Giorgio Consigli
Orcid: 0000-0002-7718-347X
According to our database1,
Giorgio Consigli
authored at least 13 papers
between 1998 and 2022.
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Bibliography
2022
Optimal chance-constrained pension fund management through dynamic stochastic control.
OR Spectr., 2022
2021
Interval-based stochastic dominance: theoretical framework and application to portfolio choices.
Ann. Oper. Res., 2021
2020
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems.
Ann. Oper. Res., 2020
Ann. Oper. Res., 2020
Ann. Oper. Res., 2020
2019
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study.
Comput. Manag. Sci., 2019
Volatility versus downside risk: performance protection in dynamic portfolio strategies.
Comput. Manag. Sci., 2019
2018
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming.
Comput. Manag. Sci., 2018
2015
Financial Optimization: optimization paradigms and financial planning under uncertainty.
OR Spectr., 2015
2000
1998