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Giorgio Consigli
Giorgio Consigli
Khalifa University of Science and Technology
Email verificata su ku.ac.ae
Titolo
Citata da
Citata da
Anno
Scenarios for multistage stochastic programs
J Dupačov, G Consigli, SW Wallace
Annals of operations research 100, 25-53, 2000
6822000
Dynamic stochastic programmingfor asset-liability management
G Consigli, MAH Dempster
Annals of Operations Research 81 (0), 131-162, 1998
3601998
Tail estimation and mean–VaR portfolio selection in markets subject to financial instability
G Consigli
Journal of Banking & Finance 26 (7), 1355-1382, 2002
1252002
Stochastic optimization methods in finance and energy: New financial products and energy market strategies
M Bertocchi, G Consigli, MAH Dempster
Springer Science & Business Media, 2011
422011
Retirement planning in individual asset–liability management
G Consigli, G Iaquinta, V Moriggia, M Di Tria, D Musitelli
IMA Journal of Management Mathematics 23 (4), 365-396, 2012
372012
The predictive ability of the bond-stock earnings yield differential model
K Berge, G Consigli, WT Ziemba
322008
Asset-liability management for individual investors
G Consigli
Handbook of asset and liability management, 751-827, 2008
292008
Path-dependent scenario trees for multistage stochastic programmes in finance
G Consigli, G Iaquinta, V Moriggia
Quantitative Finance 12 (8), 1265-1281, 2012
282012
Heavy-tailed distributional model for operational losses
R Giacometti, S Rachev, A Chernobai, M Bertocchi, G Consigli
Economic Trends, 2001
232001
Optimal financial decision making under uncertainty
G Consigli, D Kuhn, P Brandimarte
Optimal financial decision making under uncertainty, 255-290, 2017
222017
Volatility versus downside risk: performance protection in dynamic portfolio strategies
D Barro, E Canestrelli, G Consigli
Computational Management Science 16, 433-479, 2019
202019
The bond-stock yield differential as a risk indicator in financial markets
G Consigli, LC MacLean, Y Zhao, WT Ziemba
Journal of Risk 11 (3), 3, 2009
202009
Long-term individual financial planning under stochastic dominance constraints
G Consigli, V Moriggia, S Vitali
Annals of Operations Research 292 (2), 973-1000, 2020
192020
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Z Yan, Z Chen, G Consigli, J Liu, M Jin
Annals of operations research 292 (2), 849-881, 2020
182020
Euro bonds: Markets, infrastructure and trends
M Bertocchi, G Consigli, R Giacometti, V Moriggia, S Ortobelli, ...
World Scientific, 2013
182013
Credit default swaps and equity volatility: theoretical modelling and market evidence
G Consigli
Departement of Applied Mathematics, University Ca’Foscari, Venice, 2004
182004
Dynamic portfolio management for property and casualty insurance
G Consigli, M Tria, M Gaffo, G Iaquinta, V Moriggia, A Uristani
Stochastic Optimization Methods in Finance and Energy: New Financial…, 2011
172011
Pricing nondiversifiable credit risk in the corporate Eurobond market
J Abaffy, M Bertocchi, J Dupačov, V Moriggia, G Consigli
Journal of Banking & Finance 31 (8), 2233-2263, 2007
172007
The CALM stochastic programming model for dynamic asset-liability management
M Dempster, G Consigli
World Wide Asset and Liability Modelling, 464-500, 1998
171998
A stochastic programming model for dynamic portfolio management with financial derivatives
D Barro, G Consigli, V Varun
Journal of Banking & Finance 140, 106445, 2022
162022
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20