CONSIGLI, Giorgio Statistiche

CONSIGLI, Giorgio  

Dipartimento di Scienze Economiche  

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Risultati 1 - 20 di 53 (tempo di esecuzione: 0.017 secondi).
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