Giorgio Consigli

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2024 J jnl
Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance.
Eng. Appl. Artif. Intell.
Giorgio Consigli, Alvaro Almeida Gomez, Jorge P. Zubelli
2022 J jnl
Optimal chance-constrained pension fund management through dynamic stochastic control.
OR Spectr.
Davide Lauria, Giorgio Consigli, Francesca Maggioni
2021 J jnl
Interval-based stochastic dominance: theoretical framework and application to portfolio choices.
Ann. Oper. Res.
Jia Liu, Zhiping Chen, Giorgio Consigli
2020 J jnl
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems.
Ann. Oper. Res.
Zhe Yan, Zhiping Chen, Giorgio Consigli, Jia Liu, Ming Jin
2020 J jnl
Correction to: Preface: Stochastic optimization: theory and applications.
Ann. Oper. Res.
Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni
2020 J jnl
Long-term individual financial planning under stochastic dominance constraints.
Ann. Oper. Res.
Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali
2020 J jnl
Stochastic optimization: theory and applications.
Ann. Oper. Res.
Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni
2019 J jnl
Data-driven optimization in management.
Comput. Manag. Sci.
Giorgio Consigli, Anton J. Kleywegt
2019 J jnl
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study.
Comput. Manag. Sci.
Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo
2019 J jnl
Volatility versus downside risk: performance protection in dynamic portfolio strategies.
Comput. Manag. Sci.
Diana Barro, Elio Canestrelli, Giorgio Consigli
2018 J jnl
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming.
Comput. Manag. Sci.
Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri
2015 J jnl
Financial Optimization: optimization paradigms and financial planning under uncertainty.
OR Spectr.
Giorgio Consigli, Paolo Brandimarte, Daniel Kuhn
2000 J jnl
Scenarios for Multistage Stochastic Programs.
Ann. Oper. Res.
Jitka Dupacová, Giorgio Consigli, Stein W. Wallace
1998 J jnl
Dynamic stochastic programming for asset-liability management.
Ann. Oper. Res.
Giorgio Consigli, M. A. H. Dempster