Giorgio Consigli

According to our database, Giorgio Consigli authored at least 14 papers between 1998 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance.

Giorgio Consigli, Alvaro Almeida Gomez, Jorge P. Zubelli

Eng. Appl. Artif. Intell., 2024

2022

Optimal chance-constrained pension fund management through dynamic stochastic control.

Davide Lauria, Giorgio Consigli, Francesca Maggioni

OR Spectr., 2022

2021

Interval-based stochastic dominance: theoretical framework and application to portfolio choices.

Jia Liu, Zhiping Chen, Giorgio Consigli

Ann. Oper. Res., 2021

2020

A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems.

Zhe Yan, Zhiping Chen, Giorgio Consigli, Jia Liu, Ming Jin

Ann. Oper. Res., 2020

Long-term individual financial planning under stochastic dominance constraints.

Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali

Ann. Oper. Res., 2020

Correction to: Preface: Stochastic optimization: theory and applications.

Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni

Ann. Oper. Res., 2020

Stochastic optimization: theory and applications.

Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni

Ann. Oper. Res., 2020

2019

Data-driven optimization in management.

Giorgio Consigli, Anton J. Kleywegt

Comput. Manag. Sci., 2019

Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study.

Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo

Comput. Manag. Sci., 2019

Volatility versus downside risk: performance protection in dynamic portfolio strategies.

Diana Barro, Elio Canestrelli, Giorgio Consigli

Comput. Manag. Sci., 2019

2018

Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming.

Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri

Comput. Manag. Sci., 2018

2015

Financial Optimization: optimization paradigms and financial planning under uncertainty.

Giorgio Consigli, Paolo Brandimarte, Daniel Kuhn

OR Spectr., 2015

2000

Scenarios for Multistage Stochastic Programs.

Jitka Dupacová, Giorgio Consigli, Stein W. Wallace

Ann. Oper. Res., 2000

1998

Dynamic stochastic programming for asset-liability management.

Giorgio Consigli, M. A. H. Dempster

Ann. Oper. Res., 1998