CONSIGLI, Giorgio Statistiche

CONSIGLI, Giorgio  

Dipartimento di Scienze Economiche  

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Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
1-gen-2020 Long-term individual financial planning under stochastic dominance constraints Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Ming, Jin 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 Stochastic Optimization: Theory and Applications Consigli, Giorgio; Dentcheva, Darinka; Maggioni, Francesca 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Data-driven optimization in management Consigli, Giorgio; Kleywegt, Anton 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Volatility versus downside risk: performance protection in dynamic portfolio strategies Barro, Diana; Canestrelli, Elio; Consigli, Giorgio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study Consigli, Giorgio; Hitaj, Asmerilda; Mastrogiacomo, Elisa 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2019 Optimization Methods in Finance Consigli, Giorgio 1.1 Contributi in rivista - Journal contributions::1.1.02 Recensioni in rivista - Reviews
1-gen-2018 Asset-liability management and goal-based investing for retail business Consigli, Giorgio; Di Tria, Massimo 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2018 Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano; Mercuri, Lorenzo 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2017 Optimal Financial Decision Making Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays
1-gen-2017 Optimal Financial Decision Making under Uncertainty Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo 1.6 Curatele - Editorships::1.6.01 Curatele - Edited books
1-gen-2017 Handbook of Recent Advances in Commodity and Financial Modeling. Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets Consigli, Giorgio; Stefani, Silvana; Zambruno, Giovanni 1.6 Curatele - Editorships::1.6.01 Curatele - Edited books
1-gen-2017 Optimal multistage defined-benefit pension fund management Consigli, Giorgio; Moriggia, Vittorio; Benincasa, Elena; Landoni, Giacomo Maria; Petronio, Filomena; Vitali, Sebastiano; Tria, Massimo di; Skoric, Mario; Uristani, Angelo 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays
1-gen-2016 Multi-Period Risk Measures and Optimal Investment Policies Chen, Zhiping; Consigli, Giorgio; Jliu, J. Liu; Li, G.; Fu, T.; Hu, Q. 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays
1-gen-2016 Stochastic Optimization Approaches to Financial and Energy Markets Consigli, Giorgio; Smeets, Yves 1.6 Curatele - Editorships::1.6.01 Curatele - Edited books
1-lug-2015 Financial Optimization: optimization paradigms and financial planning under uncertainty Consigli, Giorgio; Brandimarte, Paolo; Kuhn, Daniel 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-lug-2015 Special issue on Financial Optimization: optimization paradigms and financial planning under uncertainty Consigli, Giorgio; Brandimarte, Paolo; Kuhn, Daniel 1.6 Curatele - Editorships::1.6.01 Curatele - Edited books
1-gen-2012 Retirement planning in individual asset-liability management Consigli, Giorgio; Iaquinta, Gaetano; Moriggia, Vittorio; Di Tria, Massimo; Musitelli, Davide 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2012 Path-dependent scenario trees for multistage stochastic programmes in finance Consigli, Giorgio; Iaquinta, Gaetano; Moriggia, Vittorio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2011 Optimal management of life insurance household portfolios in the long run Consigli, Giorgio; Di Tria, Massimo; Iaquinta, Gaetano; Moriggia, Vittorio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays