, Marida, et al.. (2005). Pricing Eurobonds - Empirical Findings. SSRN Electronic Journal. 1 indexed citations
16.
Moriggia, Vittorio, Silvia Muzzioli, & Costanza Torricelli. (2003). Call and put implied volatilities and the derivation of option implied trees. RePEc: Research Papers in Economics. 4(1). 35–64. 12 indexed citations
17.
Bertocchi, Marida, et al.. (2003). A nonparametric model for analysis of the EURO bond market. Journal of Economic Dynamics and Control. 27(6). 1113–1131. 4 indexed citations
18.
Foresti, Sara, et al.. (2001). Il linguaggio C.
19.
Bertocchi, Marida, et al.. (2000). On generating scenarios for Bond Portfolios. RePEc: Research Papers in Economics. 7(11). 3–27. 2 indexed citations
20.
Bertocchi, Marida, Vittorio Moriggia, & Jitka Dupačová. (2000). Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study. Annals of Operations Research. 99(1-4). 267–286. 20 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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