Giorgio Consigli

Available identifiers

zbMath Open consigli.giorgioMaRDI QIDQ181283

List of research outcomes

Publication	Date of Publication	Type
The cost of delay as risk measure in target-based multi-period portfolio selection models	2024-11-13	Paper
Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas	2022-09-30	Paper
Optimal chance-constrained pension fund management through dynamic stochastic control	2022-09-27	Paper
Interval-based stochastic dominance: theoretical framework and application to portfolio choices	2022-01-24	Paper
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems	2021-01-06	Paper
Optimization Methods in Finance	2019-09-26	Paper
Volatility versus downside risk: performance protection in dynamic portfolio strategies	2019-08-23	Paper
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study	2019-02-18	Paper
Hedging Market and Credit Risk in Corporate Bond Portfolios	2019-01-25	Paper
Dynamic Portfolio Management for Property and Casualty Insurance	2019-01-25	Paper
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming	2018-10-29	Paper
https://portal.mardi4nfdi.de/entity/Q5416120	2014-05-19	Paper
Path-dependent scenario trees for multistage stochastic programmes in finance	2014-01-24	Paper
Retirement planning in individual asset-liability management	2012-10-29	Paper
Scenario-based dynamic corporate bond portfolio management	2012-10-29	Paper
https://portal.mardi4nfdi.de/entity/Q3094197	2011-10-21	Paper
A simulation environment for discontinuous portfolio value processes	2001-07-11	Paper
Scenarios for multistage stochastic programs	2001-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q4251870	2000-08-07	Paper
Dynamic stochastic programming for asset-liability management	1999-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q4350721	1998-11-01	Paper

Research outcomes over time

This page was built for person: Giorgio Consigli