CONSIGLI, Giorgio Statistiche
CONSIGLI, Giorgio
Dipartimento di Scienze Economiche
Multi-period portfolio selection with interval-based conditional value-at-risk
2024-04-17 Gomez, Alvaro A.; Consigli, Giorgio; Liu, Jia
Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance
2024-01-01 Consigli, Giorgio; Gomez, Alvaro A.; Zubelli, Jorge P.
The cost of delay as risk measure in target-based multi-period portfolio selection models
2024-01-01 Liu, Jia; Chen, Zhiping; Consigli, Giorgio
A stochastic programming model for dynamic portfolio management with financial derivatives
2022-01-01 Barro, Diana; Consigli, Giorgio; Varun, Vivek
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance
2022-01-01 Consigli, Giorgio; Kopa, Miloš; Pichler, Alois
Optimal chance-constrained pension fund management through dynamic stochastic control
2022-01-01 Lauria, Davide; Consigli, Giorgio; Maggioni, Francesca
Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
2022-01-01 Ji, Bingbing; Chen, Zhiping; Consigli, Giorgio; Yan, Zhe
Interval-based stochastic dominance: theoretical framework and application to portfolio choices
2021-01-01 Liu, Jia; Chen, Zhiping; Consigli, Giorgio
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
2020-01-01 Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Ming, Jin
Correction to: Stochastic optimization: theory and applications. Preface: special issue in memory of Marida Bertocchi
2020-01-01 Consigli, Giorgio; Dentcheva, Darinka; Maggioni, Francesca
Long-term individual financial planning under stochastic dominance constraints
2020-01-01 Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano
Stochastic Optimization: Theory and Applications
2020-01-01 Consigli, Giorgio; Dentcheva, Darinka; Maggioni, Francesca
Data-driven optimization in management
2019-01-01 Consigli, Giorgio; Kleywegt, Anton
Optimization Methods in Finance
2019-01-01 Consigli, Giorgio
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
2019-01-01 Consigli, Giorgio; Hitaj, Asmerilda; Mastrogiacomo, Elisa
Volatility versus downside risk: performance protection in dynamic portfolio strategies
2019-01-01 Barro, Diana; Canestrelli, Elio; Consigli, Giorgio
Asset-liability management and goal-based investing for retail business
2018-01-01 Consigli, Giorgio; Di Tria, Massimo
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming
2018-01-01 Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano; Mercuri, Lorenzo
Optimal multistage defined-benefit pension fund management
2018-01-01 Consigli, Giorgio; Moriggia, Vittorio; Benincasa, Elena; Landoni, Giacomo Maria; Petronio, Filomena; Vitali, Sebastiano; Tria, Massimo di; Skoric, Mario; Uristani, Angelo
Handbook of Recent Advances in Commodity and Financial Modeling. Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets
2017-01-01 Consigli, Giorgio; Stefani, Silvana; Zambruno, Giovanni
Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
---|---|---|---|---|
17-apr-2024 | Multi-period portfolio selection with interval-based conditional value-at-risk | Gomez, Alvaro A.; Consigli, Giorgio; Liu, Jia | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2024 | Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance | Consigli, Giorgio; Gomez, Alvaro A.; Zubelli, Jorge P. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2024 | The cost of delay as risk measure in target-based multi-period portfolio selection models | Liu, Jia; Chen, Zhiping; Consigli, Giorgio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2022 | A stochastic programming model for dynamic portfolio management with financial derivatives | Barro, Diana; Consigli, Giorgio; Varun, Vivek | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2022 | Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance | Consigli, Giorgio; Kopa, Miloš; Pichler, Alois | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2022 | Optimal chance-constrained pension fund management through dynamic stochastic control | Lauria, Davide; Consigli, Giorgio; Maggioni, Francesca | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2022 | Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas | Ji, Bingbing; Chen, Zhiping; Consigli, Giorgio; Yan, Zhe | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2021 | Interval-based stochastic dominance: theoretical framework and application to portfolio choices | Liu, Jia; Chen, Zhiping; Consigli, Giorgio | 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 | Correction to: Stochastic optimization: theory and applications. Preface: special issue in memory of Marida Bertocchi | 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-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 | 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 | Optimization Methods in Finance | Consigli, Giorgio | 1.1 Contributi in rivista - Journal contributions::1.1.02 Recensioni in rivista - Reviews | |
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 | 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-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-2018 | 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-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 |