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ORCIDGiorgio Consigli
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2020 – today
- 2024
[j14]Giorgio Consigli
, Alvaro Almeida Gomez, Jorge P. Zubelli:
Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance. Eng. Appl. Artif. Intell. 133: 108599 (2024)- 2022
- [j13]Davide Lauria, Giorgio Consigli, Francesca Maggioni:
Optimal chance-constrained pension fund management through dynamic stochastic control. OR Spectr. 44(3): 967-1007 (2022) - 2021
- [j12]Jia Liu, Zhiping Chen, Giorgio Consigli:
Interval-based stochastic dominance: theoretical framework and application to portfolio choices. Ann. Oper. Res. 307(1): 329-361 (2021) - 2020
- [j11]Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni:
Stochastic optimization: theory and applications. Ann. Oper. Res. 292(2): 575-580 (2020) - [j10]Zhe Yan, Zhiping Chen, Giorgio Consigli, Jia Liu, Ming Jin:
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. Ann. Oper. Res. 292(2): 849-881 (2020) - [j9]Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali:
Long-term individual financial planning under stochastic dominance constraints. Ann. Oper. Res. 292(2): 973-1000 (2020) - [j8]Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni:
Correction to: Preface: Stochastic optimization: theory and applications. Ann. Oper. Res. 292(2): 1001 (2020)
2010 – 2019
- 2019
- [j7]Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo:
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. Comput. Manag. Sci. 16(1-2): 129-154 (2019) - [j6]Giorgio Consigli, Anton J. Kleywegt:
Data-driven optimization in management. Comput. Manag. Sci. 16(3): 371-374 (2019) - [j5]Diana Barro, Elio Canestrelli, Giorgio Consigli:
Volatility versus downside risk: performance protection in dynamic portfolio strategies. Comput. Manag. Sci. 16(3): 433-479 (2019) - 2018
- [j4]Giorgio Consigli, Vittorio Moriggia, Sebastiano Vitali, Lorenzo Mercuri:
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. Comput. Manag. Sci. 15(3-4): 599-632 (2018) - 2015
- [j3]Giorgio Consigli, Paolo Brandimarte, Daniel Kuhn:
Financial Optimization: optimization paradigms and financial planning under uncertainty. OR Spectr. 37(3): 553-557 (2015)
2000 – 2009
- 2000
- [j2]Jitka Dupacová, Giorgio Consigli, Stein W. Wallace:
Scenarios for Multistage Stochastic Programs. Ann. Oper. Res. 100(1-4): 25-53 (2000)
1990 – 1999
- 1998
- [j1]Giorgio Consigli, M. A. H. Dempster:
Dynamic stochastic programming for asset-liability management. Ann. Oper. Res. 81: 131-162 (1998)
Coauthor Index
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